www.bookin.org.ru Книги Интернет магазин +79015461416

    есть на складе           
Салаты сборник рецептов

 Derivatives Markets with Stochastic Volatility. Interest-Rate Derivatives and Value-at-Risk
Наименование:

Derivatives Markets with Stochastic Volatility. Interest-Rate Derivatives and Value-at-Risk

автор Rafael D.S. издательство Книга по Требованию Математический анализ. Кратные и криволинейные интегралы. Задачи, решения
Cтраниц 180        мягкая обложка       
Аннотация:In this book we study systems that arise in interest-rate markets when the volatility of the short rate is modeled as a function of two mean-reverting diffusions that vary on different scales. This allows us to capture a rich variety of volatility patterns. Although the assumption of constant volatility is a reasonable approximation for some markets, in the last two decades the need for more general non- constant volatility models has been the driving force behind numerous works in Financial Mathematics. In the last part of the book the analysis is extended to other areas, like Value- at-Risk, in which similar systems arise when the volatility is modeled as a stochastic process. The book is oriented to researchers who work in the field of Mathematical Finance, as well as to practitioners who would like to gain a better understanding of how to include stochastic volatility in their models.
Автор: Rafael D.S.
Издательство: Книга по Требованию
Год:2008
Цена:
2783 руб
Нет в наличии
Поиск: Derivatives Markets with Stochastic Volatility. Interest-Rate Derivatives and Value-at-Risk


ДОСТИГ ЦЕЛИ, А СЧАСТЬЕ НЕ НАСТУПИЛО?


Пакеты математических расчетов (работа в Derive)

СодержаниеНемного системы Derive 3Система Derive в науке и образовании 5Система Derive в мире: взгляд из I er e 7Функции, константы и операторы системы Немного истории.Появление такого рода компьютеризованных систем обусловлено всей логикой развития вычислительных методов в науке и практике, общим для которых (с момента появления компьютеров) является незыблемость сложившихся этапов решения любой прикладной задачи: постановка, выбор алгоритма решения, составление программы, тестирование (как правило, весьма трудоемкое) и, наконец, собственно расчеты. По существу, перед нами готовый перечень дисциплин, которыми должен владеть инженер-исследователь для того, чтобы добраться до итога - численного результата и оценки влияния различных параметров. Получалось, что использование компьютеров не упрощало, а усложняло решение практических проблем. Разделение труда( кто-то ставит задачу и выбирает алгоритм решения, а кто-то программирует, тестирует и вычисляет) немного ускоряло процесс решения и уж совершенно точно усложняло его, мало увеличивая его надежность и эффективность: «жрецы»- программисты диктовали свои условия, вторгаясь со своими техническими требованиями в этот процесс, который для больших задач сразу же терял свою «прозрачность».
Настольная игра "Битва полов", артикул 7747.
Предлагаем вам принять участие в извечном противостоянии мужчин и женщин. В настоящей битве сойдутся мужское мышление и женская логика,
568 руб
Раздел: Игры для взрослых (18+)
Рамочка на 12 фотографий "Первый год" (белая).
Рамочка с отпечатком - это особый подход к созданию очаровательного подарка на память для этого особого периода жизни, с картинкой и
2503 руб
Раздел: Мультирамки
Доска магнитно-маркерная "Premium", 450x600 мм.
Доска магнитно-маркерная "Premium". Увеличенная толщина магнитно-маркерной поверхности, ДВП основа. Полочка для аксессуаров и
940 руб
Раздел: Доски магнитно-маркерные
LIBOR Market Model. Volatility SpecificationsLIBOR Market Model. Volatility Specifications
Here, this similarity in prices is analytically quantified using asymptotic expansion techniques. Simona S. Книга по Требованию  
2746 руб
Monetary Policy Analysis in Emerging Markets. The Modelling of Conditional Volatility in Mexico and other Developing CountriesMonetary Policy Analysis in Emerging Markets. The Modelling of Conditional Volatility in Mexico and other Developing
The first part of the book examines some stylised features in EM such as the fear of floating, the lack of credibility and the effect of central bank intervention on exchange rates under different monetary regimes including Inflation Targeting Alfonso M. Книга по Требованию  
3233 руб
STOCHASTIC AND COPULA MODELS FOR CREDIT DERIVATIVES. RESULTS OF CDO TRANCHE SENSITIVITIES IN THE GAUSSIAN COPULA MODELSTOCHASTIC AND COPULA MODELS FOR CREDIT DERIVATIVES. RESULTS OF CDO TRANCHE SENSITIVITIES IN THE GAUSSIAN COPULA
We compute certain stochastic integrals involving the exit time. Chao M. Книга по Требованию  
2007 руб
Effects of exchange rate on stock market. The effect of exchange rate changes on stock market volatility in New Member statesEffects of exchange rate on stock market. The effect of exchange rate changes on stock market volatility in New Member
Radek J. Книга по Требованию  
1877 руб
Financial Markets and Institutions: International Edition, 5thFinancial Markets and Institutions: International Edition, 5th
Mishkin Addison Wesley  
1705 руб
Legal Risk in the Financial MarketsLegal Risk in the Financial Markets
It also considers how legal risk is intended to be addressed as part of operational risk under the new Basel II regulatory regime. - The only book of its kind on this topical issue - Timely publication ahead of the new Basel II regime - Considers McCormick R. Oxford University Press  
11217 руб
Книжный магазин bookin.org.ruOptions, Futures and Other Derivatives
Hull Prentice Hall  
1770 руб
Money, Banking and Financial MarketsMoney, Banking and Financial Markets
Cecchetti S.G. The McGraw-Hill Companies  
3659 руб
Understanding Unemployment in the Modern Economy. Institutions, markets and unemploymentUnderstanding Unemployment in the Modern Economy. Institutions, markets and unemployment
The starting point is a review of the social and psychological literature in order to understand how joblessness affects people. Roger B. Книга по Требованию  
2746 руб
The Brazilian Shoe Industry and the Chinese Competition in International Markets. The Brazilian Shoe Industry - Competing in International Markets. A case of Success.The Brazilian Shoe Industry and the Chinese Competition in International Markets. The Brazilian Shoe Industry - Competing in International Markets. A case of
This study is a quantitative and qualitative analysis of the performance of the Brazilian shoe industry in international markets. Pedro K. Книга по Требованию  
2384 руб
Stochastic Inverse Regression and Reproducing Kernel Hilbert Space. with Applications in Functional Data AnalysisStochastic Inverse Regression and Reproducing Kernel Hilbert Space. with Applications in Functional Data Analysis
This monograph reports contributions on both fronts, where a unifying inverse regression theory for both the multivariate setting and functional data from a Reproducing Kernel Hilbert Space (RKHS) prospective is Haobo R. Книга по Требованию  
1996 руб
Herding in Financial Markets During Internet Bubble. An Empirical AnalysisHerding in Financial Markets During Internet Bubble. An Empirical Analysis
I find that NYSE functions efficiently and shows no evidence of any meaningful herding in general. Vivek S. Книга по Требованию  
1996 руб
Microcredit and poverty in Mexico. An impact assessment in urban marketsMicrocredit and poverty in Mexico. An impact assessment in urban markets
Mexico has undergone a major reform in financial markets that transformed the system from financial repression to financial liberalisation and yet, many enterprising households, particularly at the bottom- end of the income distribution, remain Miguel N.Z. Книга по Требованию  
3214 руб
A Social Marketing approach about how to serve the Bottom of the Pyramid market with water purifiers, including a Field Study conducted in Cambodia Marketing Challenges and Social Marketing for POUS in Emerging Markets.A Social Marketing approach about how to serve the Bottom of the Pyramid market with water purifiers, including a Field Study conducted in Cambodia Marketing
Until now, most of the products designed for the poor have been strongly subsidized or given away free of charge. Martin P. Книга по Требованию  
2768 руб
A Risk Management Approach Using Capital Markets Commercial Real Estate Price Risk.A Risk Management Approach Using Capital Markets Commercial Real Estate Price Risk.
In contrast to other major asset classes, the market for commercial real estate derivatives is still in a nascent stage. Raphael A. W. Книга по Требованию  
2402 руб
Sales Channels for Targeting Base-of-Pyramid Markets in India. Distribution strategies for industrial chemical goods in IndiaSales Channels for Targeting Base-of-Pyramid Markets in India. Distribution strategies for industrial chemical goods in
General key success factors and business model aspects that are relevant include efficient direct sales, disruptive innovation in products and processes, diversification, relationships and social contracts. Kadri V.F. Книга по Требованию  
3620 руб
Platforms, Pricing, Commitment and Variety in Two-Sided MarketsPlatforms, Pricing, Commitment and Variety in Two-Sided Markets
This dissertation studies optimal pricing, variety and commitment by platforms operating in markets, which combine a two-sided structure with a vertical relationship. Книга по Требованию  
2768 руб
Individualized Newspaper - Theory and Use of Mass Customization. 45 Indicators to Verify Mass Customization as a Suitable Concept for MarketsIndividualized Newspaper - Theory and Use of Mass Customization. 45 Indicators to Verify Mass Customization as a Suitable Concept for
The individualized newspaper is in a new approach which provides the opportunity for publishers to counter that decline, and potentially create new sources of income. Книга по Требованию  
2007 руб
External Intervention in Foreign Exchange Markets. Emphasis on the Tobin TaxExternal Intervention in Foreign Exchange Markets. Emphasis on the Tobin Tax
Does the tax interfere with trades of speculators or hedgers, if it was deployed comprehensively? Книга по Требованию  
2007 руб
Finding Analytical Field Amplitude Derivatives by Using RCWA Sensitivity Analysis for Grating Reconstruction.Finding Analytical Field Amplitude Derivatives by Using RCWA Sensitivity Analysis for Grating Reconstruction.
Periodic structures, called diffraction gratings, play an important role in optical lithography. Nico v.d.A. Книга по Требованию  
2415 руб
Foreign Direct Investment - The Ticket to Global Markets and Future Prosperity?. Hungary and Slovakia ComparedForeign Direct Investment - The Ticket to Global Markets and Future Prosperity?. Hungary and Slovakia Compared
This is the main argument presented in this book that compares the effects of foreign direct investment (FDI) in Hungary and Slovakia during the 1990s and early 2000s. Книга по Требованию  
2007 руб
A Case Study from Chile Water Markets and Coordination Failures.A Case Study from Chile Water Markets and Coordination Failures.
In this study, an operating water market inside an agricultural area in Northern Chile was analyzed. Eduardo Z. Книга по Требованию  
2415 руб
Robust Execution for Stochastic Hybrid Systems. Algorithms for Control, Estimation and LearningRobust Execution for Stochastic Hybrid Systems. Algorithms for Control, Estimation and Learning
This book develops a model-based executive that reasons explicitly from a stochastic hybrid discrete-continuous system model to find the optimal course of action, while ensuring the required level of robustness to uncertainty is Lars B. Книга по Требованию  
2783 руб
The impact of a more flexible exchange rate regime in the People's Republic of China on its development strategy and financial markets China's challenge on the Yuan.The impact of a more flexible exchange rate regime in the People's Republic of China on its development strategy and financial markets China's challenge on the
Nevertheless, this move has not substantially changed the public opinion. Sigrid L. Книга по Требованию  
2415 руб
Optimal Financial Behaviour over a Stochastic Life Cycle Growing Old Gracefully.Optimal Financial Behaviour over a Stochastic Life Cycle Growing Old Gracefully.
By simulating this theoretical model of lifetime personal financial planning we are able to quantitatively assess popular financial advice. Thomas P. Книга по Требованию  
3233 руб
Stochastic Differential Equations: A Dynamical Systems ApproachStochastic Differential Equations: A Dynamical Systems Approach
The relatively new subject of stochastic differential equations has increasing importance in both theory and applications. Blane H. Книга по Требованию  
2415 руб
China's Property Markets in the Economic Transition Emerging Commercial Property Cycle.China's Property Markets in the Economic Transition Emerging Commercial Property Cycle.
The conclusions discovered that structural change is a basic driver of property cycles. Hao W. Книга по Требованию  
3233 руб
Stochastic Programs and Sequential Decision Models Managing Uncertainty in the Single Airport Ground Holding Problem.Stochastic Programs and Sequential Decision Models Managing Uncertainty in the Single Airport Ground Holding Problem.
The single airport ground holding problem with capacity uncertainty is modeled using two approaches: multi-stage stochastic integer programs with probabilistic capacity scenario trees and sequential decision dynamic programs with Markov capacity Книга по Требованию  
2783 руб
Growth and Development Study Inflation Volatility versus Institutions.Growth and Development Study Inflation Volatility versus Institutions.
The results show that although institutions contribute more to welfare in the long- run, the significant role of monetary policy which is not stemmed from the underlying institutions cannot be minimized. Noha E. Книга по Требованию  
2783 руб
FACTORS INFLUENCING INFORMATION CONTROL IN BUSINESS-TO-BUSINESS MARKETS ORGANIZATIONAL BUYING BEHAVIOR.FACTORS INFLUENCING INFORMATION CONTROL IN BUSINESS-TO-BUSINESS MARKETS ORGANIZATIONAL BUYING BEHAVIOR.
This book discusses and reports on factors that influence information control such as organizational structure; work climate; task interdependence; environmental uncertainty; and organizational size. RICHARD G. Книга по Требованию  
2007 руб
Die Rolle der Laender Brasilien, Russland, Indien und China fuer Vorsorge-Investments in Osterreich Investmentchancen in Emerging Markets.Die Rolle der Laender Brasilien, Russland, Indien und China fuer Vorsorge-Investments in Osterreich Investmentchancen in Emerging
Nach eingehender Literaturrecherche wird der bisherige Entwicklungsverlauf der Laender Ungarn und Polen seit der Transformation in den 1990er Jahren bis 2007 aufgezeigt sowie der Entwicklungsstatus der BRIC Staaten anhand der folgenden fuenf Dieter H. Книга по Требованию  
2007 руб
Synthesis and biological testing of 1-adamantyl derivatives. Different synthetic methods and biological evaluation of adamantane containing derivativesSynthesis and biological testing of 1-adamantyl derivatives. Different synthetic methods and biological evaluation of adamantane containing
In addition, 1,2,4-triazole and 1,3,4-thiadiazole were reported to constitute the pharmacologically active moiety of several compounds. Ebtehal A. Книга по Требованию  
2783 руб
Essays in Economic Discrimination in the Labor Markets. Theory and EvidenceEssays in Economic Discrimination in the Labor Markets. Theory and Evidence
Any coordination failure would be more severe for the cohorts of individuals 35-44 and 45-54 than those 25-34, and the share of whites working significantly increases discrimination. Carlos M. Книга по Требованию  
3233 руб
Explicit Simulation Methods for Combustion Chemistry. Stochastic and Deterministic Numerical Algorithms and their RelationshipExplicit Simulation Methods for Combustion Chemistry. Stochastic and Deterministic Numerical Algorithms and their
In addition, the new algorithms are compared in terms of performance to each other and to some widespread conventional ODE-solver packages for stiff systems. Sebastian M. Книга по Требованию  
2415 руб
Explaining Religious Participation for U.S. Immigrants. The Impact of Nativity, Ethnic community, Family Structure, and Religious MarketsExplaining Religious Participation for U.S. Immigrants. The Impact of Nativity, Ethnic community, Family Structure, and Religious
The size and location of the ethnic community may also play a significant role in religious participation among immigrants. Fawaz A. Книга по Требованию  
2783 руб
A Hybrid of Stochastic Programming Approaches with Economic and Operational Risk Management Optimization Strategies: Petroleum Refinery Planning under Uncertainty.A Hybrid of Stochastic Programming Approaches with Economic and Operational Risk Management Optimization Strategies: Petroleum Refinery Planning under
An SP technique that utilizes compensating slack variables is employed to explicitly account for constraint violations to increase model tractability. Cheng S.K. Книга по Требованию  
3233 руб
Nonlinear Studies. In The Financial Markets And Foreign Exchange RateNonlinear Studies. In The Financial Markets And Foreign Exchange Rate
In this book, nonlinear data analysis tools are used to explore the rich dynamics of the financial time series. Atin D. Книга по Требованию  
2007 руб
MERCURY ION SELECTIVE ELECTRODES. Polypyridine Derivatives as IonophoresMERCURY ION SELECTIVE ELECTRODES. Polypyridine Derivatives as Ionophores
Hence, there is a pressing need to monitor the level of mercury therein by for example the simplest technique utilized i. e. ISE. However, most of these are limited to a certain pH range, in particular acid region, incorporation of elaborate or Fariba B. Книга по Требованию  
2007 руб
Dynamic Stochastic General EquilibriumDynamic Stochastic General Equilibrium
Dynamic stochastic general equilibrium modeling (abbreviated DSGE or sometimes SDGE or DGE) is a branch of applied general equilibrium theory that is increasingly influential in contemporary macroeconomics. Frederic P. M. Книга по Требованию  
1394 руб
Stochastic DriftStochastic Drift
Stochastic models are based on random trials and usually envelope a randomly determined sequence of observations. Lambert M. S. Книга по Требованию  
1394 руб



на главную


+7 (495) 105-96-52

Киниги почтой www.bookin.org.ru Книжный интернет магазин bookin.org.ru доставка книг почтой