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

		An introduction 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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), 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)
		Pas d'image disponible 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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		Mathématiques et risques financiers / par Bouleau, Nicolas. Publication : Paris : Odile Jacob, 2009 . 265 pages : 22 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Méthodes mathématiques de la finance / par Demange, Gabrielle. Publication : Paris : Economica, 2005 . 307 pages : 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Optimal control models in finance a new computational approach par Chen, Ping, Publication : New York Springer 2005 . xviii, 201 pages 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Optimisation et contrôle stochastique appliqués à la finance / par Pham, Huyên. Publication : Berlin ; \| New York : Springer, 2007 . 1 online resource (xv, 186 pages). Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Quantitative finance for physicists : an introduction par Schmidt,, Anatoly B. Publication : [S.l.] Academic Press 2004 . 184 p. , With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing, portfolio management, and risk measurement. This book provides the basic knowledge in finance required to enable readers with physics backgrounds to move successfully into the financial industry. * Short, self-contained book for physicists to master basic concepts and quantitative methods of finance * Growing field-many physicists are moving into finance positions because of the high-level math required Draws on the author's own experience as a physicist who moved into a financial analyst position. 23 cm. Date : 2004 Disponibilité : Exemplaires disponibles:* La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Risk-neutral valuation : pricing and hedging of financial derivatives / par Bingham, N. H. Publication : Sheffield, UK ; \| New York : Springer, 2004 . xviii, 437 p. ; 25 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Semiparametric modeling of implied volatility par Fengler, Matthias R. Publication : Berlin ; \| New York : Springer, 2005 . 1 v. (XV-224 p.) : 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Stochastic calculus for finance par Shreve, Steven E. Publication : New York Springer 2004 . 2 volumes 24 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		Stochastic modeling and optimization : with applications in queues, finance, and supply chains / Publication : New York : Springer, 2003 . xi, 408 p. : , Partially based on papers presented at conferences held in Beijing on May 23-25, 2001 and in Hong Kong on May 28-29, 2001. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)
		The complex dynamics of economic interaction : essays in economics and econophysics Publication : [S.l.] Springe 2004 . 419 p. , The economy is examined by the authors as a complex interactive system. The emphasis is on the direct interaction between agents rather than on the indirect and autonomous interaction through the market mechanism. Contributions from economists and physicists emphasise the consequences for aggregate behaviour of the interaction between agents with limited rationality. Models of financial markets which exhibit many of the stylised facts of empirical markets such as bubbles, herd behaviour and long memory are presented. This includes contributions on bargaining, buyer-seller relations, the evolution of economic networks and several aspects of macro-economic behaviour. This book will be of interest to all those interested in the foundations of collective social and economic behaviour and in particular, to those concerned with the dynamics of market behaviour and recent applications of physics to economics. 24 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1), Réserver Ajouter au panier (Supprimer)

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