Narrow search
Showing 1 - 10 of 1,882
Cover Image
New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …
Persistent link: https://www.econbiz.de/10012396848
Cover Image
Predicting Stock Returns : Implications for Asset Pricing
McMillan, David G. - 2018
, Earnings, Dividends and Cointegration -- Chapter 3. Forecasting Stock Returns - Historical Mean vs. Dividend Yield: Rolling …
Persistent link: https://www.econbiz.de/10012397752
Cover Image
Wavelet Applications in Economics and Finance
Gallegati, Marco - 2014
Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis. … economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An …
Persistent link: https://www.econbiz.de/10014021057
Cover Image
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
Cover Image
Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010
DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN...
Persistent link: https://www.econbiz.de/10014425190
Cover Image
Learning in Economic Systems with Expectations Feedback
Wenzelburger, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10013520573
Cover Image
Modeling and Simulation in Engineering, Economics and Management : International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings
León, Raúl (ed.); Muñoz-Torres, María Jesús (ed.);  … - 2016
This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering … University Jaume I. This edition of the conference paid special attention to modeling and simulation in diverse fields of … topical sections on modeling and simulation in finance and accounting; modeling and simulation in business management and …
Persistent link: https://www.econbiz.de/10012397873
Cover Image
Foundations and Methods of Stochastic Simulation : A First Course
Nelson, Barry L. - 2013
Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two … Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research …This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous …
Persistent link: https://www.econbiz.de/10014016471
Cover Image
Simulation stochastischer Systeme : Eine anwendungsorientierte Einführung
Waldmann, Karl-Heinz - 2016
Inhaltsverzeichnis -- Einführung -- Erzeugung von Zufallsvariablen -- Ereignisorientierte Simulation -- Output Analyse …Das vorliegende Lehrbuch ist eine umfassende Einführung in die Simulation stochastischer Systeme. Auf 400 Seiten wird … Operations Research des Karlsruher Instituts für Technologie (KIT) und leitet dort den Bereich für Stochastische Modellierung und …
Persistent link: https://www.econbiz.de/10014019624
Cover Image
A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
Genser, Michael (contributor) - 2006
advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily …
Persistent link: https://www.econbiz.de/10013520503