Lindquist w brent (72 resultados)

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Condición: New.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Condición: As New. Unread book in perfect condition.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Condición: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence. …

Condición: new.

Hardback. Condición: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence. …

Hardcover. Condición: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.

Condición: As New. Unread book in perfect condition.

Condición: New.

hardcover. Condición: New.

Condición: New.

Paperback. Condición: New. Print on Demand. This book covers the foundational knowledge of piecewise solutions to two-dimensional Riemann problems. These are linear differential equations which form from a jump in value within a continuous function, specifically equations that contain only one inflection point. The author begins by explaining the reduction of generalized Riemann problems to one-dimensional Riemann problems and the conditions under which solutions to such equations are piecewise smooth. The bulk of the book focuses on the identification of general two-dimensional non-linear waves as they relate to piecewise smooth solutions to the two-dimensional Riemann problem for the case where the scalar input functions f and g have only one inflection point and differ by a multiplicative constant. The author classifies these waves and discusses the entropy condition as it applies to the jump points and irregular points that arise. This book then goes on to demonstrate a construction method for generating entropy-obeying solutions from the identified non-linear waves. The solution for a function with no inflection points is presented, along with an example of a function with a single inflection point. The book concludes with an application of these two-dimensional Riemann problems to the study of two-phase flow in porous media, specifically the interaction of water and oil banks in oil reservoirs. The author explains how the dynamics of these interactions can be approximated by solving the Riemann problem for the governing equations of incompressible two-phase flow. This book presents a rigorous and in-depth exploration of two-dimensional Riemann problems and their solutions, making it an essential resource for researchers and professionals working in applied mathematics, fluid dynamics, and related fields. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.…

Paperback. Condición: New. Print on Demand. This book delves into the Riemann problem in two spatial dimensions, an intricate phenomenon with applications ranging from astrophysics to fluid dynamics. The author begins by reviewing the one-dimensional Riemann problem, providing a foundation for understanding the more complex two-dimensional case. Throughout the book, emphasis is placed on finding piecewise smooth solutions, highlighting the delicate balance between regularity and discontinuity in these solutions. The work expands the classical Riemann problem by allowing for multiple initial discontinuities and smooth variation in the initial data, enriching the mathematical framework and its applicability to real-world phenomena. By restricting the convection function to have at most one inflection point, the author demonstrates that solutions remain piecewise smooth, a crucial property for accurate modeling. The author's detailed analysis and construction methods provide valuable insights into the behavior of nonlinear waves and their interactions. This book contributes to our understanding of the Riemann problem and opens up new avenues for research in nonlinear partial differential equations. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.…

367 S. mit Abbildungen, 0821851063 Sprache: Englisch Gewicht in Gramm: 650 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordungsgemäß entwidmet), Stempel auf Titel, insgesamt gutes und innen sauberes Exemplar.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New.

Gebunden. Condición: New. KlappentextThis work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the origi.

Gebunden. Condición: New.

Condición: As New. Unread book in perfect condition.