Future Perspectives in Risk Models and Finance, Alain Bensoussan; Dominique Guegan; Charles S. Tap

Автор: Tapiero
Название: Applied Stochastic Models and Control for Finance and Insurance
ISBN: 0792381483 ISBN-13(EAN): 9780792381488
Издательство: Springer
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Цена: 194730.00 T
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Описание: Presents at an introductory level some stochastic models applied in economics, finance and insurance. This book uses Markov chains, random walks, stochastic differential equations and other stochastic processes throughout and systematically applies them to economic and financial applications.

Автор: Rogemar S. Mamon; Robert J. Elliott
Название: Hidden Markov Models in Finance
ISBN: 1489979670 ISBN-13(EAN): 9781489979674
Издательство: Springer
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Цена: 102480.00 T
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Описание: This book offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and closely allied fields. It will help readers to use HMMs to accurately and efficiently capture many of the processes in the financial market.

Автор: Graves Samuel B., Ringuest Jeffrey L.
Название: Models & Methods for Project Selection / Concepts from Management Science, Finance and Information Technology
ISBN: 1402072805 ISBN-13(EAN): 9781402072802
Издательство: Springer
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Цена: 158380.00 T
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Описание: Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes: *Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem. This group of chapters examines the multiobjective linear programming approach, discusses the appropriate methods for adjusting for time and risk in the project selection problem, and expands on the discussion of optimization models and NPV. *Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem. The models developed in this section are based on probability distribution assumptions or estimates and deal with uncertainty in some aspect of the project selection model. *Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. The ability to handle non-linear problems allows the application of the methodology to a far wider range of problems. Similarly, the ability to model interdependence between projects - as in the Information Technology models - is an important step in generalization. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.

Автор: Alain Bensoussan; Dominique Guegan; Charles S. Tap
Название: Future Perspectives in Risk Models and Finance
ISBN: 3319075233 ISBN-13(EAN): 9783319075235
Издательство: Springer
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Цена: 111790.00 T
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Описание: Theoretically, financial risks models are models of a real and a financial "uncertainty", based on both common and private information and economic theories defining the rules that financial markets comply to.

Автор: Jacques Janssen; Raimondo Manca
Название: Semi-Markov Risk Models for Finance, Insurance and Reliability
ISBN: 1441943579 ISBN-13(EAN): 9781441943576
Издательство: Springer
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Цена: 111790.00 T
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Описание: After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.

Автор: Garett Jones
Название: Banking Crises: Perspectives from the New Palgrave Dictionary of Economics
ISBN: 1137553782 ISBN-13(EAN): 9781137553782
Издательство: Springer
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Цена: 111790.00 T
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Описание: Why do banks collapse? Are financial systems more fragile in recent decades? Can policies to fix the banking system do more harm than good? What`s the history of banking crises? With dozens of brief, non-technical articles by economists and other researchers, Banking Crises offers answers from diverse scholarly viewpoints.

Автор: Valery A. Kalyagin; Panos M. Pardalos; Themistocle
Название: Network Models in Economics and Finance
ISBN: 3319346032 ISBN-13(EAN): 9783319346038
Издательство: Springer
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Цена: 88500.00 T
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Описание: Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena.

Автор: Rita L. D`Ecclesia; Stavros A. Zenios
Название: Operations Research Models in Quantitative Finance
ISBN: 3790808032 ISBN-13(EAN): 9783790808032
Издательство: Springer
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Цена: 121110.00 T
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Описание: The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.Apart from a theoretical discussion, most of the papers model validation or verification using market data.

Автор: Rogemar S. Mamon; Robert J Elliott
Название: Hidden Markov Models in Finance
ISBN: 1441943803 ISBN-13(EAN): 9781441943804
Издательство: Springer
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Цена: 102480.00 T
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Описание: Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more.

Автор: Elliott, Robert J.
Название: Hidden Markov Models in Finance. Further Development and Applications. Vol. 2
ISBN: 1489974415 ISBN-13(EAN): 9781489974419
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and closely allied fields. It will help readers to use HMMs to accurately and efficiently capture many of the processes in the financial market.

Автор: Zhi-Xue Zhang; Jianjun Zhang
Название: Understanding Chinese Firms from Multiple Perspectives
ISBN: 3662515067 ISBN-13(EAN): 9783662515068
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book sets forth the explorations and thoughts on Chinese enterprise management practices from both academic and practical perspective, extracts the management theory of Chinese characteristics, and represents the efforts to establish and develop Chinese organization and management.

Автор: Martin Morlock; Christoph Schwindt; Norbert Trautm
Название: Perspectives on Operations Research
ISBN: 3658140844 ISBN-13(EAN): 9783658140847
Издательство: Springer
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Цена: 93160.00 T
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Описание: The papers are clustered into four parts, focusing on optimization issues, applications of Operations Research in production and service management, applications of Operations Research in logistics, and interdisciplinary approaches.