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˜An œintroduction to wavelets and other filtering methods in finance and economics / par Gençay,, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : , 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 wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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La monnaie virtuelle qui nous fait vivre : l'économie à l'épreuve de l'innovation financière / par Serval, Jean-François. Publication : Paris : Editions d'Organisation, 2011 . 1 online resource (303 pages) , "Deuxième tirage 2011." | Includes glossary. Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Corporate governance, financial markets and global convergence.   Publication : [S.l.] : Springer, 1997 . 336 p. ; , The papers in this volume were presented in Budapest at the 20th Colloquium of the Societe Universitaire Europeenne de Recherches Financieres (SUERF), arranged in association with the Robert Triffin-Szirak Foundation. Each paper deals with a different aspect of the characteristics of and trends in corporate governance. The three main topics are: + Corporate governance of financial institutions; + Corporate governance as exerted by financial institutions; + Financial instutions as participants in the transfer of corporate governance. The structure of financial markets and institutions has a significant impact on the ways in which the power to manage corporate resources is allocated. The relative roles of different types of owners and the legal framework within which they operate are currently in a state of flux throughout Europe. Financial integration in the European Union, the transition to open market economies in Central and Eastern Europe and privatization, have a profound effect on the behaviour and influence of different enterprises. This collection of papers demonstrates the range of aspects of corporate governance in a world characterized by rapid technological, political and institutional change which is currently concerning researchers and practitioners. The authors come from a wide number of countries and disciplines, and include people from leading banks and corporations, public officials and academics, providing different perspectives on corporate governance, financial markets and global convergence in eastern and western Europe. Their contributions will be of considerable interest to academics in the fields of finance and banking, monetary economics and macro-economics, and also to professionals in banks, securities houses, corporate treasuries, pension funds, consultancies, law firms, central banks and regulatory bodies. 25 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Definitive guide to direct & interactive marketing : how to select, reach & retain the right customers par Stone, Merlin. Publication : [S.l.] : Financial Times Management 2003 . 412 p. , We've all been on the receiving end of bad direct marketing. It's a waste of time and money and alienates more customers than it wins. Good direct marketing, on the other hand, is a totally different story. Some companies are so good at it that they manage to repeatedly target the right customers. Their direct marketing is so sharp that it closes the sale and so consistently useful that customers just keep coming back for more. More importantly, it is no longer a specialist function in a separate department. Few marketing managers can afford to be without a decent understanding of direct and interactive marketing. The Definitive Guide to Direct and Interactive Marketing is the essential handbook for anyone who needs to make sure their direct marketing works. Bad direct marketing isn't called junk mail for nothing. It's a waste of money and alienates more customers than it wins. This is a guide to effective direct marketing - the best and most cost-effective way of targeting, winning and retaining new customers. 25 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Econometric analysis / par Greene, William H. Publication : [S.l.] : Prentice Hall, 2007 . 1216 p. ; , Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for  social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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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),

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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),

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Introduction to econometrics / par Maddala,, G.S. Publication : [S.l.] : John Wiley & Sons Ltd, 2001 . 664 p. ; , Broché. 24 cm. Date : 2001 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Introduction to mathematical finance : discrete time models / par Pliska, S.R. Publication : [S.l.] : Blackwell Publishers, 1997 . 262 p. ; , Relié. 24 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Le capital humain comment le savoir détermine notre vie par Publishing, OECD. Publication : [S.l.] Organization for Economic Co-operation and Development (OECD) 2007 . 160 p. , BrochØ. 22 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Managing mailing lists : majordomo, listserv, listproc, and smartlist / par Schwartz,, Alan. Publication : [S.l.] : O'Reilly Media, 1998 . 296 p. ; , Mailing lists are an ideal vehicle for creating email-based electronic communities. All you need to run a mailing list is access to a system that is connected to the Internet, a mailing list management software package, and a bit of know-how, which is where this book comes in. Managing Mailing Lists is full of practical information for the list maintainer and system administrator alike. This book covers four mailing list packages: Majordomo, LISTSERV, Listproc, and SmartList -- all of which run on UNIX systems (LISTSERV runs on a number of platforms, including Windows NT). If you are a system administrator, Managing Mailing Lists tells you what you need to know to pick a mailing list package and get it up and running on your system. If you are charged with establishing and running a list, this book covers everything you need to know about setting up and maintaining the list, from writing the charter to dealing with bounced messages. Mailing lists offer a great deal of flexibility, and this book lays out all the different options, such as creating moderated lists, controlling who can subscribe to a list, offering digest subscriptions, and archiving list postings. 24 cm. Date : 1998 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Mathematical methods in risk theory / par Bþhlmann,, Hans. Publication : [S.l.] : Springer, 1996 . 210 pages ; , From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43 "It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature." Journal of the Royal Statistical Society (England) 1971 " This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65. 24 cm. Date : 1996 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Mathematics for economics and finance / par Harrison, Michael, Publication : London ; | New York : Routledge, 2011 . xxiii, 520 pages : , "First published in 2011 by Routledge"--Title page verso. 25 cm Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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Tabu search / par Glover,, Fred W. Publication : [S.l.] : Springer, 1998 . 408 p. ; , This book explores the meta-heuristics approach called tabu search , which is dramatically changing our ability to solve a host of problems that stretch over the realms of resource planning, telecommunications, VLSI design, financial analysis, scheduling, space planning, energy distribution, molecular engineering, logistics, pattern classification, flexible manufacturing, waste management, mineral exploration, biomedical analysis, environmental conservation and scores of other problems. The major ideas of tabu search are presented with examples that show their relevance to multiple applications. Numerous illustrations and diagrams are used to clarify principles that deserve emphasis, and that have not always been well understood or applied. The book's goal is to provide `hands-on' knowledge and insight alike, rather than to focus exclusively either on computational recipes or on abstract themes. This book is designed to be useful and accessible to researchers and practitioners in management science, industrial engineering, economics, and computer science. It can appropriately be used as a textbook in a masters course or in a doctoral seminar. Because of its emphasis on presenting ideas through illustrations and diagrams, and on identifying associated practical applications, it can also be used as a supplementary text in upper division undergraduate courses. Finally, there are many more applications of tabu search than can possibly be covered in a single book, and new ones are emerging every day. The book's goal is to provide a grounding in the essential ideas of tabu search that will allow readers to create successful applications of their own. Along with the essential ideas, understanding of advanced issues is provided, enabling researchers to go beyond today's developments and create the methods of tomorrow. 24 cm. Date : 1998 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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