Probability distributions involving Gaussian random variables, Simon, Marvin Kenneth,
Новое издание
Автор: Simon Marvin K., Riedel Eibe Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists ISBN: 0387346570 ISBN-13(EAN): 9780387346571 Издательство: Springer Цена: 65210 T Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Автор: Simon Marvin K., Riedel Eibe Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists ISBN: 0387346570 ISBN-13(EAN): 9780387346571 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Автор: Jondeau Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1846284198 ISBN-13(EAN): 9781846284199 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. This book deals with the non-Gaussian distributions and addresses the consequences of non-normality and time dependency in asset returns and option prices.
Название: Copulae and Multivariate Probability Distributions in Finance ISBN: 0415814855 ISBN-13(EAN): 9780415814850 Издательство: Taylor&Francis Рейтинг: Цена: 91860.00 T Наличие на складе: Невозможна поставка. Описание: This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. It describes the state of the art in the tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.
Автор: Sato Название: L?vy Processes and Infinitely Divisible Distributions ISBN: 1107656494 ISBN-13(EAN): 9781107656499 Издательство: Cambridge Academ Рейтинг: Цена: 74970.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book`s initial publication.
Автор: Peterson A. Townsend, Soberon Jorge, Pearson Richa Название: Ecological Niches and Geographic Distributions (Mpb-49) ISBN: 0691136882 ISBN-13(EAN): 9780691136882 Издательство: Wiley Рейтинг: Цена: 61250.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Focuses on correlative approaches known as ecological niche modeling, species distribution modeling, or habitat suitability modeling, which use associations between known occurrences of species and environmental variables to identify environmental conditions under which populations can be maintained.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates.
The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models.
This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
Автор: Karl W. B?er Название: Electro-Optical Effects to Visualize Field and Current Distributions in Semiconductors ISBN: 3642262600 ISBN-13(EAN): 9783642262609 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book describes the basic principles that relate to field and current inhomogeneities in semiconductors and their kinetics that occur in the regime of negative differential conductances of semiconductors.
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