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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),

˜Le œcalcul numérique en finance empirique et quantitative : ingénierie financière et Excel (Visual Basic) / par Racicot,, Franðcois-Eric. Publication : Sainte-Foy, Québec : Presses de l'Université du Québec, 2004 . xxvi, 794 p. : 23 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

A course in derivative securities introduction to theory and computation par Back,, K. Publication : Berlin | New York Springer 2005 . xv, 355 pages 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Bayesian inference with ecological applications par Link, William August Publication : Amsterdam | Boston | London Elsevier/Academic 2010 . xiii, 339 pages 25 cm Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Bayesian statistics and marketing par Rossi,, Peter E. Publication : [S.l.] Wiley 2005 . 368 p. , The past decade has seen a dramatic increase in the use of Bayesian methods in marketing due, in part, to computational and modelling breakthroughs, making its implementation ideal for many marketing problems. Bayesian analyses can now be conducted over a wide range of marketing problems, from new product introduction to pricing, and with a wide variety of different data sources. Bayesian Statistics and Marketing describes the basic advantages of the Bayesian approach, detailing the nature of the computational revolution. Examples contained include household and consumer panel data on product purchases and survey data, demand models based on micro-economic theory and random effect models used to pool data among respondents. The book also discusses the theory and practical use of MCMC methods. Written by the leading experts in the field, this unique book: Presents a unified treatment of Bayesian methods in marketing, with common notation and algorithms for estimating the models. Provides a self-contained introduction to Bayesian methods. Includes case studies drawn from the authors’ recent research to illustrate how Bayesian methods can be extended to apply to many important marketing problems. Is accompanied by an R package, bayesm , which implements all of the models and methods in the book and includes many datasets. In addition the book’s website hosts datasets and R code for the case studies. Bayesian Statistics and Marketing provides a platform for researchers in marketing to analyse their data with state-of-the-art methods and develop new models of consumer behaviour. It provides a unified reference for cutting-edge marketing researchers, as well as an invaluable guide to this growing area for both graduate students and professors, alike. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Capital and knowledge : dynamics of economic structures with non-constant returns / par Zhang,, Wei-Bin, Publication : Berlin ; | New York : Springer, 1999 . xi, 431 p. : 24 cm. Date : 1999 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Compensating catastrophe victims : a comparative law and economics approach / par Bruggeman, Véronique, Publication : Alphen aan den Rijn, The Netherlands : | Frederick, MD : Kluwer Law International ; | Sold and distributed in North, Central, and South America by Aspen Publishers, 2010 . xxv, 612 pages : 25 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Computational finance using C and C# par Levy, George. Publication : Amsterdam | Boston Elsevier 2008 . xii, 370 pages , Series from jacket. 24 cm. Date : 2008 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Contemporary bayesian econometrics and statistics par Geweke,, John. Publication : [S.l.] Wiley-Interscience 2005 . 320 p. , Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Credit risk : modeling, valuation and hedging / par Bielecki,, Tomasz R., Publication : Berlin ; | New York : Springer, 2002 . xviii, 500 p. ; 25 cm. Date : 2002 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Dynamics of inequality and poverty   Publication : [S.l.] Emerald Group Publishing Limited 2006 . 368 p. , This volume consists of a number of papers related to the theme of the dynamics of inequality and poverty. These are subdivided into four separate parts. The five chapters in Part I of this volume are concerned with inequality and poverty over extended time periods. Bandyopadhyay and Cowell deal with the concept of vulnerability in the context of income mobility of the poor. Biewen studies the extent and the composition of chronic poverty in Germany, comparing the results with the United Kingdom and the United States. Van de Ven describes a dynamic microsimulation model of cohort labour earnings based on the Australian population aged between 20 and 55 years, and considers how the widening social gap between the Australia and the UK is reflected by their redistributive systems, through the use of static and dynamic microsimulation. Kelly analyses the lifetime distribution of net worth in Australia using a dynamic microsimulation model to project the cross-sectional and lifetime asset holdings of a 5-year birth cohort over a period of 40 years. In Part II, the issue of intergenerational transfers of poverty is considered. Corak compares generational earnings mobility and the reasons for the degree to which the long run labour market success of children is related to that of their parents across countries. He provides a framework for understanding the underlying causal process as well as the conception of equality of opportunity, as a guide for public policy. Grawe uses data from the British National Childhood Development Study to examine the quality-quantity trade-off in fertility in multiple measures of child achievement. Maani examines the link between parental income and other resources during adolescent years, and higher education choices of the offspring at age 18, using a recent longitudinal data set from New Zealand. Part III is concerned with inequality over time. First, Wolff examines US inequality since the late 1940s, investigating the role of computer investment, dispersion of schooling and unionisation rate in the rise in inequality between 1968 and 2000. Second, Chotikapanich and Griffiths consider the question of testing for dominance in income distributions through the development of Bayesian methods of inference, which report on changes in income distributions in terms of the posterior probabilities. This allows an assessment of whether income distributions have changed over time. The final part of this volume is concerned with measurement issues. Makdissi and Wodon propose a measure of extreme poverty which is multidimensional in nature. It recognises the fact that there are interaction effects between different deprivations and that the length of time during which deprivations are felt may have a negative impact on household well-being. In the final contribution, Cowell examines Theil's approach to the measurement of inequality in the context of subsequent developments over recent decades. It focuses on the dynamics of inequality and poverty. It examines inequality and poverty over time, the intergenerational transfer of poverty, inequality over time, and measurement issues. The chapters discuss inequality and poverty in developed countries around the world, providing a mulitnational perspective. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),
Dynamics of markets : the new financial economics par McCauley, Joseph L. Publication : Cambridge, UK | New York Cambridge University Press 2009 . xv, 270 pages 26 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Financial and actuarial statistics an introduction par Borowiak,, Dale S. Publication : [S.l.] CRC Press 2003 . 352 p. , Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models. 25 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Finitary probabilistic methods in econophysics par Garibaldi, Ubaldo Publication : Cambridge | New York Cambridge University Press 2010 . xiv, 327 pages , "Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"-- 26 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Game theory and political theory : an introduction / par Ordeshook,, Peter C., Publication : Cambridge [Cambridgeshire] ; | New York : Cambridge University Press, 1986 . xv, 511 p. : 24 cm. Date : 1986 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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),

Introduction to the mathematics of finance : from risk management to options pricing / par Roman, Steven. Publication : New York : Springer, 2004 . xiv, 354 pages : 25 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Martingale methods in financial modelling par Musiela, Marek, Publication : Berlin | New York Springer. 2005 . xvi, 636 pages 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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),

Mathematics of financial markets / par Elliott,, Robert J. Publication : New York : Springer, 2005 . xi, 352 p. : 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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