Dynamic Asset Allocation with Forwards and Futures
DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which ...
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Dynamic General Equilibrium Modelling
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools ...
اقرأ المزيدEarthquakes, Tsunamis and Nuclear Risks : Prediction and Assessment Beyond the Fukushima Accident
This book covers seismic probabilistic risk assessment (S-PRA) and related studies which have become more important to increase ...
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Economists Mathematical Manual
In particular, we have included some key concepts and results from trade theory, games of incomplete information and combinatorics. ...
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Econophysics of Wealth Distributions
Understanding the distribution of income and wealth in an economy has been a classic problem in economics for the last hundred ...
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Entropy Methods for the Boltzmann Equation : Lectures from a Special Semester at the Centre Émile Borel, Institut H. Poincaré, Paris, 2001
Entropy and entropy production have recently become mathematical tools for kinetic and hydrodynamic limits, when deriving ...
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Environment Learning for Indoor Mobile Robots
This monograph covers theoretical aspects of simultaneous localization and map building for mobile robots, such as estimation ...
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Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
The theory of random Schrödinger operators is devoted to the mathematical analysis of quantum mechanical Hamiltonians modeling ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
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Failure Rate Modelling for Reliability and Risk
Failure Rate Modelling for Reliability and Risk focuses on reliability theory and, specifically, on the failure rate (the ...
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Financial Modeling Under Non-Gaussian Distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the ...
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Forecasting with Exponential Smoothing : The State Space Approach
Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business ...
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Formal Methods and Stochastic Models for Performance Evaluation
This volume contains the proceedings of the third EPEW workshop held at the Technical University of Budapest, Budapest, Hungary, ...
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Forward-Backward Stochastic Differential Equations and their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
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From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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Generalized Bounds for Convex Multistage Stochastic Programs
The auther was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly ...
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Génetique statistique = Statistical genetics
Presents the main statistical tools useful in genetics: significance tests, analysis methods based on the likelihood function, ...
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H-infinity Control and Estimation of State-multiplicative Linear Systems
This monograph embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved ...
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