Probability and Statistics for Economists, Hansen, Bruce
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 74970.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Bergomi Название: Stochastic Volatility Modeling ISBN: 1482244063 ISBN-13(EAN): 9781482244069 Издательство: Taylor&Francis Рейтинг: Цена: 89820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:
Which trading issues do we tackle with stochastic volatility?
How do we design models and assess their relevance?
How do we tell which models are usable and when does calibration make sense?
This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk's 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Soci t G n rale's equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.
Автор: Ghosal, Subhashis. Название: Fundamentals of Nonparametric Bayesian Inference ISBN: 0521878268 ISBN-13(EAN): 9780521878265 Издательство: Cambridge Academ Рейтинг: Цена: 86590.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Written by top researchers, this self-contained text is the authoritative account of Bayesian nonparametrics, a nearly universal framework for inference in statistics and machine learning, with practical use in all areas of science, including economics and biostatistics. Appendices with prerequisites and numerous exercises support its use for graduate courses.
Автор: Sharon L. Lohr Название: Sampling: Design and Analysis ISBN: 0367273462 ISBN-13(EAN): 9780367273460 Издательство: Taylor&Francis Рейтинг: Цена: 122490.00 T Наличие на складе: Невозможна поставка. Описание: What is the unemployment rate? How many adults have high blood pressure? What is the total area of land planted with soybeans? Sampling: Design and Analysis tells you how to design and analyze surveys to answer these and other questions. This authoritative text, used as a standard reference by numerous survey organizations, teaches sampling using real data sets from social sciences, public opinion research, medicine, public health, economics, agriculture, ecology, and other fields. The book is accessible to students from a wide range of statistical backgrounds. By appropriate choice of sections, it can be used for a graduate class for statistics students or for a class with students from business, sociology, psychology, or biology. Readers should be familiar with concepts from an introductory statistics class including linear regression; optional sections contain the statistical theory, for readers who have studied mathematical statistics. Distinctive features include: More than 450 exercises. In each chapter, Introductory Exercises develop skills, Working with Data Exercises give practice with data from surveys, Working with Theory Exercises allow students to investigate statistical properties of estimators, and Projects and Activities Exercises integrate concepts. A solutions manual is available. An emphasis on survey design. Coverage of simple random, stratified, and cluster sampling; ratio estimation; constructing survey weights; jackknife and bootstrap; nonresponse; chi-squared tests and regression analysis. Graphing data from surveys. Computer code using SAS® software. Online supplements containing data sets, computer programs, and additional material. Sharon Lohr, the author of Measuring Crime: Behind the Statistics, has published widely about survey sampling and statistical methods for education, public policy, law, and crime. She has been recognized as Fellow of the American Statistical Association, elected member of the International Statistical Institute, and recipient of the Gertrude M. Cox Statistics Award and the Deming Lecturer Award. Formerly Dean’s Distinguished Professor of Statistics at Arizona State University and a Vice President at Westat, she is now a freelance statistical consultant and writer. Visit her website at www.sharonlohr.com. This edition is a reprint of the second edition published by Cengage Learning, Inc. Reprinted with permission.
Автор: Azzalini Adelchi Название: The Skew-Normal and Related Families ISBN: 1108461131 ISBN-13(EAN): 9781108461139 Издательство: Cambridge Academ Рейтинг: Цена: 38010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Blending theory and practice, this will be the standard resource for statisticians and applied researchers. Assuming only basic knowledge of (non-measure-theoretic) probability and statistical inference, it is accessible to the wide range of researchers who use statistical modelling techniques. The author`s complementary R package helps readers put theory into practice.
Автор: Andrew Gelman, Jennifer Hill, Aki Vehtari Название: Regression and Other Stories ISBN: 1107676517 ISBN-13(EAN): 9781107676510 Издательство: Cambridge Academ Рейтинг: Цена: 43290.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Real statistical problems are complex and subtle. This text is about using regression to solve real problems of comparison, estimation, prediction, and causal inference, based on real stories from the authors` experience. It offers practical advice for understanding assumptions and implementing methods through graphics and computing in R and Stan.
Автор: Marcelo Byrro Ribeiro Название: Income Distribution Dynamics of Economic Systems: An Econophysical Approach ISBN: 1107092531 ISBN-13(EAN): 9781107092532 Издательство: Cambridge Academ Рейтинг: Цена: 77090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Econophysics has been used to study a range of economic and financial systems. This book uses the econophysical perspective to focus on the income distributive dynamics of economic systems. It will be of interest to physicists interested in economic problems, economists who deal with inequality issues, statisticians and applied mathematicians.
Автор: Chris Chatfield, Haipeng Xing Название: The Analysis of Time Series: An Introduction with R ISBN: 1138066133 ISBN-13(EAN): 9781138066137 Издательство: Taylor&Francis Рейтинг: Цена: 178640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis.
Автор: Roy Название: Statistical Survey Design and Evaluating Impact ISBN: 1107146453 ISBN-13(EAN): 9781107146457 Издательство: Cambridge Academ Рейтинг: Цена: 61240.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Sample surveys are a popular and viable alternative to official statistics and censuses. This book discusses some important methodologies for developing statistical designs, sample surveys and evaluation designs. Solved examples are included to illustrate each technique covered.
Автор: Dokuchaev Название: Pathwise Estimation and Inference for Diffusion Market Models ISBN: 1138591645 ISBN-13(EAN): 9781138591646 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses contemporary techniques for inferring, from options and bond prices, the market participants` aggregate view on important financial parameters such as implied volatility, discount rate, and future interest rate, and their uncertainty thereof.
Автор: Brian J. Reich, Sujit K. Ghosh Название: Bayesian Statistical Methods ISBN: 0815378645 ISBN-13(EAN): 9780815378648 Издательство: Taylor&Francis Рейтинг: Цена: 91860.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Designed to provide a good balance of theory and computational methods that will appeal to students and practitioners with minimal mathematical and statistical background and no experience in Bayesian statistics to students and practitioners looking for advanced methodologies.
Автор: Perumal Mariappan Название: Statistics for Business ISBN: 1138336173 ISBN-13(EAN): 9781138336179 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Невозможна поставка. Описание: This Business Statistics book has been contrived to serve as a textbook for students in business, computer science, bio-engineering, environmental technology and mathematics. It emphasizes statistical applications, statistical model building and determining manual methods of solution.
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