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Математические методы и моделирование в экономике

Wiley, 2010. – 667 p. – 2nd ed. – ISBN: 0470390166, 9780470390160 This is an advanced book in the science and art of valuing privately held businesses. In order to read this book, you must already have read at least one introductory book such as Valuing a Business (Pratt, Reilly, and Schweihs, 1996 and subsequent). Without such a background, you will be lost. I have written...
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McGraw-Hill/Irwin, 2008. - 804 pages. Statistical integrity. The seventh edition retains its global emphasis, maintaining its position of being at the vanguard of international issues in business. Regrettably, Professor Jayavel Sounderpandian passed away before the revision of the text commenced. He had been a consistent champion of the book, first as a loyal user and later...
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MIT Press, 2003. — 279 p. An integrated approach to the empirical application of dynamic optimization programming models, for students and researchers. This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap...
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Palgrave Macmillan, UK, 2016. — 137 p. — ISBN 1137564857. Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades...
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Palgrave Macmillan, UK, 2016. — 137 p. — ISBN 1137564857. Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades...
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Springer, 2015. — 430 p. — ASIN B010O0HQJ8. This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on...
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Princeton: Princeton University Press, 2014. - 688p. High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing...
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New York: Academic Press, 2015. - 156p. This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets. The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an...
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Walter de Gruyter, 2009. – 453 p. – ISBN: 3110213133, 9783110213133 This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December 2008 at the Johann...
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Wiley, 2008. - 423 pages. A financial instrument is a legal contract between two or more parties that defines conditions under which the various parties incur costs and receive benefits. A cost or benefit need not be a monetary amount; it could be a commodity, for instance. The simplest type of financial instrument is a financial asset, which is a legal claim on a real asset...
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Willey, 2008. — 320 pages. Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand....
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Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Contents Basic Calculus for Finance Essential Linear Algebra for Finance Probability and Statistics Introduction to Linear Regression Numerical Methods in Finance Introduction to Portfolio Theory
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Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Contents Value at Risk and Other Risk Metrics Parametric Linear VaR Models Historical Simulation Monte Carlo VaR Value at Risk for Option Portfolios Risk Model Risk Scenario Analysis and Stress Testing Capital Allocation
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Cambridge University Press, 2012. — 248 p. — ISBN 0521130603. This book surveys the leading modern theories of property - Lockean, libertarian, utilitarian/law-and-economics, personhood, Kantian, and human flourishing - and then applies those theories to concrete contexts in which property issues have been especially controversial. These include redistribution, the right to...
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Wiley, 2012. — 608 p. — ISBN: 1118091361, 9781118091364 Uncertainty is present in every managerial decision, and Managerial Economics: A Mathematical Approach effectively demonstrates the application of higher-level statistical tools to inform and clarify the logic of problem solving in a managerial environment. While illuminating managerial decision-making from all possible...
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Apple Academic Press, 2014. — 302 p. — ISBN: 1926895568 In this book on mathematical programming, the postulate spacial-time certainty of economic process at uncertainty conditions in finite-dimensional vector space and the principle piecewise-linear homogeneity of economic process at uncertainty conditions in finite-dimensional vector space are first suggested. A special...
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New York: Springer, 2012. — 308 p. — (Studies in Fuzziness and Soft Computing). Little by little we are being provided with an arsenal of operative instruments of a non-numerical nature, in the shape of models and algorithms, capable of providing answers to the "aggressions" which our economics and management systems must withstand, coming from an environment full of turmoil....
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Springer, 2015. — 243 p. — (Lecture Notes in Economics and Mathematical Systems 676). — ISBN: 9783319095776, 9783319095783 Amblard F., Miguel F.J., Blanchet A., Gaudou B. (eds.) The book presents a peer-reviewed collection of papers presented during the 10th issue of the Artificial Economics conference, addressing a variety of issues related to macroeconomics, industrial...
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Atlantic Financial Press – 2004, 1188 pages ISBN: 0984422102, 0984422110, 0984422129 The book is organized into three volumes, five parts (plus appendix), and 26 chapters: Part I. Foundations Introduction to Arbitrage Pricing Theory Finite Difference Methods Monte Carlo Methods) Fundamentals of Interest Rate Modelling Fixed Income Instruments Part II. Vanilla...
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Cengage Learning, 2012. — 939 p. — 12th ed. — ISBN: 0840062338, 9780840062338 You don't need to be a mathematician to understand and maximize the power of quantitative methods! Written for the future business professional, Quantitative Methods for Business, 12edition by a powerhouse, award-winning author team, makes it easy for you to understand how you can most effectively use...
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Publisher: Chapman & Hall/CRC, 2004. - 504 Pages. Although there are hundreds of books about MATLAB, there are no books that fully explore its value in the field of business economics. Few books describe how geographic information can be explicitly incorporated in business decisions, or explain how sophisticated MATLAB applications can be provided to users via the Internet...
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Cambridge University Press, 1998. – 308 p. – ISBN: 0521637694, 9780521637695 This book contributes substantively to the current state of the art of macroeconomic modeling by providing a method for modeling large collections of heterogeneous agents subject to nonpairwise externality called field effects, i.e. feedback of aggregate effects on individual agents or agents using...
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Springer – 2006, 434 pages ISBN 9780387329413 The primary objective underlying the Handbook on Modelling for Discrete Optimization is to demonstrate and detail the pervasive nature of Discrete Optimization. While its applications cut across an incredibly wide range of activities, many of the applications are only known to specialists. It is the aim of this handbook to correct...
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Springer, 2018. — 283 p. This book was written to serve as a graduate-level textbook for special topics classes in mathematics, statistics, and economics, to introduce these topics to other researchers, and for use in short courses. It is an introduction to the theory of majorization and related notions, and contains detailed material on economic applications of majorization and...
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CreateSpace Independent Publishing Platform, 2013. — 520 p. — ISBN 978-1489507716. This book serves two purposes. First, it teaches the importance of using sophisticated yet accessible statistical methods to evaluate a trading system before it is put to real-world use. In order to accommodate readers having limited mathematical background, these techniques are illustrated with...
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Springer, 2017. — 106 p. — (SpringerBriefs in Economics). — ISBN: 9788132236597, 9788132236610. This book assesses how efficient primary and upper primary education is across different states of India considering both output oriented and input oriented measures of technical efficiency. It identifies the most important factors that could produce differential efficiency among the...
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North Holland, 1987. – 395 p. – ISBN: 0444861262, 9780444861269 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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North Holland, 1987. – 391 p. – ISBN: 0444861262, 9780444861269 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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North Holland, 1987. – 693 p. – ISBN: 0444861270, 9780444861276 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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North Holland, 1987. – 693 p. – ISBN: 0444861270, 9780444861276 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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North Holland, 1986. – 693 p. – ISBN: 0444861289, 9780444861283 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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North Holland, 1986. – 693 p. – ISBN: 0444861289, 9780444861283 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
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N.-Y.: Springer, 2015. — 317 p. This book is about the formulations, theoretical investigations, and practical applications of new stochastic models for fundamental concepts and operations of the discipline of risk management. It also examines how these models can be useful in the descriptions, measurements, evaluations, and treatments of risks threatening various modern...
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Springer, 1998. — 459 p. Advances in game theory and economic theory have proceeded hand in hand with that of nonlinear analysis and in particular, convex analysis. These theories motivated mathematicians to provide mathematical tools to deal with optima and equilibria. Jean-Pierre Aubin, one of the leading specialists in nonlinear analysis and its applications to economics and...
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World Scientific, 2001. — 379 p. This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lectures and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners. The lectures...
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World Scientific, 2001. — 363 p. The talks covered a wide range of topics in Quantitative Finance. For editorial clarity, we grouped the papers in four categories: "Finance Theory and Asset-Allocation", "Arbitrage Pricing and Derivatives", "Term-Structure Models" and "Algorithms for Pricing and Hedging". The section on Finance Theory and Asset-Allocation opens with a contribution...
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Chapman and Hall/CRC – 2003, 600 pages ISBN: 1584883952 More than any other book available, Risk Analysis in Engineering and Economics introduces the fundamental concepts, techniques, and applications of the subject in a style tailored to meet the needs of students and practitioners of engineering, science, economics, and finance. Drawing on his extensive experience in...
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Harper and Brothers, 1949. — 337 p. The publication of this book with its comprehensive descriptions of the development, functions, and operating methods of Commodity Exchanges is most timely. Since the organization of the first Commodity Exchange shortly after the Civil War, these Exchanges have been the scapegoats of producers, consumers, and politicians. They have been held...
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2nd edition. — Wiley, 2011. — 432 p. — ISBN: 0470928638. Reflects the latest applied research and features state-of-the-art software for building and solving spreadsheet optimization models Thoroughly updated to reflect the latest topical and technical advances in the field, Optimization Modeling with Spreadsheets, Second Edition continues to focus on solving real-world...
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3rd ed. — Wiley, 2016. — 392 p. in color. — ISBN 1118937694, 9781118937693. Updated and revised, Optimization Modeling with Spreadsheets, Third Edition emphasizes model building skills in optimization analysis. By emphasizing both spreadsheet modeling and optimization tools in the freely available Microsoft Office Excel Solver, the book illustrates how to find solutions to...
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Wiley, 2009. – 493 p. – ISBN: 0470391650, 9780470391655 An up-to-date and comprehensive treatment of the fundamentals of scheduling theory, including recent advances and state-of-the-art topics Principles of Sequencing and Scheduling strikes a unique balance between theory and practice, providing an accessible introduction to the concepts, methods, and results of scheduling...
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2nd ed. — Wiley, 2019. — 638 p. — (Wiley series in operations research and management). — ISBN 9781119262565, 1119262569, 9781119262589, 9781119262596. The second edition of Principles of Sequencing and Scheduling has been revised and updated to provide comprehensive coverage of sequencing and scheduling topics as well as emerging developments in the field. The text offers...
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Cambridge University Press, 2008. — 300 p. — ISBN: 0521889073, 9780521889070 Price and quantity indices are important, much-used measuring instruments, and it is therefore necessary to have a good understanding of their properties. This book is the first comprehensive text on index number theory since Irving Fisher’s 1922 The Making of Index Numbers. The book covers...
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Springer – 2010, 345 pages ISBN 97814419-63840 The recent reforms of the Common Agricultural Policy (CAP) of the European Union extend in a significant way the decoupling process started some ten years earlier. By adopting the Single Farm Payment (SFP) scheme only limited support for agriculture is tied to current production decisions. This is also true of U.S. farm policy....
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Blue Owl Press, 2007. — 367 p. An introduction to many aspects of technical analysis and quantitative analysis. Emphasis is on removing the mysteries from things that work that you should know about debunking that do not work so that you do not need to spend time finding them out for yourself. Presents detailed explanation of data splitting into in-sample and out-of-sample periods...
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Springer, 2012. — 269 p. — ISBN 3642249736, 9783642249730. Industrial optimization lies on the crossroads between mathematics, computer science, engineering and management. This book presents these fields in interdependence as a conversation between theoretical aspects of mathematics and computer science and the mathematical field of optimization theory at a practical level....
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Wiley, 2006. — 281 p. Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles,...
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Springer Berlin Heidelberg, 2009 - ISBN: 978-3-540-85645-0 (Print) 978-3-540-85646-7 (Online). This book gives the reader an insight into the state of the art in the field of multiobjective (linear, nonlinear and combinatorial) programming, goal programming and multiobjective metaheuristics. The 26 papers describe all relevant trends in this fields of research . They cover a wide...
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North-Holland Publishing Co., Amsterdam, 1981. — 378 p. Учебник по математической экономике известного американского экономиста. Introduction. Consumption theory. Specifications and aggregation theory. Statistical theory. Data and results. Recursive subaggregation and a generalized. hypocycioidal demand model. Aggregation of monetary assets. Decision structure....
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World Scientific – 2011, 280 pages ISBN: 9814293091, 9789814293099 The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to an introduction and a systematic survey chapter unifying the rest of the book, this publication contains reprints of six published articles...
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New Riders – 2010, 360 pages ISBN: 0321637518, 9780321637512 Portfolios have always been artists' most valuable tools for communicating their talents to the outside world, whether to potential employers or galleries or clients. But the days of sketches and slides have given way to arrangements of digital assets that are both simpler and more complex than their traditional...
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2nd Edition. — Springer-Verlag, London, Ltd., 2017. — 843 p. — (Springer Finance) — ISBN 144717321X. This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to...
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World Scientific – 2009, 248 pages ISBN 9812836454 Model Building is the most fruitful area of economics, designed to solve real-world problems using all available methods such as mathematical, computational and analytical, without distinction. Wherever necessary, we should not be reluctant to develop new techniques, whether mathematical or computational. That is the...
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Wiley, 2012. — 548 p. — ISBN: 9780470872512 A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and...
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Academic Press, 2019. — 306 p. — ISBN 978-0-12-814940-9. This book covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative...
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North Holland, 2009. — 684 p. — ISBN: 0444518797, 9781857283259 Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models,...
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Springer, 2016. — 360 p. — (Springer Proceedings in Mathematics & Statistics 138). — ISBN: 9783319234243, 9783319234250 These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover...
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Springer – 2011, 484 pages ISBN: 1441995854 This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration...
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Chapman & Hall/CRC – 2010, 236 pages ISBN: 1420085840 Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. Only...
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Springer, 2013. — 220 p. — (Lecture Notes in Economics and Mathematical Systems) — ISBN: 3642349242, 9783642349256 The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the...
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Springer, 2018. - 330p. - ISBN : 9811316953 ​Discussing a wide range of topics of contemporary relevance from the domain of finance and economics, this book presents a collection of twenty-four research papers, which were selected on the basis of their topicality, the novelty of their methods, and the importance of their subject matter. All papers pursue an empirical approach to...
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Springer, 2018. - 330p. - ISBN : 9811316953 ​Discussing a wide range of topics of contemporary relevance from the domain of finance and economics, this book presents a collection of twenty-four research papers, which were selected on the basis of their topicality, the novelty of their methods, and the importance of their subject matter. All papers pursue an empirical approach to...
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World Scientific – 2010, 354 pages ISBN: 9814304859, 9789814304856 This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathematical...
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Springer, 2005. – 243 p. – ISBN: 3540251235, 9783540276425 The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide range of empirical...
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Springer, 2019. — 85 p. — (SpringerBriefs in Applied Sciences and Technology). — ISBN 9783030000356, 9783030000363. This book covers various multiple-criteria decision making (mcdm) methods for modeling and optimization of advanced manufacturing processes (AMPs). Processes such as non-conventional machining, rapid prototyping, environmentally conscious machining and hybrid...
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Springer – 2002, 540 pages ISBN: 3540675930, 9783540675938 The main objective of Credit Risk: Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important aspect of this text is that it attempts to bridge the gap between the...
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Wiley, 2013. — 336 p. — ISBN 978-1119971917. A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages,...
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Cambridge, Massachusetts Institute of Technology, 2007. 419p. В книге делается попытка построения экономической теории на основе соединения результатов теории игр и экспериментальной поведенческой психологии. Приводятся методики исследований и результаты экспериментов. Для научных работников и аспирантов в области экономической теории и математических методов в экономике.
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Springer, 2010. — 384 p. — ISBN: 3642040225, 9783642040221 Over the last two decades there has been a great deal of research into nonlinear dynamic models in economics, finance and the social sciences. This book contains twenty papers that range over very recent applications in these areas. Topics covered include structural change and economic growth, disequilibrium dynamics...
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Springer, 2014. — 158 p. 34 illus., 10 illus. in color. — ISBN: 1489974687, 9781489974686 This book provides a complete analysis of educational production and costs using the nonparametric technique known as Data Envelopment Analysis (DEA). The book focuses on estimation of technical, allocative and scale efficiency in the public sector characterized by the influence of...
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Springer – 2012, 348 pages ISBN: 3642257062, 9783642257063 This proceedings volume contains a selection of papers presented at the Fourth International Conference on High Performance Scientific Computing held at the Hanoi Institute of Mathematics, Vietnamese Academy of Science and Technology (VAST), March 2-6, 2009. The conference was organized by the Hanoi Institute of...
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Amazon Digital Services, 2017. — 59 p. — ASIN: B01N80I0NG The existence of a maximum propagation speed for goods and information in a financial or economical system leads to an Economic Theory of Relativity. From this fact, eminent danger arises from the so-called “high-frequency-trading” and other financial “inventions” as being partially decoupled from the market of real...
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Wiley, 2014. — 624 p. — (Wiley Finance). — ISBN: 1118854365, 9781118854365 A clear and comprehensive guide to financial modeling and valuation with extensive case studies and practice exercises Corporate and Project Finance Modeling takes a clear, coherent approach to a complex and technical topic. Written by a globally-recognized financial and economic consultant, this book...
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Palgrave Macmillan, 2015. — 232 p. — ISBN: 1137339802, 9781137339805 Boero R., Morini M. , Sonnessa M., Terna P. Agent-Based Models Of The Economy uses agent-based models for understanding a broad spectrum of economic phenomena. This book aim is twofold. First, it introduces the reader to the methodology and to the technicalities and the tools necessary to master the...
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Springer, 2013. — 169 p. 34 illus. — ISBN: 3642380697, 9783642380693 Systems for Online Transaction Processing (OLTP) and Online Analytical Processing (OLAP) are currently separate. The potential of the latest technologies and changes in operational and analytical applications over the last decade have given rise to the unification of these systems, which can be of benefit for...
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Springer, 2015. — 298 p. — (Management for Professionals). — ISBN: 1461460425, 9781461460428 This book, therefore, focuses on comprehensive evaluations, taking into account the simultaneous use of multiple resources to produce multiple services. We use recent advances in benchmarking, most notably the data envelopment analysis (DEA) and stochastic frontier analysis (SFA)...
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Cambridge University Press, 1985. - 140 pages. One of the problems in economics to which economists have devoted a considerable amount of attention in recent years has been to ensure consistency in the models they employ. Assuming markets to be generally in some state of equilibrium, it must be asked under what circumstances such an equilibrium is possible. The fundamental...
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Springer – 2006, 459 pages ISBN: 0387310983 Formal decision and evaluation models are sets of explicit and well-defined rules to collect, assess, and process information in order to be able to make recommendations in decision and/or evaluation processes. They are so widespread that almost no one can pretend not to have used or suffered the consequences of one of them. In our...
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Springer, 2008. — 207 p. The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. The main objective of this research work was to derive an efficient and accurate pricing tool for interest rate derivatives within a Fourier transform pricing approach, which is generally applicable to exponential-affine...
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Oxford University Press, 2007, 489 pp. There are many textbooks for business students that provide a systematic, introductory development of the economics of financial markets. However, there are as yet no introductory textbooks aimed at more easily daunted undergraduate liberal arts students. Introduction to the Economics of Financial Markets fills this gap by providing an...
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Wiley – 2002, 655 pages ISBN: 0470844663, 9780470844663 Essential Mathematics for Economics and Business has become established as one of the leading introductory books on mathematics. It combines a non-rigorous approach to mathematics with applications in economics and business. The fundamental mathematical concepts are explained as simply and as briefly as possible, using a...
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John Wiley & Sons, Inc., 2017. — 780 p. — ISBN 1118014774, 9781118014776. !Solution manual + errata This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life...
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  • 968,44 КБ
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John Wiley & Sons, Inc., 2017. — 780 p. — ISBN 1118014774, 9781118014776. This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market...
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Wiley-Interscience, 2001. - 416 pages. Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo Brandimarte covers the basics of finance and numerical analysis and...
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  • 15,21 МБ
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Wiley, 2011. - 912 pages ISBN: 0470496347 An accessible introduction to the essential quantitative methods for making valuable business decisions. Quantitative methods-research techniques used to analyze quantitative data-enable professionals to organize and understand numbers and, in turn, to make good decisions. Quantitative Methods: An Introduction for Business Management...
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Springer – 2005, 258 pages. ISBN: 0387251170, 9780387251172. The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. Numerical Methods in Finance presents some exciting developments arising from the combination of mathematics, numerical...
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Morgan Kaufmann, 2008. – 464 p. – ISBN: 0123741513, 9780123741516 As business modeling becomes mainstream, every year more and more companies and government agencies are creating models of their businesses. But creating good business models is not a simple endeavor. Business modeling requires new skills. Written by two business modeling experts, this book shows you how to make...
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Springer, 2001. — 557 p. One of the major challenges any financial engineer has to cope with is the practical implementation of mathematical models for pricing derivative securities: one has to address a number of practical issues that are often neglected in the theory, such as the choice of a satisfactory model, the calibration of the selected model to a set of market data, the...
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2nd edition. — Springer, 2006. — 1004 p. — ISBN 3540221492, 9783540221494. The 2nd edition of this successful book has been extensively updated and expanded. The book offers a balance between the practitioner's viewpoint and the theoretical viewpoint. In contrast to other academic books on interest rate modelling which deal with HJM formulation, the text reflects the current...
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Nоrth Hоlland, 1989. —— 390 p. This is the first economics work of its kind offering the economist the opportunity to acquire new and important analytical tools. It introduces the reader to three advanced mathematical methods by presenting both their theoretical bases and their applications to a wide range of economic models. The mathematical methods presented are ordinary...
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Nоrth Hоlland – 1989, 390 pages ISBN: 0444705007 This is the first economics work of its kind offering the economist the opportunity to acquire new and important analytical tools. It introduces the reader to three advanced mathematical methods by presenting both their theoretical bases and their applications to a wide range of economic models. The mathematical methods...
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Bloomberg Press, 2008. — 208 p. — ISBN 1576602613, 9781576602614. Constance Brown, CMT, distills Fibonacci analysis to two hundred or so comprehensive, clearly written, eminently practical pages. She covers what Fibonacci analysis is, how it works, where it comes from, pitfalls and dangers, and, of course, how to use it. Basic trading strategies are touched upon in virtually every...
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Springer – 2008, 204 pages ISBN: 3540765905, 9783540765905 This monograph presents a general equilibrium methodology for microeconomic policy analysis. It is intended to serve as an alternative to the now classical, axiomatic general equilibrium theory as exposited in Debreu`s Theory of Value (1959) or Arrow and Hahn`s General Competitive Analysis (1971). The methodology...
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Springer, 2006. — 310 p. 93 illus. — ISBN: 3540372490, 9783540372493 Series: Lecture Notes in Economics and Mathematical Systems, Vol. 584 This book is based on communications given at AE’2006 (Aalborg, Denmark) – the second symposium on Artificial Economics. Perceiving the economy as a complex dynamic system demands new tools for its study. As a constructive simulation...
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World Scientific Publishing – 2010, 491 pages ISBN: 9789812818348, 9812818340 General equilibrium theory is one of the major research programs in modern economics. It aims to describe and understand the functioning and properties of market economies. Developments of and reactions to this program constitute a major part of economics. In order to achieve its ends, general...
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Springer, 2016. — 315 c. — (Operations Research and Financial Engineering). — ISBN: 3319296787 Covers fields which are not available in book form and are spread over the literature Provides an accessible introduction to a complicated stochastic model A readable overview of one of the most complicated topics on applied probability theory In this monograph the authors give a...
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Cambridge: Cambridge University Press, 2011. - 185p. Computable general equilibrium (CGE) models are widely used by governmental organizations and academic institutions to analyze the economy-wide effects of events such as climate change, tax policies, and immigration. This book provides a practical, how-to guide to CGE models suitable for use at the undergraduate college...
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Springer, 2014. — 428 p. — ISBN: 1489974040, 9781489974051 Many interesting and important results on stochastic scheduling problems have been developed in recent years, with the aid of probability theory. This book provides a comprehensive and unified coverage of studies in stochastic scheduling. The objective is two-fold: (i) to summarize the elementary models and results in...
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Springer, 2019. — 144 p. — ISBN 9781484250242. This book focuses on the use of quantitative methods for both business and management, helping readers understand the most relevant quantitative methods for managerial decision-making. Pursuing a highly practical approach, the book reduces the theoretical information to a minimum, so as to give full prominence to the analysis of real...
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Cambridge University Press, 2012. — 175 p. — (Mastering Mathematical Finance). ISBN: 1107003717 , 0415259827. Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++....
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Academic Press, 2019. — 229 p. — ISBN 978-0-12-812219-8. IThis book facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key...
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Rоutledge – 1997, 216 pages ISBN: 0415142997 This book considers the treatment of equilibrium by several of the most important schools of thought in economics, including: neoclassical economics, the neo-Ricardian economics, Post-Keynesian economics - both those who follow Joan Robinson in denying any interpretative role to equilibrium in economic theorizing and those who...
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Springer – 2012, 125 pages ISBN 9783642247453 This advanced textbook aims at providing a simple but fully operational introduction to applied general equilibrium. General equilibrium is the backbone of modern economic analysis and as such generation after generation of economics students are introduced to it. As an analytical tool in economics, general equilibrium provides one...
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Springer, 2012. — 474 p. — ISBN: 3642257453, 3642444075, 9783642257469 Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new...
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Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Contents Bonds and Swaps Futures and Forwards Options Volatility Portfolio Mapping
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Volume 2 — Wiley, 2008. — 430 p. For well over a decade, econometrics has been one of the major routes into finance. I took this route myself several years ago. Starting an academic career as an algebraist, I then had a brief encounter with game theory before discovering that the skills of an econometrician were in greater demand. I would have found econometrics much more...
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The MIT Press, 2001. — 665 p. — ISBN: 0262032899, 9780262032896 This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie...
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Springer – 2007, 462 pages ISBN 9780387714349 A Statistical Approach is a textbook for a course in experimental optimization techniques for industrial production processes and other "noisy" systems where the main emphasis is process optimization. The book can also be used as a reference text by Industrial, Quality and Process Engineers and Applied Statisticians working in...
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Cambridge University Press, 2011. – 358 p. – 3rd ed. – ISBN: 1107003490, 9781107003491 The approach of this text is to teach monetary economics using the classical paradigm of rational agents in a market setting. Too often monetary economics has been taught as a collection of facts about existing institutions for students to memorize. By teaching from first principles instead,...
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Abraham Charnes, William W. Cooper, Arie Y. Lewin, Lawrence M. Seiford (auth.) Springer, 1994. — 506 p. — ISBN: 9780792394808, 9789401106375 This book establishes a reference source for DEA that accomplishes the following seven objectives:Motivates DEA as a new approach to organizing and analyzing data beyond its origin in efficiency analyses; Presents an integrated...
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World Scientific Publishing Co. Pte. Ltd. – 2010, 248 pages ISBN: 9814282642 With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are...
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Springer, 2005. – 220 p. – ISBN: 0387235698, 9780387235707 The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications to these areas in...
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Publisher: Wiley Finance, 2010. - 256 Pages. For a trader or an expert in finance, call him Mr Hyde, it is quite clear that a call or put spread is the derivative of an option and that a butterfly spread is the derivative of a call or put spread. Perhaps, he thinks, it should be approximately so. In fact, he knows that when a client asks for a digital option, he actually...
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Bologna: Springer, 2015. - 113p. Provides a collection of survey papers on the Marshall-Olkin distribution. Describes financial and economic applications. Unique reference for researchers and practitioners in stochastic models in economics. This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been...
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McGraw-Hill, 1984. — 788 pages. Elegant Yet Lucid Writing Style: Chiang's strength is the eloquence of the writing and the manner in which it is developed. While the content of the text can be difficult, it is understandable. Meshes Sophisticated with the Accessible: Sophisticated material is presented in the text, but not a lot of prior knowledge is assumed. The background...
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McGraw-Hill/Irwin – 2004, 700 pages ISBN: 0070109109, 9780070109100 It has been 20 years since the last edition of this classic text. Kevin Wainwright, a long time user of the text (British Columbia University and Simon Fraser University), has executed the perfect revision—-he has updated examples, applications and theory without changing the elegant, precise presentation...
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Springer, 2015. — 616 p. — (Dynamic Modeling and Econometrics in Economics and Finance 21). — ISBN: 9783662459058, 9783662459065 The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential...
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Singapore: World Scientific Publishing Company, 2014. - 450p. The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American...
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Springer, 2016. — 189 p. — ISBN 978-3662492284. This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in the stock market since 2010 has led to...
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Springer, 2013. – 350 p. – 75 illus., 25 illus. in color – ISBN: 1461451302, 9781461451310 Optimization, simulation and control are very powerful tools in engineering and mathematics, and play an increasingly important role. Because of their various real-world applications in industries such as finance, economics, and telecommunications, research in these fields is accelerating...
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Springer, 2013. – 258 p. – 2nd ed. – ISBN: 1461463114, 9781461463115 This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial...
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Springer International Publishing, Switzerland, 2016. — 660 p. — (Universitext) — ISBN 3319255878. This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of...
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Unpublished, 2010. — 144 p. The aim of this module is to learn to think about modeling in finance. To practice thinking about what is driving cause and effect in some simple models. To analyze the models numerically. In order to do this we shall have the following objectives. We shall learn how to use Matlab to explore with models Basics of numerical linear algebra, ill-posed...
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Department of Economics University of Maryland, Fifth Edition, January 2008 This is a book about how to build models of a business, an industry, or the whole economy. It explains techniques used both in simple, single-equation models for forecasting the sales of a single product of a single company and also in complex, many-equation models of an entire economy or of the world....
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Department of Economics University of Maryland Draft of April 2004 In Part 1, we developed a very simple model and suggested some directions in which it could be expanded. In the present chapter, we will carry out some of the suggestions while trying to follow the good advice of the last chapter of Part 1. In particular, our model will refine the consumption and employment...
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Department of Economics University of Maryland Part 3 turns to multisectoral models, models that distinguish different industries, such as chemicals or textiles. All of the techniques developed in Parts I and II remain useful, but must be supplemented by ways of handling the relations among industries.
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  • 574,57 КБ
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Springer, 2006. — 350 p. — ISBN: 0387242651 An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data...
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Cambridge University Press – 2006, 440 pages ISBN: 9780521865487, 0521865484 Macroeconomics is evolving in an almost dialectic fashion. The latest evolution is the development of a new synthesis that combines insights of new classical, new Keynesian and real business cycle traditions into a dynamic, stochastic general equilibrium (DSGE) model that serves as a foundation for...
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Wiley, 2006. — 272 p. Beating the Financial Futures Market provides you with a straightforward, historically proven program to cut through the noise, determine what bits of information are valuable, and integrate those bits into an overall trading program designed to jump on lucrative trading opportunities as they occur. It will help you improve both your percentage of winning...
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Springer, 2015. — 377 p. — (Dynamic Modeling and Econometrics in Economics and Finance 19). — ISBN: 3612587949, 9783319128047. The uneven geographical distribution of economic activities is a huge challenge worldwide and also for the European Union. In Krugman’s New Economic Geography economic systems have a simple spatial structure. This book shows that more sophisticated models...
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John Wiley & Sons Ltd, 2003. — 472 p. — (Wiley Series in Probability and Statistics). — ISBN 0471486957. The use of Bayesian statistics has grown significantly in recent years, and will undoubtedly continue to do so. Applied Bayesian Modelling is the follow-up to the author's best selling book, Bayesian Statistical Modelling, and focuses on the potential applications of Bayesian...
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Wiley, 2014. — 464 p. — 2nd ed. — ISBN: 1119951518, 9781119951513 This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be...
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Woodhead Publishing Ltd., 1995. – 272 p. – ISBN: 1898563217, 9781898563211 This text embodies at advanced and postgraduate level the professional and technical experience of two experienced mathematicians. It covers a wide range of applications relevant in many areas, including actuarial science, communications, engineering, finance, gambling, house purchase, lotteries,...
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  • 11,49 МБ
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Springer – 2007, 277 pages ISBN: 3540731342, 9783540731351 Agent-based computational modeling with its intrinsic multidisciplinary approach is gaining increasing recognition as a problem-solving tool in the social sciences, particularly in economics, business, and finance. The methodology is now used widely to numerically compute analytical models and test them for departures...
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Springer, 2014. — 600 p. 109 illus., 41 illus. in color. — ISBN: 1489980679, 9781489980687 This handbook serves as a complement to the Handbook on Data Envelopment Analysis (eds, W.W. Cooper, L.M. Seiford and J, Zhu, 2011, Springer) in an effort to extend the frontier of DEA research. It provides a comprehensive source for the state-of-the art DEA modeling on internal...
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Springer – 2005, 425 pages ISBN: 038724137X Data Envelopment Analysis (DEA) is a data-oriented approach for performance evaluation and improvement. In recent years, we have observed a notable increase in interest in DEA techniques and their applications. Basic DEA models and techniques have been well documented in the DEA literature. Although these basic DEA models are useful in...
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Springer, 2007. – 512 p. – 2nd ed. – ISBN: 0387452818, 9780387452838 Data Envelopment Analysis (DEA) has grown into a powerful, quantitative analytical tool for measuring and evaluating performance. This volume offers a systematic introduction to DEA and its uses as a multifaceted tool for evaluating problems in a variety of contexts. Each chapter accompanies its developments...
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Springer | 2006 | ISBN: 0387285806 | 388 pages Recent years have seen a great variety of applications of DEA (Data Envelopment Analysis) for use in evaluating the performances of many different kinds of entities engaged in many different activities in many different contexts in many different countries. One reason is that DEA has opened up possibilities for use in cases which...
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Springer, 2011. – 524 p. – 2nd ed. – ISBN: 144196150X, 9781441961501, 9781441961518 This handbook covers DEA topics that are extensively used and solidly based. The purpose of the handbook is to (1) describe and elucidate the state of the field and (2), where appropriate, extend the frontier of DEA research. It defines the state-of-the-art of DEA methodology and its uses. This...
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2nd Ed. — Springer, 2006. — 490 p. — ISBN 0387452818. Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References, And DEA-Solver Software, 2nd Edition is designed to provide a systematic introduction to DEA and its uses as a multifaceted tool for evaluating problems in a variety of contexts. Each chapter accompanies its developments with simple numerical...
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Springer, 2018. — 465 p. The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF),...
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Springer, 2017. — 170 p. This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight new ideas on mathematical and statistical methods in actuarial...
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Springer – 2010, 330 pages ISBN: 8847014808, 9788847014800 The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The international conference MAF 2008, held at the University Ca’ Foscari of Venezia (Italy) in 2008, had...
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WIT Press / Computational Mechanics – 2006, 448 pages ISBN: 1845641744, 9781845641740 In the last two years, several major events have characterised the international financial markets. The most significant one was certainly the explosion of the price of commodities, in particular of oil, which has recently reached a level of 74 dollars. Analysts are now divided on where the...
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  • 5,02 МБ
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Wiley, 1995. — 752 p. — ISBN: 0471598526, 9780471598527 Consists of invited papers, from internationally recognized researchers, chosen for their quality as well as their overall unity. Describes current methods along with innovative research and presents new technologies for solving problems unique to establishment surveys. Stages of the survey process are addressed in the...
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Springer, 2009. – 307 p. – ISBN: 364202131X, 9783642021312 The book focuses on the sustainability of economic growth in a changing environment, under the effects of global warming, dwindling energy resources, and technological change. It also provides explanations for significant fluctuations in countries’ growth rates. The results are derived from historical evidence on...
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  • 3,63 МБ
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Wiley – 2005, 736 pages. ISBN: 0470091711, 9780470091715. This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series...
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  • 3,83 МБ
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MIT Press – 2004, 514 pages. ISBN: 0262532654, 9780262532655. Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of...
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  • 1,91 МБ
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Springer-Verlag Berlin Heidelberg, 2013. — 256 p. — (Springer Finance). — ISBN: 3642141994, 9783642141997, 9783642142000 In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization...
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Springer, 2011. — 560 p. — ISBN 978-3-642-13747-1. This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of...
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  • 10,78 МБ
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Springer, 2007. — 330 p. — ISBN: 354071149X, 9783540711490 In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be...
  • №151
  • 1,48 МБ
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Springer – 2007, 267 pages ISBN: 0387351558 The topic of production efficiency has attracted attention since Adam Smith’s pin factory and even before. However, a rigorous analytical approach to the measurement of efficiency in production originated with the work of Koopmans (1951) and Debreu (1951), empirically applied by Farrell (1957). Farrell’s seminal work gave rise to a...
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ISTE/John Wiley, 2013. — 188 p. With the irruption of electronic markets and the widespread use of quantitative models for trading, order execution and risk management, financial markets have evolved from the low-tech environment where they started from a few decades ago to the one where market participants routinely employ advanced data processing techniques to analyze large...
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  • 2,35 МБ
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RAND Corporation – 2008, 202 pages ISBN: 9780833042149 This monograph presents a framework, methods, and tools to support capabilities analysis and related tradeoff work within the Department of Defense and the military Services. The monograph deals with choice and risk. Some parts of the monograph are written for decisionmakers. These sections recommend and illustrate...
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CRC Press, 2014. — 522 p. — ISBN: 143987168X, 9781439871683 Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables...
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  • 4,29 МБ
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Pearson Education, 2001. - 391 p. - ISBN: 9780273643104. With every major choice we face we "run through the numbers" to guide our decision-making and legitimise the outcomes. Financial modelling helps managers to make more informed decisions and, crucially, win corporate commitment for those decisions. The ability to construct useful financial models with speed and accuracy is...
  • №156
  • 6,21 МБ
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Palgrave Pivot, 2018. — 123 p. — ISBN 978-3-319-75126-9. This book focuses on the role of corporations in the transition towards an economy that works more in line with ecological limits. It is centred on business model innovation in the context of the circular economy, which is gaining consensus across business, policy and academic circles by proposing more resource efficient...
  • №157
  • 1,32 МБ
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Palgrave Pivot, 2018. — 123 p. — ISBN 978-3-319-75126-9. This book focuses on the role of corporations in the transition towards an economy that works more in line with ecological limits. It is centred on business model innovation in the context of the circular economy, which is gaining consensus across business, policy and academic circles by proposing more resource efficient...
  • №158
  • 1,65 МБ
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Cambridge University Press, 2000. – 836 p. – ISBN: 0521585295, 0521585120, 9780521585293 This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory...
  • №159
  • 37,74 МБ
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Hoboken: Wiley, 2018. — 393 p. Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big...
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  • 3,17 МБ
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Kusuoka S., Maruyama T. (eds.) — Vol. 1 — Springer Japan, 1999. — 142 p. — ISBN: 9784431658979, 9784431658955 Contents: On the use in economic theory of some central results of mathematical analysis Heterogenous probabilities in complete asset markets Convergences in L X 1 ( μ ) Product differentiation and market power A Remark on default risk models Evaluation of yield...
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  • 3,38 МБ
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Palgrave Macmillan, 2015. — 301 p. The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a...
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  • 4,12 МБ
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Springer – 2009, 281 pages ISBN: 3642026079 Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal investment, risk measures and derivative pricing. There are also papers touching upon credit risk, martingale theory and limit theorems....
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Springer – 2008, 387 pages ISBN: 3540219927, 9783540219927 Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book. Puts into book format a series of major results due mostly to the authors of this book. Embeds highest-level...
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  • 2,15 МБ
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Springer, 2015. — 278 p. — ISBN: 9781489975461, EISBN: 9781489975478 This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in...
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Wiley, 2011. — 200 p. Presents a compelling, accessible and provocative reasons with regards to why confusing illusion with reality can lead to disaster, on the Street and in Life.
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Springer, 2012. — 603 p. — ISBN: 3834930601 Quantitative marketing has been gaining importance during the last decade. This is indicated by the growing number of model- and method-oriented studies published in leading journals as well as by the many successful applications of quantitative approaches in pricing, advertising, new product planning, and market segmentation...
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Cambridge University Press – 2009, 135 pages ISBN: 9780521119764 In these two lectures Peter Diamond explores how time is modeled in theoretical analyses of individual industries and of an entire economy. In the first lecture he considers equilibrium in a single market by examining the distinction between the short run and the long run in Marshallian analysis. He proposes an...
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  • 3,09 МБ
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New York: Routledge, 2007. - 192p. Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the...
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Springer, 2014. — 110 p. — ISBN: 3319058630, 9783319058641 This book provides a concise introduction into the fundamentals and applied techniques of multiple criteria decision making in the finance sector. Based on an analysis of the nature of financial decisions and the general methods of financial modelling, risk management and financial engineering, the book introduces into...
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  • 1,48 МБ
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Springer, 2016. — 337 p. — (International Series in Operations Research & Management). — ISBN: 9783319331195, 9783319331218 This book provides a broad coverage of the recent advances in robustness analysis in decision aiding, optimization, and analytics. It offers a comprehensive illustration of the challenges that robustness raises in different operations research and management...
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  • 5,70 МБ
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Hoboken, John Wiley & Sons Ltd, 2002. - 395p. Монография посвящена измерению финансового риска, сосредоточившись на показателях VaR и ETL (expected tail loss). Рассматриваются вопросы основных принципов анализа риска, видов показателей риска, методов их расчёта параметрическим и непараметрическим методом, включая расчёт этих показателей для опционов, использования моделирования...
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  • 1,57 МБ
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Palgrave Macmillan, 2005. — 320 p. — ISBN-13 978-1-4039-9665-7, ISBN 1-4039-9665-2. The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial decisions....
  • №173
  • 1,72 МБ
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New York: McGraw-Hill, 2000. — 552 p. Tough Test Questions? Missed Lectures? Not Enough Time? Fortunately for you, there's Schaum's Outlines. More than 40 million students have trusted Schaum's to help them succeed in the classroom and on exams. Schaum's is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information...
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Springer – 2012, 812 pages ISBN: 3642172539 Latest volume in the Springer Handbooks of Computational Statistics series Addresses the broad application of computational statistics to the world of finance Covers Modern financial Tools; Computational efficient algorithms; Pricing of complex products; Risk behavior; Pricing kernels and more Any financial asset that is openly...
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©2003 Kluwer Academic Publishers. Preface. Acknowledgments. Part I Fundamentals. Money, Capital, and Securities. Money and Capital. nvestment. nterest. Cash Flows. Financial and Real Investment. Securities. Financial Market. Financial Institutions. Financial System. nterest Rate. Simple and Compound Interest. Calendar Conventions. Determinants of the Interest...
  • №176
  • 9,85 МБ
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CRC, 2016. — 502 p. This book is especially relevant to undergraduates, postgraduates and researchers studying quantitative techniques as part of business, management and finance. It is an interdisciplinary book that covers all major topics involved at the interface between business and management on the one hand and mathematics and statistics on the other. Managers and others in...
  • №177
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Unpublished, 2011. — 282 p. A concise and clear introduction to stochastic modeling in Finance. The following among other topics are covered: Options and Derivatives Speculations and Hedging Arbitrage Mathematical Modeling Randomness and Stochastic Processes in Binomial Settings Binomial Option Pricing First Step Analysis of Stochastic Processes Limit Theorems for Stochastic...
  • №178
  • 2,72 МБ
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Sрringer, 2002. - 392 pages. In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of...
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  • 3,17 МБ
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N.-Y.: Cengage Learning EMEA, 2013. — 606 p. This established and popular text is regarded as one of the clearest and most comprehensive in its field. David Eadson has joined Jon Curwin and Roger Slater in the author team, and together they have sought to offer a more compact book with all the qualities of the previous six editions, whilst strengthening the links to online...
  • №180
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Springer, 2014. — 394 p. — ISBN: 9783662434369, 9783662434376 This volume describes how frontier efficiency methodologies such as Data Envelopment Analysis (DEA) and other techniques such as multi-criteria decision making can help service industries to improve their performance by providing a ranking of best-practice efficient service units and by identifying sources of...
  • №181
  • 4,41 МБ
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Springer, 2014. — 293 p. — ISBN: 3642413714, 9783642413711 The intensity of global competition and ever-increasing economic uncertainties has led organizations to search for more efficient and effective ways to manage their business operations. Data envelopment analysis (DEA) has been widely used as a conceptually simple yet powerful tool for evaluating organizational...
  • №182
  • 3,57 МБ
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Hoboken, John Wiley & Sons, Inc., 2006. - 673p. Книга охватывает широкий спектр проблем, связанных с управлением активами, рассматривая их как в исторической перспективе, так и с современных позиций. Первая часть посвящена оптимальному формированию портфеля, включая влияние расходов на переформирование портфеля, учёт рисков и различные математические и практические аспекты...
  • №183
  • 13,82 МБ
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Springer, 2010. - 240 pages. In economics agents are assumed to choose on the basis of rational calculations aimed at the maximization of their pleasure or profit. Formally, agents are said to manifest transitive and consistent preferences in attempting to maximize their utility in the presence of several constraints. They operate according to the choice imperative: given a set...
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  • 3,12 МБ
  • дата добавления неизвестна
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Academic Press, 2017. — 109 p. — ISBN 978-0-12-804248-9. This book presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the...
  • №185
  • 4,73 МБ
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Springer, 2008. — 165 p. This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, qualitative analysis, the experts' knowledge and the investors' subjective opinions can be better integrated into portfolio selection models. The contents of this book mainly comprise of the authors' research results for fuzzy...
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Springer – 2005, 183 pages ISBN: 038724963X The key unifying conceptual tool of this important entry in the study of efficiency and productivity is the directional distance function. In New Directions the authors take up this new performance measure while also maintaining their "traditional" axiomatic production theoretic approach. The directional distance function includes...
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Cambridge University Press – 1994, 312 pages ISBN: 0521420334 This book presents a mathematical programming approach to the analysis of production frontiers and efficiency measurement. The authors construct a variety of production frontiers, and by measuring distances to them are able to develop a model of efficient producer behavior and a taxonomy of possible types of...
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  • 1,78 МБ
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World Scientific, 2015. — 112 p. — (Now Publishers Series in Business, Vol. 8) — ISBN: 9814644544 Data Envelopment Analysis (DEA) is often overlooked in empirical work such as diagnostic tests to determine whether the data conform with technology which, in turn, is important in identifying technical change, or finding which types of DEA models allow data transformations,...
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  • 836,20 КБ
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Springer – 2007, 168 pages ISBN: 0387369481 Economists have long studied the efficiency of firms, industries, and entire economies. This volume brings together leading scholars to make connections between efficiency and a number of diverse areas of current interest to economists, including an examination of the efficiency of tax systems across generations that overlap, and the...
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  • 6,86 МБ
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N.-Y.: Taylor & Francis, 2005. - 174p. This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction...
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  • 947,62 КБ
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N.-Y.: Springer, 2002. - 177p. Contents: Stochastic Portfolio Theory. Stock Market Behavior and Diversity. Functionally Generated Portfolios. Portfolios of Stocks Selected by Rank. Stable Models for the Distribution of Capital. Performance of Functionally Generated Portfolios. Applications of Stochastic Portfolio Theory. Evaluation of Local Times.
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John Wiley & Sons, 2013. — 320 pages. — ISBN: 1118312635 The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has...
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  • 3,21 МБ
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CRC Press, 2018. — 451 p. — (Textbooks in mathematics). — ISBN 978-1-1385-5661-4. This book is written for decision makers at all levels. This book presents the latest tools and techniques available to help in the decision process. The interpretation and explanation of the results are crucial to understanding the strengths and limitations of modeling. This book emphasizes and...
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  • 18,79 МБ
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Cambridge University Press – 2008, 369 pages ISBN: 0521087562, 9780521087568 Applied General Equilibrium (AGE) models have proven to be the tool of choice for analyzing the North American Free Trade Agreement (NAFTA). This collection contains the most important contributions to this burgeoning literature by many of the leading practitioners in the field. It also contains an...
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Society for Industrial and Applied Mathematics – 2002, 212 pages ISBN: 0898715091, 9780898715095 Many advances have taken place in the field of combinatorial algorithms since Methods of Mathematical Economics first appeared two decades ago. Despite these advances and the development of new computing methods, several basic theories and methods remain important today for...
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  • 1,69 МБ
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Revised Edition. — Cambridge University Press, 2009. — 456 pages. — ISBN: 9780521112437. This lively and engaging textbook explains the things you have to know in order to read empirical papers in the social and health sciences, as well as the techniques you need to build statistical models of your own. The author, David A. Freedman, explains the basic ideas of association and...
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  • 1,97 МБ
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Oxford University Press – 2008, 653 pages ISBN: 0195183525 When Harold Fried, et al. published The Measurement of Productive Efficiency: Techniques and Applications with OUP in 1993, the book received a great deal of professional interest for its accessible treatment of the rapidly growing field of efficiency and productivity analysis. The first several chapters, providing the...
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  • 3,15 МБ
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Springer, 2005. – 206 p. – ISBN: 0387234187, 9780387234182 The enormous potential of digital computation to manage new complex systems is impeded by exponential increases in complexity. As the model's dimensionality increases from hundreds to thousands of variables, and as submodels constructed by diverse technical teams are integrated into the total model, the model is likely...
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2nd Edition. — Springer International Publishing AG, 2017. — 235 p. — (IFSR International Series on Systems Science and Engineering) —ISBN 978-3-319-54791-6. Packed with new material and research, this second edition of George Friedman’s bestselling Constraint Theory remains an invaluable reference for all engineers, mathematicians, and managers concerned with modeling. As in the...
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  • 7,35 МБ
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Cambridge University Press, 2019. — 432 p. — ISBN 978-1-107-04246-9. In recent years, interest in rigorous impact evaluation has grown tremendously in policy-making, economics, public health, social sciences and international relations. Evidence-based policy-making has become a recurring theme in public policy, alongside greater demands for accountability in public policies and...
  • №201
  • 6,32 МБ
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Academic Press, 2019. — 320 p. — ISBN 978-0-12-815719-0. This book advances the established bivariate econometric relationship which inextricably links energy consumption to economic growth. The book extends this "nexus" to accommodate variables such as globalization, institutional variables, financial variables and the energy "mix." Rooted firmly in the modern literature, it...
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  • 12,05 МБ
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Academic Press, 2017. — 267 p. — ISBN 978-0-12-803834-5. This book describes the principal elements of agent-based computational economics (ACE). It illustrates ACE’s theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a...
  • №203
  • 7,71 МБ
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Wiley, 2004. — 223 p. Most book readers are likely to concur with the idea that the least read portion of any book is the preface. With that in mind, and the fact that the reader has indeed taken the trouble to read up to this sentence, we promise to leave no stone unturned to make this preface as lively and entertaining as possible. For your reading pleasure, here is a nice story...
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New York: Springer, 2005. — 352 p. Gandolfo' s masterful book on economic dynamics is the premier source on dynamic mathematical tools for economists, with illustrations from many areas of current economic research. Not only is the book valuable as an encyclopedic reference book for researchers but is an excellent choice for a textbook on economic dynamics. Gandolfo has managed to...
  • №205
  • 39,81 МБ
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CRC Press, 2010. - 244 pages. The Certified Function Point Specialist Examination Guide provides a complete and authoritative review of the rules and guidelines prescribed in the release of version 4.3 of the Function Point Counting Practices Manual (CPM). Providing a fundamental understanding of the IFPUG Functional Size Measurement method, this is the ideal study guide for...
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  • 4,61 МБ
  • дата добавления неизвестна
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Oxford University Press, 2006. — 397 p. National and global macroeconometric modelling has had a long and venerable history in the UK, with important implications for macroeconomic policy in general and monetary policy in particular. It is an activity that involves sustained research input of several investigators with a variety of skills. The present work is not an exception and...
  • №207
  • 2,87 МБ
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Cambridge University Press, 2018. — 260 p. — ISBN 978-1-108-41499-9. In contrast to mainstream economics, complexity theory conceives the economy as a complex system of heterogeneous interacting agents characterised by limited information and bounded rationality. Agent Based Models (ABMs) are the analytical and computational tools developed by the proponents of this emerging...
  • №208
  • 6,65 МБ
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Springer, 2014. — 225 p. — (Lecture Notes in Economics and Mathematical Systems). — ISBN: 3319083228, 9783319083223 The book is a benefit for graduate and postgraduate students in the areas of operations research, decision theory, optimization theory, linear algebra, interval analysis, and fuzzy sets. The book will also be useful for the researchers in the respective areas. The...
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Springer, 2015. — 268 p. — ISBN: 9783642420382, IESBN: 9783642420399. In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply...
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  • 7,14 МБ
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Academic Press, 2002. – 374 p. – ISBN: 0122796705, 9780122796708 An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what...
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3rd ed. — Springer, 2018. — 610 p. — (International Series in Operations Research & Management Science 272). — ISBN 9783319910857, 9783319910864. The third edition of this handbook is designed to provide a broad coverage of the concepts, implementations, and applications in metaheuristics. The book’s chapters serve as stand-alone presentations giving both the necessary...
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  • 9,22 МБ
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2nd ed. — Springer, 2010. — 648 p. — (International Series in Operations Research & Management Science 146). — ISBN 1441916636 The first edition of the Handbook of Metaheuristics was published in 2003 under the editorship of Fred Glover and Gary A. Kochenberger. Given the numerous developments observed in the field of metaheuristics in recent years, it appeared that the time was...
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  • 5,49 МБ
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Leiden: Jartinus Viihoff Social Sciences Division, 2013. — 97 p. Since Leontief's pioneering work in the 1940's, input-output models have achieved great popularity in applied economic analysis. This has occurred largely because researchers have found the input-output approach to be useful in examining a wide range of economic problems. For example, these models in their...
  • №214
  • 3,06 МБ
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WSPC, 2012. — 480 p. — (Interdisciplinary Mathematical Sciences, Volume 14). — ASIN B00GXMQLU2. Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of...
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  • 3,50 МБ
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Boca Raton: CRC Press, 2014. - 204p. A reference for those working at the interface of operations planning and optimization modeling, Operations Planning: Mixed Integer Optimization Models blends essential theory and powerful approaches to practical operations planning problems. It presents a set of classical optimization models with widespread application in operations...
  • №216
  • 2,79 МБ
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New York: Springer, 2004. — 421 p. ´Fuzzy Sets in the Management of Uncertainty´ presents an overview of current problems in business management, primarily for those situations involving decision making of an economic-financial nature. The monograph therefore discusses problems of planning, programming, control and brings light to the entire financial network in its three phases:...
  • №217
  • 6,15 МБ
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2nd ed. — Academic Press, 2019. — 640 p. — ISBN 0128150653, 9780128150658. Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques.Numerical Methods and...
  • №218
  • 19,63 МБ
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New York: Academic Press, 2011. - 588p. This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters...
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  • 24,33 МБ
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Unpublished, 2008. — 103 p. The aim is to provide an overview of the basic computational tools that are used by financial engineers. The course combines an introduction to pricing financial derivatives with finite differences, Monte Carlo simulation and lattice based methods and to portfolio selection models. Emphasis is on practical implementations and numerical issues .
  • №220
  • 10,65 МБ
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Academic Press, 2013. — 544 p. — ISBN: 0124016901, 9780124016903 Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk...
  • №221
  • 42,52 МБ
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Springer International Publishing AG, 2018. — 183 p. — (EcoProduction. Environmental Issues in Logistics and Manufacturing) — ISBN 3319603531. The present customers' consumption models result in an increasing number of used products that need to be collected and reused or disposed. Remanufacturing is a favourable scenario in order to recover the end-of-use products. It allows to...
  • №222
  • 4,56 МБ
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Bentham Science Publishers, 2017. — 222 p. — ISBN 978-1-68108-547-0. The internet represents a rapidly evolving set of technologies which is central to the development of a modern economy. Internet Economics: Models, Mechanisms and Management integrates knowledge about internet service design with economic modelling principles (pricing, cost and service models). Chapters highlight...
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  • 3,20 МБ
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2nd ed. — Springer, 2015. — 366 p. — ISBN: 9783662458501, EISBN: 9783662458518 This book provides an introduction to investment appraisal and presents a range of methods and models, some of which are not widely known, or at least not well covered by other textbooks. Each approach is thoroughly described, evaluated and illustrated using examples, with its assumptions and...
  • №224
  • 6,31 МБ
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Salem Press – 2011, 1191 pages ISBN: 1587658445 A fascinating exploration of how mathematics affects our daily lives in sociological, economic, and historical perspectives. Mathematics is at the root of modern civilization, from measuring temperature on a frigid day to driving a car to using a digital camera enthusiasts might say applied mathematics rules the world. The...
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  • 17,79 МБ
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The McGraw-Hill Companies – 2010, 528 pages ISBN: 0071663703 If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbook, an international team of 48 experts evaluates the...
  • №226
  • 3,33 МБ
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Wiley, 2011. - 167 pages Introducing Data Envelopment Analysis (DEA) - a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return...
  • №227
  • 2,18 МБ
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Wiley, 2012. — 480 p. The Art and Science of Technical Analysis is a groundbreaking work that bridges the gaps between the academic view of markets, technical analysis, and profitable trading. The book explores why randomness prevails in markets most, but not all, of the time and how technical analysis can be used to capture statistically validated patterns in certain types of...
  • №228
  • 9,75 МБ
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London, New York, UK, USA: Routledge, 2002. — 321 p. — ISBN 041530167X. The present book is a second collection of my essays on the history of economics, the first concentrating on the previous centuries, particularly the eighteenth. This book, as its title satisfactorily indicates, includes a selection of my contributions to nineteenth- and twentieth-century economics. Their...
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  • 1,85 МБ
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Springer, 2015. — 322 p. — ISBN: 9783319119489, 9783319119496 Providing a comprehensive overview of various methods and applications in decision engineering, this book presents chapters written by a range experts in the field. It presents conceptual aspects of decision support applications in various areas including finance, vendor selection, construction, process management,...
  • №230
  • 4,75 МБ
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Springer, 2007. — 545 p. — ISBN: 1402070195, 9780387344652 Quantitative Corporate Finance presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various...
  • №231
  • 3,80 МБ
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Springer – 2010, 807 pages ISBN: 0387774386, 0387774394 Puts a contemporary spin on the Markowitz models and techniques that have served as the foundation for portfolio construction and analysis for fifty years Features prominent academics and practitioners in the field, including Nobel Prize winners Paul Samuelson, Eli Schwartz (Lehigh University), C.F. Lee (Rutgers...
  • №232
  • 10,87 МБ
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Springer, 2010. — 338 p. — ISBN 3642108342. This book is written for the students and practitioners who are looking for a single introductory Excel-based resource that covers three essential business and analytical skills—Data Analysis, Business Modeling, and Simulation of Complex Problems. The focus of the book is clearly on analysis of problems for decision making, yet detailed...
  • №233
  • 11,02 МБ
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2nd Edition. — Springer, 2019. — 346 р. This book offers a comprehensive and readable introduction to modern business and data analytics. It is based on the use of Excel, a tool that virtually all students and professionals have access to. The explanations are focused on understanding the techniques and their proper application, and are supplemented by a wealth of in-chapter and...
  • №234
  • 17,85 МБ
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2nd Edition. — Springer, 2019. — 346 р. This book offers a comprehensive and readable introduction to modern business and data analytics. It is based on the use of Excel, a tool that virtually all students and professionals have access to. The explanations are focused on understanding the techniques and their proper application, and are supplemented by a wealth of in-chapter and...
  • №235
  • 78,40 МБ
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Springer, 2012. – 376 p. – ISBN: 3642312136, 9783642312144 Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic...
  • №236
  • 3,69 МБ
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Springer, 2013. — 332 p. — 2nd ed. — ISBN: 1461481538, 9781461481539 Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book...
  • №237
  • 3,13 МБ
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Springer, 2014. — 328 p. — (Studies in Fuzziness and Soft Computing, Vol. 316). — ISBN: 364254651X, 9783642546518 This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available in financial markets is incomplete and that the markets are affected by vagueness and ambiguity, the...
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  • 3,22 МБ
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SAGE, 2015. — 286 p. — ISBN: 9351501035, 9789351501039 This book is the first of its kind on qualitative research in management in the Indian context. It covers the philosophy and practice of qualitative research, and presents the journeys of 10 management scholars who describe their experiences of doing qualitative research while explaining their choice of varied methods. Both...
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  • 1,17 МБ
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Amsterdam: Springer, 1997. - 360p. This volume presents some of the most important mathematical tools for studying economic models. It contains basic topics concerning linear differential equations and linear discrete-time systems; a sketch of the general theory of nonlinear systems and the stability of equilibria; an introduction to numerical methods for differential equations,...
  • №240
  • 16,95 МБ
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Princeton: Princeton University Press, 1999. - 253p. The authors, leading researchers in the fields of mathematical economics and methodology, present the first comprehensive synthesis of literature on qualitative and other nonparametric techniques, which are important elements of comparative statics and stability analysis in economic theory. The topics covered show how to...
  • №241
  • 15,48 МБ
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Springer, 2013. — 400 pages. ISBN: 1461494168 Economists can use computer algebra systems to manipulate symbolic models, derive numerical computations, and analyze empirical relationships among variables. Maxima is an open-source multi-platform computer algebra system that rivals proprietary software. Maxima’s symbolic and computational capabilities enable economists and...
  • №242
  • 4,52 МБ
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London: Routledge, 1996. — 213 p. Notions of probability and uncertainty have been increasingly prominant in modern economics. This book considers the philosophical and practical difficulties inherent in integrating these concepts into realistic economic situations. It outlines and evaluates the major developments, indicating where further work is needed. This book addresses:...
  • №243
  • 13,18 МБ
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Princeton University Press, 2014. — 418 p. — ISBN: 9780691042770 A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from...
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Singapore: World Scientific Publishing Company, 2014. - 450p. Uncertainty within Economic Models is a collection of papers adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse...
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  • 3,13 МБ
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Routledge, 2011. — 544 p. — ISBN: 0415573041, 0415573033 The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are...
  • №246
  • 4,98 МБ
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Oxford University Press, 1998. - 153 pages. This book is based on courses MA381 and EC3080, taught at Trinity College Dublin since 1992. Comments on content and presentation in the present draft are welcome for the benefit of future generations of students. The book is not intended as a substitute for students' own lecture notes. In particular, many examples and diagrams are...
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  • 509,50 КБ
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Brooks Cole – 2008, 1109 pages, 9th edition ISBN: 0547145098, 9780547145099 Mathematical Applications for the Management, Life, and Social Sciences, 9th Edition is intended for a two-semester applied calculus or combined finite mathematics and applied calculus course. The book's concept-based approach, multiple presentation methods, and interesting and relevant applications...
  • №248
  • 11,64 МБ
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Unpublished, 2004. — 203 p. This document is a collection of teaching notes from a one-semester PhD course given in the Fall of 2003. My intent was to cover some of the empirical approaches to market microstructure, the theory that motivated them, and the results from time series analysis necessary to understand them. I assume that the reader has some prior exposure to or a...
  • №249
  • 2,13 МБ
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Wiley, 2011. — 210 p. A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from it. The Risk Premium Factor presents and proves a radical new theory that explains the stock market, offering a quantitative explanation for all the booms, busts, bubbles, and multiple expansions and contractions of the...
  • №250
  • 5,57 МБ
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Springer – 2009, 716 pages ISBN: 3540856846, 9783540856849 Introduces the use of numerical methods for solving dynamic general equilibrium models Features coverage applicable to the models most widely used in modern macroeconomics and monetary economics Provides algorithms and program codes on an accompanying website Second edition with three additional chapters and...
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  • 5,57 МБ
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Wiley, 1997. — 371 p. System Dynamics in Economic and Financial Models Edited by Christiaan Heij, Hans Schumacher, Bernard Hanzon and Kees Praagman System Dynamics in Economic and Financial Models discusses different approaches for dynamic modelling of economic and financial data, and includes empirical applications, particularly in finance and macroeconomics, to illustrate the...
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New York, ISBN: 978-0-07-162383-4 MHID: 0-07-162383- 3., Edition: 1, Publication Date: March 2, 2009, 271 pages Implement Enterprise-Wide Manufacturing Execution Systems Solutions "The clearest exposition I have seen of the ideal anatomy of a production-oriented IT system. .Palatable to decision makers within an organization.IT professionals [and] academics in IT and...
  • №253
  • 2,43 МБ
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Springer – 2010, 208 pages ISBN: 0387886699 Nonlinear Optimization is an intriguing area of study where mathematical theory, algorithms and applications converge to calculate the optimal values of continuous functions. Within this subject, Global Optimization aims at finding global optima for difficult problems in which many local optima might exist. This book provides a...
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  • 5,60 МБ
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Palgrave Macmillan, 2014. — 264 p. — ISBN: 1137374659, 9781137374653 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead, practitioners and academics are now using multi-curve frameworks, which more accurately represent current...
  • №255
  • 3,02 МБ
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Princeton: Princeton University Press, 2016. — 283 p. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of...
  • №256
  • 6,05 МБ
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North Holland, 1991. – 750 p. – ISBN: 0444874615, 9780444874610 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
  • №257
  • 36,43 МБ
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North Holland, 1991. – 750 p. – ISBN: 0444874615, 9780444874610 The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and...
  • №258
  • 6,83 МБ
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Springer, 2016. — 201 p. — ISBN: 3319307843, 9783319307848 Hiriart-Urruty J.-B., Korytowski A., Maurer H., Szymkat M. (Eds.) This book contains extended, in-depth presentations of the plenary talks from the 16th French-German-Polish Conference on Optimization, held in Kraków, Poland in 2013. Each chapter in this book exhibits a comprehensive look at new theoretical and/or...
  • №259
  • 2,73 МБ
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Springer, 2018. — 117 p. This is the first book to provide an accessible and comprehensive introduction to a newly developed smoothing technique using asymmetric kernel functions. Further, it discusses the statistical properties of estimators and test statistics using asymmetric kernels. The topics addressed include the bias-variance tradeoff, smoothing parameter choices,...
  • №260
  • 2,11 МБ
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Springer – 2007, 128 pages ISBN: 1846284996, 9781846284991 It is indisputable that printed circuit boards (PCBs) play a vital role in our daily lives. With the ever-increasing applications of PCBs, one of the crucial ways to increase a PCB manufacturer’s competitiveness in terms of operation efficiency is to minimize the production time so that the products can be introduced...
  • №261
  • 1,37 МБ
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Wiley-Interscience – 2008, 222 pages. ISBN: 0470232870, 9780470232873. A practical approach to the mathematical tools needed to increase portfolio growth, learn successful trading strategies, and manage the risks associated with market fluctuation Mathematical Asset Management presents an accessible and practical introduction to financial derivatives and portfolio selection...
  • №262
  • 6,79 МБ
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5th Global Edition. — Pearson, 2015. — 230 p. — ISBN 1292059389. For courses in corporate finance or financial management at the undergraduate and graduate level. Excel Modeling in Corporate Finance approaches building and estimating models with Microsoft Excel. Students are shown the steps involved in building models, rather than already-completed spreadsheets.
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  • 17,54 МБ
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Prentice Hall College – 2008, 210 pages ISBN: 0132079917 For more than 20 years, since the emergence of PCs, Lotus 1-2-3, and Microsoft Excel in the 1980’s, spreadsheet models have been the dominant vehicles for finance professionals in the business world to implement their financial knowledge. Yet even today, most Corporate Finance textbooks rely on calculators as the primary...
  • №264
  • 15,21 МБ
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To accompany Principles of Corporate Finance by Brealey and Myers. Prentice Hall, 2002. — 168 Pages. ISBN-10: 0130499056 ISBN-13: 978-0130499059 For nearly 20 years, since the emergence of PCs, Lotus 1-2-3, and Microsoft Excel in the 1980’s, spreadsheet models have been the dominant vehicles for finance professionals in the business world to implement their financial...
  • №265
  • 1,47 МБ
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Springer Gabler, 2016. - 188p. The effect of public observable but unexpected incidents on financial market volatility is of primary interest, both for tradespeople willing to take a risk as well as for risk regulators, willing to bypass potential imponderables. Therefore, this thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news...
  • №266
  • 2,02 МБ
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Palgrave Macmillan, 2010. — 256 p. — ISBN: 0230248144, 9780230248144 Computable General Equilibrium (CGE) models have been widely used for various economic simulations, such as, trade liberalization, environmental problems, and regulatory and tax reforms. CGE models are powerful but tend to be large-scale and, therefore, often difficult to learn. This book provides a...
  • №267
  • 3,82 МБ
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Springer, 2019. — 317 p. — ISBN 9783319993034, 9783319993041. This book introduces students on Multiple Criteria Decision Aiding and Making courses to practical, real-world cases. Each case study introduces a problem or situation together with a method, and a description and explanation of a computer application. In this sense each chapter is based on four pillars: the problem,...
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  • 7,77 МБ
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A mechanism is a mathematical structure that models institutions through which economic activity is guided and coordinated. There are many such institutions; markets are the most familiar ones. Lawmakers, administrators and officers of private companies create institutions in orders to achieve desired goals. They seek to do so in ways that economize on the resources needed to...
  • №269
  • 2,57 МБ
  • дата добавления неизвестна
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Wiley, 2011. — 478 p. — ISBN 0470745843. The aim of this book is twofold. The first goal is to summarize elementary and advanced topics on modern option pricing: from the basic models of the Black & Scholes theory to the more sophisticated approach based on Lévy processes and other jump processes. At the same time, the other goal of the book is to identify, estimate and justify,...
  • №270
  • 4,06 МБ
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Cambridge University Press, 2012. – 448 p. – ISBN: 1107002435, 9781107002432 A sequel to Global Trade Analysis: Modeling and Applications (Cambridge University Press, 1996, edited by Thomas W. Hertel), this new volume presents the technical aspects of the Global Trade Analysis Program's global dynamic framework (GDyn) and its applications within important global policy issues....
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  • 6,55 МБ
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Springer – 2012, 252 pages ISBN: 3642276474 Practical Applications of Evolutionary Computation to Financial Engineering presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed...
  • №272
  • 8,09 МБ
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Elsevier, 2013. — 516 p. — 2nd ed. — ISBN: 0124077951, 9780124077959 Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA...
  • №273
  • 3,97 МБ
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London: Palgrave MacMillan, 2017. — 131 p. A few years after Black and Scholes derived their famous partial differential equation (PDE) for the fair values of European call and put options, Schwartz considered a finite difference discretization for its approximate solution. Today, the numerical solution of time-depedent PDEs forms one of the pillars of computational finance....
  • №274
  • 1,06 МБ
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World Scientific, 2012. — 212 p. — ISBN: 9814397830, 9789814397834 This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the gap between...
  • №275
  • 1,38 МБ
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SIAM, 2002. — 529 p. — (Classics in Applied Mathematics). — ISBN: 9780898715118, 0898715113 Mathematical Optimization and Economic Theory provides a self-contained introduction to and survey of mathematical programming and control techniques and their applications to static and dynamic problems in economics, respectively. It is distinctive in showing the unity of the various...
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  • 5,37 МБ
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Wiley, 2010. — 376 p. — ISBN: 1848210574, 9781848210578 This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes,...
  • №277
  • 2,13 МБ
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Springer, 2017. — 199 p. — (Studies in Applied Philosophy, Epistemology and Rational Ethics). — ISBN 10 3319498711. The book offers an interdisciplinary perspective on finance, with a special focus on stock markets. It presents new methodologies for analyzing stock markets' behavior and discusses theories and methods of finance from different angles, such as the mathematical,...
  • №278
  • 4,72 МБ
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InTech, 2012. — 304 p. — ISBN: 9789535108306 This book provides an introductory-level exploration of geophysical fluid dynamics (GFD), the principles governing air and water flows on large terrestrial scales.
  • №279
  • 5,31 МБ
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Wiley, 2002. - 304 pages. Based on the author's own experience, Monte Carlo Methods in Finance adopts a practical flavour throughout, the emphasis being on financial modelling and derivatives pricing. Numerous real world examples help the reader foster an intuitive grasp of the mathematical and numerical techniques needed to solve particular financial problems. At the same...
  • №280
  • 24,36 МБ
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Springer, 2015. — 78 p. By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered...
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  • 1,38 МБ
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Cambridge University Press, 2006. — 262 p. — ISBN: 0521851440 With the healthcare sector accounting for a sizeable proportion of national expenditures, the pursuit of efficiency has become a central objective of policymakers within most health systems. However, the analysis and measurement of efficiency is a complex undertaking, not least due to the multiple objectives of...
  • №282
  • 2,13 МБ
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N.-Y.: Wiley. 2011. - 343p. Explore cutting-edge statistical methodologies for collecting, analyzing, and modeling online auction dataOnline auctions are an increasingly important marketplace, as the new mechanisms and formats underlying these auctions have enabled the capturing and recording of large amounts of bidding data that are used to make important business decisions....
  • №283
  • 12,94 МБ
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Stanford University Press, 2002. — 368 p. This book's primary purpose is to teach students the basics of fixed-income securities, but not in the fashion of traditional courses and texts in this area. Traditional fixed-income courses and texts emphasize institutional details, with theories included in an ad hoc fashion and only occasionally. In contrast, this book teaches the...
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  • 3,67 МБ
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Spriger, 2009. — 732 p. — ISBN 1852333766. Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which can be daunting for the beginning...
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  • 7,58 МБ
  • дата добавления неизвестна
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World Scientific, 2005. – 344 p. – ISBN: 9812563695, 9789812563699 From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black–Scholes–Merton’s option pricing theory. A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their...
  • №286
  • 10,57 МБ
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The MIT Press, 2014. — 736 p. — ISBN 0262027615, 9780262027618. This book offers a unified, comprehensive, and up-to-date treatment of analytical and numerical tools for solving dynamic economic problems. The focus is on introducing recursive methods -- an important part of every economist's set of tools -- and readers will learn to apply recursive methods to a variety of dynamic...
  • №287
  • 4,10 МБ
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N.-Y.: CRC Press, 2014. - 480p. Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured...
  • №288
  • 4,60 МБ
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Springer – 2010, 238 Pages ISBN: 1441957707 Practical Goal Programming is intended to allow academics and practitioners to be able to build effective goal programming models, to detail the current state of the art, and to lay the foundation for its future development and continued application to new and varied fields. Suitable as both a text and reference, its nine chapters...
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  • 2,76 МБ
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Springer – 2010, 167 pages ISBN: 3642103537 This volume shows the state-of-the-art in both the oretical development and application of multiple objective and goal programming. Applications from the fields of supply chain management, financial portfolio selection, financial risk management, insurance, medical imaging, sustainability, nurse scheduling, project management, water...
  • №290
  • 3,32 МБ
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Springer, 2015. — 191 p. 57 illus. in color. — (International Series in Operations Research & Management Science 218). — ISBN: 9781489975270, 9781489975287 This book provides an introduction to incorporating preference information in Data Envelopment Analysis (DEA) with a special emphasis in Value Efficiency Analysis. In addition to theoretical considerations, numerous...
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  • 3,77 МБ
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Boston: The MIT Press, 1998. — 646 p. To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses.The book is divided into five parts. Part I provides a general...
  • №292
  • 24,45 МБ
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Berlin: Springer, 2003. — 266 p. Contents Table of Contents Introduction Warm-up Processes with Fast Markov Modulations The Lienard Oscillator Under Random Forc Filtering of Nearly Observed Processes Stochastic Approximation Toolbox: Moment Bounds for Solutions of Stable SDEs Moment Bounds for Nonlinear Equations Bounds for Linear Equations On the Growth Rate...
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  • 3,26 МБ
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Bookboon, 2013. — 110 p. — ISBN 978-87-403-0370-4. This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. The topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions. Linear algebra rather than calculus is used as foundation for portfolio...
  • №294
  • 4,39 МБ
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Wiley, 2011. — 242 p. — ISBN 978-0-470-61069-5. A look at business model innovation's crucial role in today's global business environment . Showing organizations how business model innovation should be a key focus area in today's global economy, this book features cases from businesses around the globe that have developed customized business models and achieved spectacular levels...
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  • 1,74 МБ
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Wiley, 2012. — 494 pages. ISBN: 0470599367, 9780470599365 Mathematical Programming Models for Agriculture, Environmental, and Resource Economics provides a comprehensive overview of mathematical programming models and their applications to real world and important problems confronting agricultural, environmental, and resource economists. Unlike most mathematical programming...
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  • 6,66 МБ
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Springer, 2014. — 295 p. — ISBN: 3319096826, 9783319096827 EISBN: 9783319096834 Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena. This volume presents contributions by known experts and active researchers in economic and financial network modeling. Readers are...
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  • 8,34 МБ
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2nd edition. — Advanced Textbooks in Economics, Elsevier Science, 1991 (reprint 2001). — 396 p. — ISBN 9780444016096. The long awaited second edition of Dynamic Optimization is now available. Clear exposition and numerous worked examples made the first edition the premier text on this subject. Now, the new edition is expanded and updated to include essential coverage of current...
  • №298
  • 13,90 МБ
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Springer, 2015. — 174 p. — (Lecture Notes in Economics and Mathematical Systems 679). — ISBN: 9783319132235, 9783319132242 This book presents a rigorous treatment of the mathematical instruments available for dealing with income distributions, in particular Lorenz curves and related methods. The methods examined allow us to analyze, compare and modify such distributions from an...
  • №299
  • 3,65 МБ
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Springer, 2017. — 447 p. — (International Series in Operations Research & Management Science). — ISBN: 978-3-319-31716-8, 978-3-319-31718-2 This book presents the underlying theory, model development, and applications of network Data Envelopment Analysis (DEA) in a systematic way. The field of network DEA extends and complements conventional DEA by considering not only inputs and...
  • №300
  • 5,79 МБ
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Academic Press, 2019. — 424 p. — (Mathematics in Science and Engineering). — ISBN 978-0-12-811029-4. This book develops a unified variational approach to deal with single-valued, set-valued and quasi-equilibrium problems. The authors promote original results in relationship with classical contributions to the field of equilibrium problems. The content evolved in the general...
  • №301
  • 3,09 МБ
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Cambridge University Press – 2005, 450 pages ISBN-10: 0521825253, 9780521153737 This volume brings together twelve papers by many of the most prominent applied general equilibrium modelers honoring Herbert Scarf. The contributors discuss some traditional as well as more contemporary topics in the field, including non-convexities in economy-wide models, tax policy,...
  • №302
  • 2,93 МБ
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Springer – 2010, 440 pages ISBN: 1441964843 In two volumes, Planning Production and Inventories in the Extended Enterprise: A State of the Art Handbook examines production planning across the extended enterprise against a backdrop of important gaps between theory and practice. The early chapters describe the multifaceted nature of production planning problems and reveal many...
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  • 5,01 МБ
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Springer – 2011, 657 pages ISBN: 144198190X In two volumes, Planning Production and Inventories in the Extended Enterprise: A State of the Art Handbook examines production planning across the extended enterprise against a backdrop of important gaps between theory and practice. The early chapters describe the multifaceted nature of production planning problems and reveal many...
  • №304
  • 8,62 МБ
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Prinseton Universyti Press – 2005, 492 pages ISBN: 069112549X, 9780691125497 The ability to conceptualize an economic problem verbally, to formulate it as a mathematical model, and then represent the mathematics in software so that the model can be solved on a computer is a crucial skill for economists. Computational Economics contains well-known models-and some brand-new...
  • №305
  • 4,14 МБ
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Springer Verlag, 2016. — 343 p. — ISBN 9783658154592, 9783658154608. Im vorliegenden Buch wird ein Rahmen für eine betriebswirtschaftlich getriebene Anwendung und Ausgestaltung der Data Envelopment Analysis (DEA) geschaffen. Philip Kerpens Ziel ist es, die Praxisrelevanz der DEA zu befördern. Die DEA ist eine Methode zur vergleichenden Effizienzmessung von Wirtschaftseinheiten,...
  • №306
  • 5,86 МБ
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2nd Edition. — Cambridge University Press, 2018. — 544 p. — ISBN 978-1-108-45885-6. Covering detailed discussion of fundamental concepts of economics, the textbook commences with comprehensive explanation of theory of consumer behavior, utility maximization and optimal choice, profit function, cost minimization and cost function. The textbook covers methods including present worth...
  • №307
  • 3,43 МБ
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Springer, 2018. — 412 p. — (International Series in Operations Research & Management Science 269). — ISBN 9783319763446, 9783319763453. This book offers new transparent views and step-by-step methods for performance evaluation of a set of units using Data Envelopment Analysis (DEA). The book has twelve practical chapters. Elementary concepts and definitions are gradually built in...
  • №308
  • 14,57 МБ
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Wiley, 2016. — 350 p. Capture the fortune you're losing with every trade by learning to exploit options Options Play + Website shows you how to capture the fortune you lose out on every day. Buying and selling traditional investments often entails instruments with optionality. Sometimes this optionality is explicit, while other times it is hidden. If you're not leveraging these...
  • №309
  • 2,67 МБ
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Wiley, 2013. – 734 p. – ISBN: 0470744898, 9780470744895 Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation,...
  • №310
  • 82,07 МБ
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Springer, 2016. — 205 p. — ISBN 4431550569. This book takes up unique agent-based approaches to solving problems related to stock and their derivative markets. Toward this end, the authors have worked for more than 15 years on the development of an artificial market simulator called U-Mart for use as a research and educational tool. A noteworthy feature of the U-Mart simulator...
  • №311
  • 2,29 МБ
  • добавлен
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Springer, 2016. — 205 p. This book takes up unique agent-based approaches to solving problems related to stock and their derivative markets. Toward this end, the authors have worked for more than 15 years on the development of an artificial market simulator called U-Mart for use as a research and educational tool. A noteworthy feature of the U-Mart simulator compared to other...
  • №312
  • 7,45 МБ
  • добавлен
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Academic Press, 1973. — 408 p. — ISBN: 0124134505, 9780124134508 Topological and vector space methods have achieved a very distinguished position among the tools of theoretical economics, especially in the area of equilibrium analysis. This book aims at giving a systematic presentation of the basic principles of these two areas of mathematics. With'this aim in mind, we hope the...
  • №313
  • 3,70 МБ
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North Holland, 1999. — 367 p. — (Advanced Textbooks in Economics). — ISBN 0444818782, 9780444818782, 9780585489605. Two important new developments have occurred that have significant impact on the evolution of econometrics, namely, the end of the Cold War and the emergence of the information revolution in nearly all economies of the world. The information revolution has had...
  • №314
  • 2,32 МБ
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Pearson, 2014. — 498 p. This book begins with a three-chapter section that introduces some important concepts and tools that are used throughout the rest of the book. Chapter 1 presents background on the mathematical framework of economic analysis. In this chapter we discuss the advantages of using mathematical models in economics.We also introduce some characteristics of economic...
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  • 4,30 МБ
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Wiley, 2008. – 760 p. – 3rd ed. – ISBN: 0470187816, 9780470391334 An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty...
  • №316
  • 7,34 МБ
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Wiley, 2014. — 368 p. — ISBN: 1118343565, 9781118343562 An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of...
  • №317
  • 2,97 МБ
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Wiley-Blackwell, 2019. — 553 p. — ISBN 978-1119538080, 1119538084. A modern practical guide to building and using actuarial models. Loss Models: From Data to Decisions is organized around the principle that actuaries build models in order to analyze risks and make decisions about managing the risks based on conclusions drawn from the analysis. In practice, one begins with data and...
  • №318
  • 5,79 МБ
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Butterworth-Heinemann, 2005. — 299 p. Thisbookonlinearfactormodelsstartswithanintroductorychapterallowingreaders tofamiliarizethemselveswiththeacademicargumentsaboutsuchmodels. Chapters 2 to 7 constitute academic contributions while Chapters 8 to 13 are contributions from a number of leading quantitative practitioners. Both of us are delighted with the range of chapters especially...
  • №319
  • 1,42 МБ
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Springer, 2011. — 440 p. — ISBN: 3034800967, 9783034800969 Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some...
  • №320
  • 5,29 МБ
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Springer, 2006. - 278 pages ISBN: 3540366253, 9783540366256 Series: Advances in Computational Management Science, Vol. 9 Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to...
  • №321
  • 1,83 МБ
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Singapore, World Scientific Publishing Co. Re. Ltd., 1999 - 352p. Книга посвящена проблеме формирования оптимальных портфелей активов с учётом случайной изменчивости. Предназначена для специалистов по применению математических методов в экономике, предполагает достаточно высокий уровень математической подготовки.
  • №322
  • 12,31 МБ
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Springer – 2000, 322 pages ISBN: 0792378040, 9780792378044 Data Mining in Finance presents a comprehensive overview of major algorithmic approaches to predictive data mining, including statistical, neural networks, ruled-based, decision-tree, and fuzzy-logic methods, and then examines the suitability of these approaches to financial data mining. The book focuses specifically...
  • №323
  • 21,43 МБ
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Nova Science Publishers, 2017. — 238 p. — ISBN 1536120448. The main goal of this book is to present coherent mathematical models to describe an economic growth and related economic issues. The book is a continuation of the author’s previous book Mathematical Dynamics of Economic Markets, which presented mathematical models of economic forces acting on the markets. In his previous...
  • №324
  • 4,32 МБ
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Springer, 2015. — 120 p. — (BestMasters). — ISBN: 9783658080822, 9783658080839 Vadim Kufenko provides a theoretical and empirical analysis of various aspects of economic growth and income inequality in the Russian regions using different estimation techniques from the cross-section OLS and logistic models to dynamic panel data system GMM. The general period for the data is...
  • №325
  • 2,35 МБ
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Cambridge: Cambridge University Press, 2003. — 343 p. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the...
  • №326
  • 1,83 МБ
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Springer, 2018. — 118 p. This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics. Considerable interest has been given to the estimation problem of integrated volatility and covariance by using high-frequency financial data. Although several new statistical estimation procedures have been...
  • №327
  • 2,08 МБ
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World Scientific Publishing Company, 2010. - 368 pages. This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods....
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  • 4,35 МБ
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Vol. 2 — Springer Japan, 1999. — 167 p. — ISBN: 9784431659334, 9784431679097 The role of asymmetric information in allocation of resources, together with the associated information-revelation process, has long been a central focus of economic research. While the bulk of the literature addresses these is sues within the framework of principal-agent relationship, which...
  • №329
  • 3,15 МБ
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Springer – 2008, 165pages ISBN: 4431998454 A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties...
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  • 3,97 МБ
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Springer – 2008, 165pages ISBN: 4431998454 Mathematical theories offer economists a variety of approaches to solve problems that stem from economic theory. On the other hand, mathematicians have often encountered difficulties in dealing with economic theories. Published once a year under the auspices of the Research Center of Mathematical Economics in Tokyo, this series...
  • №331
  • 1,02 МБ
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Springer – 2009, 171 pages ISBN: 4431929347 Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those...
  • №332
  • 2,12 МБ
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Springer – 2010, 208 pages ISBN: 4431994890 Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those...
  • №333
  • 1,42 МБ
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Springer – 2011, 240 pages ISBN: 4431538828 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties...
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  • 2,32 МБ
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Springer – 2011, 140 pages ISBN: 4431539298 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties...
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  • 1,19 МБ
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Springer, 2015. — 140 p. — ISBN: 4431554882, 9784431554882, 9784431554899 Provides mathematicians with new stimuli from economic theories, and economists with effective mathematical tools for their research Is published annually under the auspices of the Research Center for Mathematical Economics Presents a clear-cut expository overview of all problems under discussion The...
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  • 1,48 МБ
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Springer, 2016. — 192 p. — 9789811004759, 9789811004766. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and...
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  • 1,70 МБ
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Springer, 2017. — 165 p. — ISBN 9789811041440 EISBN 9789811041457. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and...
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  • 1,47 МБ
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Springer – 2012, 115 pages ISBN: 4431541136, 9784431541134 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various...
  • №339
  • 1,13 МБ
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Springer, 2013. — 160 p. — ISBN: 4431543236, 9784431543244 Series: Advances in Mathematical Economics, Vol. 17 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely,...
  • №340
  • 3,37 МБ
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Springer, 2015. — 140 p. — ISBN: 9784431554882, EISBN: 9784431554899. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations...
  • №341
  • 1,15 МБ
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Vol. 18 — Springer Japan, 2014. — 148 p. — ISBN: 4431548335, 978-4431548331 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by...
  • №342
  • 1,21 МБ
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Springer, 2019. — 141 p. — (Advances in Mathematical Economics 19). — ISBN 978-4-431-55488-2. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as...
  • №343
  • 1,31 МБ
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Springer, 2018. — 144 p. — (Advances in Mathematical Economics 22). — ISBN 9811306044. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained...
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  • 1,59 МБ
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Singapore: Springer, 2017. — 165 p. Contents: Some Problems in Second Order Evolution Inclusions with Boundary Condition: A Variational Approach On Sufficiently-Diffused Information in Bayesian Games: A Dialectical Formalization On Supermartingale Problems Bolza Optimal Control Problems with Linear Equations and Periodic Convex Integrands on Large Intervals Index
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  • 1,02 МБ
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Springer – 2005, 146 pages ISBN: 4431243321 A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties...
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  • 1,05 МБ
  • добавлен
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A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is...
  • №347
  • 4,94 МБ
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Springer – 2006, 132 pages ISBN: 4431343415 A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties...
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  • 4,53 МБ
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Springer, 2008. — 541 p. — ISBN 3540422889. An update of a classic in the field, the first edition gained a good reputation and was on of the earliest introductory textbooks in mathematical finance Mathematical Models of Financial Derivatives is a textbook on the theory behind: Modeling derivatives using the financial engineering approach, focussing on the martingale pricing...
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  • 4,79 МБ
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Unpublished, 2015. — 176 p. These notes are intended for the introductory finance course mathematics economics program at the University of Copenhagen. They cover (the) basic pillars of finance: (1) analysis of deterministic cash-flows (Chapter 3), (2) mean-variance analysis and the capital asset pricing model (CAPM) (Chapter 9), (3) valuation by absence of arbitrage in...
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  • 1,10 МБ
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Palgrave Macmillan, 2018. — 299 p. — ISBN 978-3-319-71790-6 This book explores the need to develop business strategies, organise and fund transformation projects and manage the transformation programme in order to further a circular economy. Circular Business Models outlines sustainable business models that can be used by companies to move transformation forward on a large scale....
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  • 2,64 МБ
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Palgrave Macmillan, 2018. — 299 p. — ISBN 978-3-319-71790-6 This book explores the need to develop business strategies, organise and fund transformation projects and manage the transformation programme in order to further a circular economy. Circular Business Models outlines sustainable business models that can be used by companies to move transformation forward on a large scale....
  • №352
  • 948,32 КБ
  • добавлен
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Heidelberg: Physica-Verlag, 2001. — 389 p. The articles in this proceedings volume reflect the current trends in the theory of approximation, optimization and mathematical economics, and include numerous applications. The book will be of interest to researchers and graduate students involved in functional analysis, approximation theory, mathematical programming and optimization,...
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  • 18,09 МБ
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Emerald Group Publishing – 2009, 286 pages ISBN: 9781848558786 "Applications of Management Science" is a blind refereed serial publication published on an annual basis. The objective of this research annual is to present state-of-the-art studies in the application of management science to the solution of significant managerial decision-making problems. It significantly aids...
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  • 3,16 МБ
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