Degruyter boston (24 resultados)

Buch. Condición: Neu. Neuware -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. 162 pp. Englisch. …

Buch. Condición: Neu. Neuware -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. 162 pp. Englisch. …

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

Buch. Condición: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.…

Paperback. Condición: Brand New. 534 pages. 9.05x6.10x0.63 inches. In Stock.

Buch. Condición: Neu. Neuware - 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: Very Good.

Buch. Condición: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.deGruyter Boston, Genthiner Straße 13, 10785 Berlin 162 pp. Englisch.…

Buch. Condición: Neu. Risk Management for Cryptocurrency Portfolios | Yifan He (u. a.) | Buch | VIII | Englisch | 2025 | deGruyter Boston | EAN 9781501520099 | Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu. …

Taschenbuch. Condición: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.…

Taschenbuch. Condición: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.…

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

Taschenbuch. Condición: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry.…

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.…

Taschenbuch. Condición: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. HybriddeGruyter Boston, Genthiner Straße 13, 10785 Berlin 142 pp. Englisch.…

Taschenbuch. Condición: Neu. Neuware - The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry.…

Taschenbuch. Condición: Neu. Additive Manufacturing | Science and Technology | Emrah Celik | Taschenbuch | De Gruyter Textbook | XI | Englisch | 2025 | deGruyter Boston | EAN 9781501520235 | Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu. …

Buch. Condición: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory. 162 pp. Englisch.…

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid.…

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 266 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Taschenbuch. Condición: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.…

Softcover. Condición: gut. 2025. Additive Manufacturing In englischer Sprache. pages.

Hardcover. Condición: gut. 2026. The Rise of the Babylonian Empire In englischer Sprache. pages.

Hardcover. Condición: Gebraucht. sehr schönes Exemplar, Seitenanzahl 336.