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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel - 2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581
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Mathematik zum Studieneinstieg : Grundwissen der Analysis für Wirtschaftswissenschaftler, Ingenieure, Naturwissenschaftler und Informatiker
Adams, Gabriele - 2013 - 6., korr. Aufl. 2013
Studierende in den Fächern Wirtschaftswissenschaften, Technik, Naturwissenschaften und Informatik benötigen zum Studienbeginn bestimmte Grundkenntnisse in der Mathematik, die im vorliegenden Buch sehr ausführlich dargestellt werden. Es behandelt die Grundlagen der Analysis im Sinne einer...
Persistent link: https://www.econbiz.de/10013517264
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Integrated Market and Credit Portfolio Models : Risk Measurement and Computational Aspects
Grundke, Peter (contributor) - 2008
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are...
Persistent link: https://www.econbiz.de/10013521007
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Generalized Convexity and Related Topics
Konnov, Igor V. (contributor); Dinh, The-Luc (contributor);  … - 2006
on current research on generalized convexity and applications, in particular, to optimization, economics and operations … convexity and applications, in particular, to optimization, economics and operations research …
Persistent link: https://www.econbiz.de/10013520642
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Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach
Bouziane, Markus (contributor) - 2008
This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different...
Persistent link: https://www.econbiz.de/10013520918
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Investment Withholding Tax : Best Practice and Strategies for Intermediaries and Investors
McGill, Ross - 2009
This book provides a clear and concise explanation of withholding tax and how to leverage best practice to generate improved investment performance. It gives practical guidance to financial service firms and investors to help them understand the issues involved, trends and practicalities of...
Persistent link: https://www.econbiz.de/10012053831
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Advances in Analytics and Applications
Laha, Arnab Kumar (ed.) - 2019
This book includes selected papers submitted to the ICADABAI-2017 conference, offering an overview of the new methodologies and presenting innovative applications that are of interest to both academicians and practitioners working in the area of analytics. It discusses predictive analytics...
Persistent link: https://www.econbiz.de/10012395959
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Singular Spectrum Analysis : Using R
Hassani, Hossein; Mahmoudvand, Rahim - 2018
This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical...
Persistent link: https://www.econbiz.de/10012396746
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Macroeconomic Survey Expectations
Clements, Michael P. - 2019
this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … perspective, surveys offer insight into how economic agents form their expectations. Michael Clements is Professor of Econometrics … Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and …
Persistent link: https://www.econbiz.de/10012396996
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2018 - Corrected publication 2021
application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with …
Persistent link: https://www.econbiz.de/10012397044