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

    есть на складе           
Салаты сборник рецептов

 Calibration of Multivariate Generalized Hyperbolic Distributions. Applications in Risk Management, Portfolio optimization, and Portfolio Credit Risk
Наименование:

Calibration of Multivariate Generalized Hyperbolic Distributions. Applications in Risk Management, Portfolio optimization, and Portfolio Credit Risk

автор Wenbo H. издательство Книга по Требованию Собственное дело. С чего начать предпринимательскую деятельность
Cтраниц 116        мягкая обложка       
Аннотация:We describe a way to stably calibrate GH distributions for a wider range of parameters than has previously been reported. It is also useful to quantitative finance analysts and numeric algorithm developers. We apply GH distributions in three financial applications. The distributions of many financial quantities are well-known to have heavy tails, exhibit skewness. This family includes Gaussian and Student t distributions, and the so-called skewed t distributions. Third, we build an intensity-based model to price Basket Credit Default Swaps by calibrating the skewed t distribution directly, without the need to separately calibrate the skewed t copula. Second, we calculate an efficient frontier for equity portfolio optimization under the skewed-t distribution and we show that the Gaussian efficient frontier is actually unreachable. First, we forecast the VaR for stock index returns, and show that the GH distributions outperform the Gaussian distribution. This book is useful to academic research of GH distributions for both theory and calibration. We study an especially promising family: multivariate generalized hyperbolic distributions(GH).
Автор: Wenbo H.
Издательство: Книга по Требованию
Год:2009
Цена:
2007 руб
Нет в наличии
Поиск: Calibration of Multivariate Generalized Hyperbolic Distributions. Applications in Risk Management, Portfolio optimization, and Portfolio Credit Risk
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
Russia and the international economy

Alo gside wi h o her provisio s his program shall embrace cus oms ariff ra es pla ed for he year i ques io as well as he ba d of heir possible fluc ua io , hus maki g he foreig rade more predic able. he Gover me has he righ o i roduce expor a d impor qua i a ive res ric io s o a io al securi y grou ds, o comply wi h i er a io al agreeme s or o pro ec he domes ic marke , however, hese measures shall be a ou ced o less ha 3 mo hs prior o heir ac ual i roduc io . he law e visages a possibili y o i roduce s a e mo opoly for rade i cer ai produc s. I his case a special procedure of lice si g impor a d expor opera io s exclusively o s a e-ow ed e erprises shall be applied.  As he above me io ed law was effec ua ed, he Commissio of he RF Gover me o Safeguard Measures i Foreig rade became fully legi ima e a d i December i received "Procedures of I ves iga io Prior o Applica io of Safeguard Measures" approved by he MFER (Russ.abbr. MVES). A possibili y o apply safeguard measures agai s compe i ive impor ed produc s complies wi h usual prac ices applicable i he world rade.
Стиральный порошок "Аист", автомат, 4000 г.
Бесфосфатный стиральный порошок. Предназначен для стирки изделий из х/б, льняных, синтетических и смесовых тканей в стиральных машинах
453 руб
Раздел: Стиральные порошки
Детский шезлонг качалка "Счастливый лягушонок".
Характеристики: - дуга со съемными игрушками; - электронный блок, два режима: музыка и вибрация; - работает в совместном режиме
2224 руб
Раздел: Качели, кресла-качалки, шезлонги
Щипцы кулинарные "Paterra", силиконовые.
Силиконовые щипцы предназначены для комфортных манипуляций с приготавливаемым продуктом. Щипцами удобно переворачивать мясо, тефтели,
323 руб
Раздел: Щипцы
Multivariate Polya DistributionMultivariate Polya Distribution
In document classification, for example, the distribution is used to represent probabilities over word counts for different document types. Frederic P. M. Книга по Требованию  
1122 руб
Error sources, self-calibration and direct georeferencing Terrestrial laser scanning.Error sources, self-calibration and direct georeferencing Terrestrial laser scanning.
During the last decade, terrestrial laser scanning (TLS) has appeared as a new surveying technique. Yuriy R. Книга по Требованию  
2768 руб
Generalized functions in mechanical models. Differential and fractional differential equationsGeneralized functions in mechanical models. Differential and fractional differential equations
Problems that are considered in this book model various mechanical phenomena, especially from rod theory and viscoelasticity. Ljubica O. Книга по Требованию  
2402 руб
Das langfristige soziale Anpassungsniveau von KJP Patienten. Eine katamestische multivariate StudieDas langfristige soziale Anpassungsniveau von KJP Patienten. Eine katamestische multivariate Studie
Insgesamt erwiesen sich ein niedrigeres Therapiealter, ein Aufwachsen in einer Stief- oder Adoptivfamilie, das weibliche Geschlecht, eine Rueckkehr nach der Therapie in das alte Milieu sowie ein irregulaeres Therapieende als guenstig fuer die Michael S. Книга по Требованию  
3986 руб
Forces in Living Systems. A Quantitative Evaluation of Force Distributions in Single and Multi Cellular SystemsForces in Living Systems. A Quantitative Evaluation of Force Distributions in Single and Multi Cellular Systems
In addition, local force and compliance measurements should produce new insights in cell-ECM interaction and tissue development. Книга по Требованию  
2415 руб
Black Box Simulation Optimization. Generalized Response Surface MethodologyBlack Box Simulation Optimization. Generalized Response Surface Methodology
Therefore, for many practical cases one cannot obtain an analytical solution through methods that require explicit mathematical formulations. Ebru M. A. Книга по Требованию  
2007 руб
Analysis of Global Demand for Fertilizer in 2015 and 2030. Comparison of Three Multivariate ModelsAnalysis of Global Demand for Fertilizer in 2015 and 2030. Comparison of Three Multivariate Models
The slower growth rates in developing countries is however an issue of concern. Frank T. Книга по Требованию  
2415 руб
A review and empirical investigation to locate potentially informative data points Identification of Multivariate Outliers.A review and empirical investigation to locate potentially informative data points Identification of Multivariate
Basic familiarity with statistical concepts is assumed. Mark W. Книга по Требованию  
3233 руб
Symmetries in Non-smooth Settings. Generalized Colombeau and Fractional SymmetriesSymmetries in Non-smooth Settings. Generalized Colombeau and Fractional Symmetries
The theory of algebras of generalized functions (in the sense of Colombeau) efficiently deals with linear and nonlinear partial differential equations which involve singularities, with applications in such diverse fields as mathematical physics Sanja K. Книга по Требованию  
2783 руб
Distributions Of Order Patterns in Time SeriesDistributions Of Order Patterns in Time Series
The book is useful as a text for graduate-level in Mathematics ( probability and statistics) and Physics In the end the book presents the permutation entropy as a measure of complexity of time series. Faten S. Книга по Требованию  
2007 руб
Seamless IP-diversity-based Generalized Mobility Architecture Seamless IP-diversity-based Generalized Mobility Architecture (SIGMA) A Mobility Architecture for Terrestrial and Space
Finally, the interoperability between SIGMA and existing Internet security mechanisms is discussed. Shaojian F. Книга по Требованию  
2783 руб
TIME-FREQUENCY ANALYSIS USING NEURAL NETWORKS. De-blurred Time-Frequency Distributions Using Neural NetworksTIME-FREQUENCY ANALYSIS USING NEURAL NETWORKS. De-blurred Time-Frequency Distributions Using Neural Networks
In the first part, it explores and discusses the diversity of concepts and motivations for obtaining good resolution and highly concentrated time- frequency distributions (TFDs) for the research community. Imran S. Книга по Требованию  
2415 руб
Direct Likelihood Approximations for Generalized Linear Mixed Models. An Adaptive ApproachDirect Likelihood Approximations for Generalized Linear Mixed Models. An Adaptive Approach
The resulting approximation of the likelihood function still needs to be numerically maximized with respect to all unknown parameters. Basheer A. Книга по Требованию  
2007 руб
IBM Generalized Markup LanguageIBM Generalized Markup Language
High Quality Content by WIKIPEDIA articles! Frederic P. M. Книга по Требованию  
1394 руб
SUSE Linux DistributionsSUSE Linux Distributions
SUSE Linux is a computer operating system. Lambert M. S. Книга по Требованию  
1598 руб
Smithsonian Mathematical Tables. Hyperbolic FunctionsSmithsonian Mathematical Tables. Hyperbolic Functions
Institution S. Книга по Требованию  
1147 руб
Stress distributions in engineering materialsStress distributions in engineering materials
Книга по Требованию  
598 руб
HYPERBOLIC FUNCTIONS 1909HYPERBOLIC FUNCTIONS 1909
Несмотря на то, что была проведена серьезная работа по восстановлению первоначального качества издания, на некоторых страницах могут обнаружиться небольшие "огрехи": помарки, кляксы и т. п. Книга представляет собой репринтное BECKER C.O. Книга по Требованию  
1147 руб
Analysis on Manifolds with Generalized Cusps. Spectral Theory of the Laplace OperatorAnalysis on Manifolds with Generalized Cusps. Spectral Theory of the Laplace Operator
More precisely, we study the Laplace operator acting on p-forms, defined on an n-dimensional manifold with generalized cusp. Nikolaos R. Книга по Требованию  
1893 руб
Data-driven analysis of sequencing batch reactors. Multivariate and qualitative data analysis of a wastewater treatment processData-driven analysis of sequencing batch reactors. Multivariate and qualitative data analysis of a wastewater treatment
A pilot-scale sequencing batch reactor (SBR) for wastewater treatment is used as a case study for the major parts of the work presented. Kris V. Книга по Требованию  
3050 руб
Variance Estimation for Bayesian Dynamic Linear Models. Inference for Multivariate State Space ModelsVariance Estimation for Bayesian Dynamic Linear Models. Inference for Multivariate State Space Models
One of the key problems of multivariate time series analysis is the estimation of the covariance matrix of the data, as this holds important information of the co-evolution and correlation of the component time series data of Kostas T. Книга по Требованию  
2625 руб
Group products and residual solvability. Generalized free products, nilpotent groups, free groupsGroup products and residual solvability. Generalized free products, nilpotent groups, free groups
This book concentrates on the residual solvability of group, particularly residual solvability of generalized free products of different classes of groups, including nilpotent and free groups. Delaram K. Книга по Требованию  
2279 руб
ORDER STATISTICS, RECORDS AND GENERALIZED ORDER STATISTICS. NEW ASPECTS, CHARACTERIZATION, MOMENTS AND THEIR APPLICATIONSORDER STATISTICS, RECORDS AND GENERALIZED ORDER STATISTICS. NEW ASPECTS, CHARACTERIZATION, MOMENTS AND THEIR APPLICATIONS
Important consequence of characterization theorem is that these results help us in better understanding the structures and implications of the choice of distribution for a special problem. HASAN M.I. Книга по Требованию  
2279 руб
Generalized Additive ModelGeneralized Additive Model
Frederic P. M. Книга по Требованию  
1122 руб
Report Of Asahel Stone, Commissary GeneralReport Of Asahel Stone, Commissary General
Несмотря на то, что была проведена серьезная работа по восстановлению первоначального качества издания, на некоторых страницах могут обнаружиться небольшие "огрехи": помарки, кляксы и т. п. Книга представляет собой репринтное General I.C. Книга по Требованию  
600 руб
Revista Del Archivo General De Buenos Aires, Volume 2 Revista Del Archivo General De Buenos Aires, Volume 2 (Spanish Edition)
Несмотря на то, что была проведена серьезная работа по восстановлению первоначального качества издания, на некоторых страницах могут обнаружиться небольшие "огрехи": помарки, кляксы и т. п. Книга представляет собой репринтное General A. Книга по Требованию  
1152 руб
Принципы управления от легенды General Electric Джека УэлчаПринципы управления от легенды General Electric Джека Уэлча
Слейтер Р. Попурри Бизнес - нестандартно! 
139 руб
Книжный магазин bookin.org.ruDictionnaire General
Larousse  
1828 руб
Guidelines for Assessment of General Damages in Personal Injury CasesGuidelines for Assessment of General Damages in Personal Injury Cases
Each succeeding edition has built on this reputation and the book has now firmly established itself as essential reading for all those involved in the area of personal injury. Judicial S.B. Oxford University Press  
2049 руб
Diccionario General de Lengua EspañolaDiccionario General de Lengua Española
Grupo Anaya  
1232 руб
General SurgeryGeneral Surgery
The fundamentals of surgery, general principles of clinical examination of patients, major clinical symptoms and signs of the commonest surgical conditions are also highlighted. Гостищев В.К. ГЭОТАР-Медиа  
4 руб
QI: Book of General IgnoranceQI: Book of General Ignorance
Lloyd J. Faber and Faber  
568 руб
Distribution And Origin Of Life In America Distribution And Origin Of Life In America (1912)
Robert F.S. Книга по Требованию  
1153 руб
A General History Of Commerce A General History Of Commerce (1903)
William C.W. Книга по Требованию  
1155 руб
Elements Of Law Considered With Reference To Principles Of General Jurisprudence Elements Of Law Considered With Reference To Principles Of General Jurisprudence (1889)
Print-on-Demand - это технология печати книг по Вашему заказу на цифровом типографском оборудовании. William M. Книга по Требованию  
1150 руб
Letters Of General C. G. Gordon To His Sister, M. A. GordonLetters Of General C. G. Gordon To His Sister, M. A. Gordon
Charles G.G. Книга по Требованию  
4 руб
Thomas Harrison, Regicide And Major-GeneralThomas Harrison, Regicide And Major-General
Simpkinson C.H. Книга по Требованию  
4 руб
Life And Times Of Major-General Sir Isaac BrockLife And Times Of Major-General Sir Isaac Brock
David B. R. Книга по Требованию  
4 руб
General Theory Of Law General Theory Of Law (1909)
N. M. K. Книга по Требованию  
1554 руб
Modelacin matemtica del comportamiento humano. Sinergtica y autoorganizacin. Psicologa general y socialModelacin matemtica del comportamiento humano. Sinergtica y autoorganizacin. Psicologa general y social
Se muestra que los sistemas socioeconmicos regulares surgen como una ordenacin a partir del caos de los atractores extraos como resultado de la bifurcacin de ciclos lmites estables virtuales. Milovnov V.P. КомКнига  
610 руб


на главную


+7 (495) 105-96-52

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