Nonlinear Economic Dynamics and Financial Modelling, Roberto Dieci; Xue-Zhong He; Cars Hommes

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
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Цена: 78250.00 T
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Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

Автор: J. M. T. Thompson
Название: Nonlinear Dynamics and Chaos, 2nd Edition
ISBN: 0471876844 ISBN-13(EAN): 9780471876847
Издательство: Wiley
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Цена: 80200.00 T
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Описание: Since the bestselling first edition was published, there has been a lot of new research conducted in the area of nonlinear dynamics and chaos. This revised edition provides new material, including a glossary and bibliography, as well as a generous supplement of new figures and illustrations.

Автор: Lakshmanan, Muthusamy, Rajaseekar, Shanmuganathan
Название: Nonlinear Dynamics Integrability, Chaos and Patterns
ISBN: 3642628729 ISBN-13(EAN): 9783642628726
Издательство: Springer
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Цена: 167660.00 T
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Описание: Integrability, chaos and patterns are three of the most important concepts in nonlinear dynamics. These are covered in this book from fundamentals to recent developments. The book presents a self-contained treatment of the subject to suit the needs of students, teachers and researchers in physics, mathematics, engineering and applied sciences who wish to gain a broad knowledge of nonlinear dynamics. It describes fundamental concepts, theoretical procedures, experimental and numerical techniques and technological applications of nonlinear dynamics. Numerous examples and problems are included to facilitate the understanding of the concepts and procedures described. In addition to 16 chapters of main material, the book contains 10 appendices which present in-depth mathematical formulations involved in the analysis of various nonlinear systems.

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
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Цена: 105600.00 T
Наличие на складе: Невозможна поставка.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
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Цена: 70910.00 T
Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy

Название: Financial Calculus
ISBN: 0521552893 ISBN-13(EAN): 9780521552899
Издательство: Cambridge Academ
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Цена: 82370.00 T
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Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 40130.00 T
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Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 117390.00 T
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes
Название: Nonlinear Economic Dynamics and Financial Modelling
ISBN: 3319074695 ISBN-13(EAN): 9783319074696
Издательство: Springer
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Цена: 130430.00 T
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Описание: Nonlinear Economic Dynamics and Financial Modelling

Автор: Terasvirta Clive W J
Название: Modelling Nonlinear Economic Time Series
ISBN: 0199587159 ISBN-13(EAN): 9780199587155
Издательство: Oxford Academ
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Цена: 43810.00 T
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Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

Автор: Philip Rothman
Название: Nonlinear Time Series Analysis of Economic and Financial Data
ISBN: 1461373344 ISBN-13(EAN): 9781461373346
Издательство: Springer
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Цена: 279500.00 T
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Описание: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade.

Автор: T?nu Puu
Название: Nonlinear Economic Dynamics
ISBN: 3642645496 ISBN-13(EAN): 9783642645495
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book was first pUblished in 1989 as volume 336 in the Springer series "Lecture Notes in Economics and Mathematical Systems", and it reappeared in a 2nd edition as a Springer monograph in 1991.