Catalogue Bibliothèque de L'IMIST/CNRST › Résultats de la recherche pour 'ccl=su:Economics'

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		Applied regression analysis A second course in business and economic statistics par Dielman, Terry E. Publication : Mason South-Western 2005 . 424 p. , APPLIED REGRESSION ANALYSIS focuses on the application of regression to real data and examples while employing commercial statistical and spreadsheet software. Designed for both business/economics undergraduates and MBAs, this text provides all of the core regression topics as well as optional topics including ANOVA, Time Series Forecasting, and Discriminant Analysis. While only a prior introductory statistics course is required, a review of all necessary basic statistics is provided in chapter 2. The text emphasizes the importance of understanding the assumptions of the regression model, knowing how to validate a selected model for these assumptions, knowing when and how regression might be useful in a business setting, and understanding and interpreting output from statistical packages and spreadsheets. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Applied statistics in business & economics / par Doane, David P. Publication : New York McGraw-Hill/Irwin 2009 . xv, 834 p. , Applied Statistics in Business & Economics 2e provides a comprehensive introduction to Statistics concepts and applications in business and economics. The text and Student CD provide state of the art integration of technology in order to focus on the important practical concepts and applications as opposed to mechanics. 28 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (3), Réserver Ajouter au panier (Supprimer)
		Applied stochastic processes / par Lefebvre, Mario. Publication : [S.l.] : Springer, 2006 . 382 p. ; , Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful. 23 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Pas d'image disponible Biodiversity ii : understanding and protecting our biological resources / par Sciences,, National Academy of. Publication : [S.l.] : Henry (Joseph) Press, 1997 . 560 p. ; , Broché. 23 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Estimation in conditionally herteroscedastic time series models par Straumann,, Daniel. Publication : [S.l.] Springer 2004 . 250 p. , In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies. 24 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Extreme events in nature and society Publication : [S.l.] Springer 2005 . 368 p. , Significant, and usually unwelcome, surprises, such as floods, financial crisis, epileptic seizures, or material rupture, are the topics of Extreme Events in Nature and Society. The book, authored by foremost experts in these fields, reveals unifying and distinguishing features of extreme events, including problems of understanding and modelling their origin, spatial and temporal extension, and potential impact. The chapters converge towards the difficult problem of anticipation: forecasting the event and proposing measures to moderate or prevent it. Extreme Events in Nature and Society will interest not only specialists, but also the general reader eager to learn how the multifaceted field of extreme events can be viewed as a coherent whole. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Heavy-tail phenomena : probabilistic and statistical modeling / par Resnick, Sidney I. Publication : [S.l.] : Springer, 2006 . 406 p. ; , This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, transmission rates of files are all examples of heavy-tailed phenomena. Key features: * Unique text devoted to heavy-tails * Emphasizes both probability modeling and statistical methods for fitting models. Most treatments focus on one or the other but not both * Presents broad applicability of heavy-tails to the fields of data networks, finance (e.g., value-at- risk), insurance, and hydrology * Clear, efficient and coherent exposition, balancing theory and actual data to show the applicability and limitations of certain methods * Examines in detail the mathematical properties of the methodologies as well as their implementation in Splus or R statistical languages * Exposition driven by numerous examples and exercises Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Interior point methods for linear optimization / par Roos, Cornelis. Publication : [S.l.] : Springer, 2005 . 497 p. ; , Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. KarmarkarĐs 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Introduction to discrete event systems / par Cassandras, Christos G. Publication : [S.l.] : Springer, 2007 . 776 p. ; , Introduction to Discrete Event Systems is a comprehensive introduction to the field of discrete event systems, offering a breadth of coverage that makes the material accessible to readers of varied backgrounds. The book emphasizes a unified modeling framework that transcends specific application areas, linking the following topics in a coherent manner: language and automata theory, supervisory control, Petri net theory, Markov chains and queuing theory, discrete-event simulation, and concurrent estimation techniques. This edition includes new material pertaining to the diagnosis of discrete event systems, decentralized supervisory control, and interval-based timed automata and hybrid automata models. This textbook is valuable to advanced-level students and researchers in a variety of disciplines where the study of discrete event systems is relevant: control, communications, computer engineering, computer science, manufacturing engineering, operations research, and industrial engineering. 26 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Mathematical methods and theory in games, programming, and economics / par Karlin,, Samuel, Publication : Mineola, N.Y. : Dover Publications, 2003 . 2 v. in 1 : , Originally published in 2 v.: Reading, Mass. : Addison-Wesley Pub. Co., c1959, in series: Addison-Wesley series in statistics. \| "Two volumes bound as one." 23 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Pas d'image disponible Optima and equilibria an introduction to nonlinear analysis par Aubin, Jean-Pierre. Publication : [S.l.] Springer 2003 . 433 p. , Progress in the theory of economic equilibria and in game theory has proceeded hand in hand with that of the mathematical tools used in the field, namely nonlinear analysis and, in particular, convex analysis. Jean-Pierre Aubin, one of the leading specialists in nonlinear analysis and its application to economics, has written a rigorous and concise - yet still elementary and self-contained - textbook providing the mathematical tools needed to study optima and equilibria, as solutions to problems, arising in economics, management sciences, operations research, cooperative and non-cooperative games, fuzzy games etc. It begins with the foundations of optimization theory, and mathematical programming, and in particular convex and nonsmooth analysis. Nonlinear analysis is then presented, first game-theoretically, then in the framework of set valued analysis. These results are then applied to the main classes of economic equilibria. The book contains numerous exercises and problems: the latter allow the reader to venture into areas of nonlinear analysis that lie beyond the scope of the book and of most graduate courses. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Quantum mechanics : an accessible introduction / par Scherrer,, Robert. Publication : [S.l.] : Addison Wesley, 2005 . 500 p. ; , KEY BENEFIT : Robert Scherrer's text provides a uniquely accessible and thorough introduction to quantum mechanics for readers. Scherrer carefully develops a solid foundation by recapping on the required math and other basic concepts before developing all the major more advanced topics. The Origins of Quantum Mechanics, The Problem with Blackbody Radiation, Math Interlude A: Complex Numbers and Linear Operators, The Schrĳdinger Equation, One-Dimensional Time-Independent, Math Interlude B: Linear Algebra, The Three-Dimensional Time-Independent, Math Interlude C: Matrices, Dirac Notation, and the Dirac Delta Function, Spin Angular Momentum, Time-Independent Perturbation Theory, The Variational Principle, Time-Dependent Perturbation Theory, Scattering Theory, The Multiparticle Schrĳdinger Equation, Some Modern Applications of Quantum Mechanics, What Comes Next? Relativistic Quantum Mechanics KEY MARKET : For all readers interested in quantum mechanics. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Statistical techniques in business and economics / par Lind, Douglas. Publication : [S.l.] McGraw-Hill/Irwin 2006 . 859 p. , The new edition of Lind’s Statistical Techniques in Business and Economics is a perennial market best seller due to its comprehensive coverage of statistical concepts and methods delivered in a student-friendly, step-by-step format. The text is non-threatening and presents concepts clearly and succinctly with a conversational writing style. All statistical concepts are illustrated with solved applied examples immediately upon introduction. Self reviews and exercises for each section, and review sections for groups of chapters also support the student learning steps. Modern computing applications (Excel, Minitab, and MegaStat) are introduced, but the text maintains a focus on presenting statistics concepts as applied in business as opposed to technology or programming methods. The thirteenth edition continues as a students’ text with increased emphasis on interpretation of data and results. 27 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (4), Réserver Ajouter au panier (Supprimer)
		Stochastic differential equations : an introduction with applications / par k̲sendal,, Bernt. Publication : [S.l.] : Springer, 2003 . 374 p. ; , This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Pas d'image disponible Theory of random sets / par Molchanov,, Ilya. Publication : [berne.] : Springer, 2005 . 504 p. , This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		An introduction to heavy-tailed and subexponential distributions / par Foss, Serguei. Publication : New York, NY : Springer, 2013 . 1 online resource. Date : 2013 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)