Michaletzky (19 resultados)

Condición: Fine. Used book that is in almost brand-new condition. May contain a remainder mark. Better World Books: Buy Books. Do Good.

Paperback. Condición: New. R is a statistical computing language that s ideal for answering quantitative finance questions. This book gives you both theory and practice, all in clear language with stacks of real-world examples. Ideal for R beginners or expert alike.Key FeaturesUse time series analysis to model and forecast house pricesEstimate the term structure of interest rates using prices of government bondsDetect systemically important financial institutions by employing financial network analysisBook DescriptionIntroduction to R for Quantitative Finance will show you how to solve real-world quantitative fi nance problems using the statistical computing language R. The book covers diverse topics ranging from time series analysis to fi nancial networks. Each chapter briefl y presents the theory behind specific concepts and deals with solving a diverse range of problems using R with the help of practical examples.This book will be your guide on how to use and master R in order to solve quantitative finance problems. This book covers the essentials of quantitative finance, taking you through a number of clear and practical examples in R that will not only help you to understand the theory, but how to effectively deal with your own real-life problems.Starting with time series analysis, you will also learn how to optimize portfolios and how asset pricing models work. The book then covers fixed income securities and derivatives such as credit risk management.What you will learnHow to model and forecast house prices and improve hedge ratios using cointegration and model volatilityHow to understand the theory behind portfolio selection and how it can be applied to real-world dataHow to utilize the Capital Asset Pricing Model and the Arbitrage Pricing TheoryHow to understand the basics of fixed income instrumentsYou will discover how to use discrete- and continuous-time models for pricing derivative securitiesHow to successfully work with credit default models and how to model correlated defaults using copulasHow to understand the uses of the Extreme Value Theory in insurance and fi nance, model fitting, and risk measure calculationWho this book is forIf you are looking to use R to solve problems in quantitative finance, then this book is for you. A basic knowledge of financial theory is assumed, but familiarity with R is not required. With a focus on using R to solve a wide range of issues, this book provides useful content for both the R beginner and more experience users.…

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. 2012. Paperback. . . . . .

Condición: New. In English.

Condición: New. pp. 380.

Paperback. Condición: Brand New. 374 pages. 9.25x6.10x0.86 inches. In Stock.

Condición: New. 2012. Paperback. . . . . . Books ship from the US and Ireland.

Condición: New.

Condición: New. In English.

Paperback. Condición: New. R is a statistical computing language that s ideal for answering quantitative finance questions. This book gives you both theory and practice, all in clear language with stacks of real-world examples. Ideal for R beginners or expert alike.Key FeaturesUse time series analysis to model and forecast house pricesEstimate the term structure of interest rates using prices of government bondsDetect systemically important financial institutions by employing financial network analysisBook DescriptionIntroduction to R for Quantitative Finance will show you how to solve real-world quantitative fi nance problems using the statistical computing language R. The book covers diverse topics ranging from time series analysis to fi nancial networks. Each chapter briefl y presents the theory behind specific concepts and deals with solving a diverse range of problems using R with the help of practical examples.This book will be your guide on how to use and master R in order to solve quantitative finance problems. This book covers the essentials of quantitative finance, taking you through a number of clear and practical examples in R that will not only help you to understand the theory, but how to effectively deal with your own real-life problems.Starting with time series analysis, you will also learn how to optimize portfolios and how asset pricing models work. The book then covers fixed income securities and derivatives such as credit risk management.What you will learnHow to model and forecast house prices and improve hedge ratios using cointegration and model volatilityHow to understand the theory behind portfolio selection and how it can be applied to real-world dataHow to utilize the Capital Asset Pricing Model and the Arbitrage Pricing TheoryHow to understand the basics of fixed income instrumentsYou will discover how to use discrete- and continuous-time models for pricing derivative securitiesHow to successfully work with credit default models and how to model correlated defaults using copulasHow to understand the uses of the Extreme Value Theory in insurance and fi nance, model fitting, and risk measure calculationWho this book is forIf you are looking to use R to solve problems in quantitative finance, then this book is for you. A basic knowledge of financial theory is assumed, but familiarity with R is not required. With a focus on using R to solve a wide range of issues, this book provides useful content for both the R beginner and more experience users.…

Condición: New. KlappentextPeriodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for.

Hardcover. Condición: Brand New. 1st edition. 353 pages. 9.75x6.50x1.00 inches. In Stock.

Condición: New.

Condición: New.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Conference on Stochastic Differential and Difference Equations held at Gyor, Hungary, August 21-24,1996 was organized jointly by Eotvos Lonind University, Budapest and Kossuth Lajos University, Debrecen, with the sponsorship of the Hungarian Regional, the International Executive and the European Regional Committees of the Bernoulli Society as a satellite event to the 4th World Congress of the Bernoulli Society, August 26-31, 1996, Vienna, Austria. It is noteworthy that the meeting had a strong international flavour with 76 participants from 21 countries, including 6 each from Japan and the USA. The core of the conference consisted of the 14 invited lectures, delivered by distinguished experts in their research fields. The majority of contemporary research areas have been covered in these lectures. The list of the invited speakers included T. Duncan, M. Fukushima, T. Funaki, 1. Gyongy, R. Khasminskii, 1. Kubo, H. Kunita, A. Lindquist, D. Nualart, R. Ober, M. Pavon, G. Picci, T. SubbaRao, M. Zakai. Invited lectures were presented in plenary sessions, while the con tributed papers were presented in two parallel sessions. The first session was devoted to various problems of stochastic partial differential equations (SPDE) and related random fields. The second session covered discrete and continuous time parameter ARMA processes and stochastic differen tial equations in general. The Szechenyi Istvan College in Gyor provided the venue of the event, seemingly the satisfaction of the participants. 380 pp. Englisch. …

Condición: New. Print on Demand pp. 380 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condición: New. PRINT ON DEMAND pp. 380.