regina liu (49 resultados)

Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780940600706.

Condición: As New. Christoph Köster Ilustrador. Unread book in perfect condition.

Condición: New. Christoph Köster Ilustrador.

Condición: New. Christoph Köster Ilustrador.

Condición: New. Christoph Köster Ilustrador.

paperback. Condición: New. Christoph Köster Ilustrador.

Paperback. Condición: Brand New. Christoph Köster Ilustrador. 160 pages. German language. 4.65x0.59x7.64 inches. In Stock.

Condición: New. Christoph Köster Ilustrador.

Condición: As New. Christoph Köster Ilustrador. Unread book in perfect condition.

Softcover. Condición: Sehr gut. Das Buch präsentiert die kaiserliche Sammlung aus dem Nationalen Palastmuseum in Taipeh, mit Essays zu chinesischer Kunst und Geschichte. Zustand: Einband mit geringfügigen Gebrauchsspuren, insgesamt SEHR GUTER Zustand! Stichworte: Genres: Kunst, Geschichte, Kultur; Schlagworte: Kaisersammlung, Taipeh, Kunst, Kalligraphie, Porzellan, Ming-Dynastie, Qing-Dynastie, Chinesische Kunst, Museum, Kulturgeschichte. 123 Deutsch 2508g.

Condición: New. In.

Condición: New. In.

Condición: New. pp. viii + 275 Index.

Condición: New. pp. viii + 275 Illus.

Condición: New. Provides an exposition of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book is also useful for practitioners in financial and related industries, as well as to students in MBA or programs in finance and financial engineering. Num Pages: 275 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 19. Weight in Grams: 765. . 2002. Hardback. . . . .

Condición: New. pp. viii + 275.

Hardcover. Condición: Brand New. 1st edition. 275 pages. 9.25x6.25x0.75 inches. In Stock.

Taschenbuch. Condición: Neu. Asset Pricing | -Discrete Time Approach- | Regina Liu (u. a.) | Taschenbuch | viii | Englisch | 2012 | Springer US | EAN 9781461348498 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condición: New. Provides an exposition of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book is also useful for practitioners in financial and related industries, as well as to students in MBA or programs in finance and financial engineering. Num Pages: 275 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 19. Weight in Grams: 765. . 2002. Hardback. . . . . Books ship from the US and Ireland.

Condición: New. In.

Condición: New. In.

Buch. Condición: Neu. Neuware -1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.

Taschenbuch. Condición: Neu. Robust Rank-Based and Nonparametric Methods | Michigan, USA, April 2015: Selected, Revised, and Extended Contributions | Regina Y. Liu (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xiv | Englisch | 2018 | Springer | EAN 9783319818092 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaboratedwith Joseph McKean to develop underlying theory for these methods,obtain small sample corrections, and develop efficient algorithmsfor their computation.The papers cover the scope of the area, includingrobust nonparametric rank-based procedures through Bayesian and big datarank-based analyses.Areas of application include biostatistics andspatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably.These procedures generalize traditional Wilcoxon-type methods for one- andtwo-sample location problems.Research into these procedures has culminated in complete analyses for manyof the models used in practice including linear, generalized linear, mixed,and nonlinear models. Settings are both multivariate and univariate.With the development of R packages in these areas, computation of these procedures is easilyshared with readers and implemented. This book is developed from the International Conference on Robust Rank-Based and Nonparametric Methods, held at Western Michigan University in April 2015.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaboratedwith Joseph McKean to develop underlying theory for these methods,obtain small sample corrections, and develop efficient algorithmsfor their computation.The papers cover the scope of the area, includingrobust nonparametric rank-based procedures through Bayesian and big datarank-based analyses.Areas of application include biostatistics andspatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably.These procedures generalize traditional Wilcoxon-type methods for one- andtwo-sample location problems.Research into these procedures has culminated in complete analyses for manyof the models used in practice including linear, generalized linear, mixed,and nonlinear models. Settings are both multivariate and univariate.With the development of R packages in these areas, computation of these procedures is easilyshared with readers and implemented. This book is developed from the International Conference on Robust Rank-Based and Nonparametric Methods, held at Western Michigan University in April 2015.

Buch. Condición: Neu. Neuware -The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaborated with Joseph McKean to develop underlying theory for these methods, obtain small sample corrections, and develop efficient algorithms for their computation. The papers cover the scope of the area, including robust nonparametric rank-based procedures through Bayesian and big data rank-based analyses. Areas of application include biostatistics and spatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably. These procedures generalize traditional Wilcoxon-type methods for one- and two-sample location problems. Research into these procedures has culminated in complete analyses for many of the models used in practice including linear, generalized linear, mixed, and nonlinear models. Settings are both multivariate and univariate. With the development of R packages in these areas, computation of these procedures is easily shared with readers and implemented. This book is developed from the International Conference on Robust Rank-Based and Nonparametric Methods, held at Western Michigan University in April 2015.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 292 pp. Englisch.

Hardcover. Condición: Brand New. 9.50x6.25x0.75 inches. In Stock.

Hardcover. Condición: Like New. Like New. book.