Introducción al Cálculo Estocástico Aplicado a la Modelización Económico-financiero-actuarial

Introducción al Cálculo Estocástico Aplicado a la Modelización Económico-financiero-actuarial PDF Author: Josefina Martínez Barbeito
Publisher: Netbiblo
ISBN: 9788497450249
Category : Derivative securities
Languages : es
Pages : 320

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Book Description
Este libro trata de suministrar una introducion al Calculo Estocastico con algunas de sus aplicaciones al campo economico-financiero-actuarial. Recientemente ha habido una gran demanda a nivel internacional de libros relacionados con el Calculo Estocastico y sus aplicaciones en economia financiera matematica donde el Calculo Estocastico se utiliza para valorar y arbitrar toda clase de derivados financieros. La presente obra proporciona una introduccion matematicamente rigurosa, pero comprensible, para el calculo economicofinanciero moderno, por lo que es apropiada para cursos selectivos de economia y empresa tanto en Facultades de Ciencias Economicas como en Facultades de Matematicas y Escuelas de Ingenieria. Asimismo, es adecuada para practicos que quieran obtener los conocimientos precisos para estudiar la problematica de los diferentes titulos derivados de la maxima actualidad.

Introducción al Cálculo Estocástico Aplicado a la Modelización Económico-financiero-actuarial

Introducción al Cálculo Estocástico Aplicado a la Modelización Económico-financiero-actuarial PDF Author: Josefina Martínez Barbeito
Publisher: Netbiblo
ISBN: 9788497450249
Category : Derivative securities
Languages : es
Pages : 320

Get Book Here

Book Description
Este libro trata de suministrar una introducion al Calculo Estocastico con algunas de sus aplicaciones al campo economico-financiero-actuarial. Recientemente ha habido una gran demanda a nivel internacional de libros relacionados con el Calculo Estocastico y sus aplicaciones en economia financiera matematica donde el Calculo Estocastico se utiliza para valorar y arbitrar toda clase de derivados financieros. La presente obra proporciona una introduccion matematicamente rigurosa, pero comprensible, para el calculo economicofinanciero moderno, por lo que es apropiada para cursos selectivos de economia y empresa tanto en Facultades de Ciencias Economicas como en Facultades de Matematicas y Escuelas de Ingenieria. Asimismo, es adecuada para practicos que quieran obtener los conocimientos precisos para estudiar la problematica de los diferentes titulos derivados de la maxima actualidad.

RETRACTED BOOK: 151 Trading Strategies

RETRACTED BOOK: 151 Trading Strategies PDF Author: Zura Kakushadze
Publisher: Springer
ISBN: 3030027929
Category : Business & Economics
Languages : en
Pages : 480

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Book Description
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications

Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications PDF Author: Wayne B. Nelson
Publisher: SIAM
ISBN: 0898715229
Category : Technology & Engineering
Languages : en
Pages : 157

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Book Description
Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.

Reliability-centered Maintenance

Reliability-centered Maintenance PDF Author: John Moubray
Publisher: Industrial Press Inc.
ISBN: 9780831131463
Category : Business & Economics
Languages : en
Pages : 452

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Book Description
Completely reorganised and comprehensively rewritten for its second edition, this guide to reliability-centred maintenance develops techniques which are practised by over 250 affiliated organisations worldwide.

Humanities Data in R

Humanities Data in R PDF Author: Taylor Arnold
Publisher: Springer Nature
ISBN: 3031625668
Category :
Languages : en
Pages : 287

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Book Description


Polymer Nanocomposites

Polymer Nanocomposites PDF Author: Aravind Dasari
Publisher: Springer
ISBN: 1447168097
Category : Technology & Engineering
Languages : en
Pages : 311

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Book Description
This highlights ongoing research efforts on different aspects of polymer nanocomposites and explores their potentials to exhibit multi-functional properties. In this context, it addresses both fundamental and advanced concepts, while delineating the parameters and mechanisms responsible for these potentials. Aspects considered include embrittlement/toughness; wear/scratch behaviour; thermal stability and flame retardancy; barrier, electrical and thermal conductivity; and optical and magnetic properties. Further, the book was written as a coherent unit rather than a collection of chapters on different topics. As such, the results, analyses and discussions presented herein provide a guide for the development of a new class of multi-functional nanocomposites. Offering an invaluable resource for materials researchers and postgraduate students in the polymer composites field, they will also greatly benefit materials

Accelerated Testing

Accelerated Testing PDF Author: Wayne B. Nelson
Publisher: John Wiley & Sons
ISBN: 0470317477
Category : Mathematics
Languages : en
Pages : 626

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Book Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . . a goldmine of knowledge on accelerated life testing principles and practices . . . one of the very few capable of advancing the science of reliability. It definitely belongs in every bookshelf on engineering." –Dev G. Raheja, Quality and Reliability Engineering International ". . . an impressive book. The width and number of topics covered, the practical data sets included, the obvious knowledge and understanding of the author and the extent of published materials reviewed combine to ensure that this will be a book used frequently." –Journal of the Royal Statistical Society A benchmark text in the field, Accelerated Testing: Statistical Models, Test Plans, and Data Analysis offers engineers, scientists, and statisticians a reliable resource on the effective use of accelerated life testing to measure and improve product reliability. From simple data plots to advanced computer programs, the text features a wealth of practical applications and a clear, readable style that makes even complicated physical and statistical concepts uniquely accessible. A detailed index adds to its value as a reference source.

Gini Inequality Index

Gini Inequality Index PDF Author: Nitis Mukhopadhyay
Publisher: CRC Press
ISBN: 1000349187
Category : Mathematics
Languages : en
Pages : 177

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Book Description
"Prof. Nitis Mukhopadhyay and Prof. Partha Pratim Sengupta, who edited this volume with great attention and rigor, have certainly carried out noteworthy activities." - Giovanni Maria Giorgi, University of Rome (Sapienza) "This book is an important contribution to the development of indices of disparity and dissatisfaction in the age of globalization and social strife." - Shelemyahu Zacks, SUNY-Binghamton "It will not be an overstatement when I say that the famous income inequality index or wealth inequality index, which is most widely accepted across the globe is named after Corrado Gini (1984-1965). ... I take this opportunity to heartily applaud the two co-editors for spending their valuable time and energy in putting together a wonderful collection of papers written by the acclaimed researchers on selected topics of interest today. I am very impressed, and I believe so will be its readers." - K.V. Mardia, University of Leeds Gini coefficient or Gini index was originally defined as a standardized measure of statistical dispersion intended to understand an income distribution. It has evolved into quantifying inequity in all kinds of distributions of wealth, gender parity, access to education and health services, environmental policies, and numerous other attributes of importance. Gini Inequality Index: Methods and Applications features original high-quality peer-reviewed chapters prepared by internationally acclaimed researchers. They provide innovative methodologies whether quantitative or qualitative, covering welfare economics, development economics, optimization/non-optimization, econometrics, air quality, statistical learning, inference, sample size determination, big data science, and some heuristics. Never before has such a wide dimension of leading research inspired by Gini's works and their applicability been collected in one edited volume. The volume also showcases modern approaches to the research of a number of very talented and upcoming younger contributors and collaborators. This feature will give readers a window with a distinct view of what emerging research in this field may entail in the near future.

The Political Economy of Governance

The Political Economy of Governance PDF Author: Norman Schofield
Publisher: Springer
ISBN: 3319155512
Category : Business & Economics
Languages : en
Pages : 404

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Book Description
Understanding the governance of nations is a key challenge in contemporaneous political economy. This book provides new advances and the latest research in the field of political economy, dealing with the study of institutions, governance, democracy and elections. The volume focuses on issues such as the role of institutions and political governance in society, the working of democracy and the electoral performance in several case studies. The chapters involve cutting edge research on many different countries, including the USA, Great Britain, Germany, Spain and the Third World. The authors of the chapters are leading scholars in political economy from America, Europe and Asia.

The Oxford Handbook of Functional Data Analysis

The Oxford Handbook of Functional Data Analysis PDF Author: Frédéric Ferraty
Publisher: OUP Oxford
ISBN: 0199568448
Category : Mathematics
Languages : en
Pages : 512

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Book Description
This Handbook aims to present a state of the art exploration of the high-tech field of functional data analysis, by gathering together most of major advances in this area.