الصفحة 15
الصفحة 15
A proposed model for predicting financial Loss of private conventional and Islamic banks in Syria
This study aimed to find a model consisting of a set of financial ratios in which each ratio has its own weight that indicate its importance to predict probability of financial loss of conventional and Islamic banks in Syria. The early prediction warns the concerned parties that they can intervene and take corrective actions before the collapses of bank. To achieve this ratios of conventional and Islamic Syrian banks were analyzed using Binary logistic regression from the period of 2011-2020 The statistical results show that the logistic regression model is accurate to predict the probability of a financial loss in conventional banks about 82.2%, 81.3%, 80.1%, 78% before 90 days ,180 days, 270 days, one year respectively. We can generally use five variables (Non-performing debt, return on equity, size, growth rate and financing portfolio ratio) in bank's financial loss prediction, but for Islamic banks, no significant values were shown so we can’t find logistic regression model is accurate for Islamic banks.
A Natural Introduction to Probability Theory
According to Leo Breiman (1968), probability theory has a right and a left hand. The right hand refers to rigorous mathematics, and the left hand refers to ‘pro- bilistic thinking’. The combination of these two aspects makes probability theory one of the most exciting ?elds in mathematics. One can study probability as a purely mathematical enterprise, but even when you do that, all the concepts that arisedo haveameaningontheintuitivelevel.Forinstance,wehaveto de?newhat we mean exactly by independent events as a mathematical concept, but clearly, we all know that when we ?ip a coin twice, the event that the ?rst gives heads is independent of the event that the second gives tails.
A Modern Introduction to Probability and Statistics : Understanding Why and How
A Modern Introduction to Probability and Statistics has numerous quick exercises to give direct feedback to the students. In addition the book contains over 350 exercises, half of which have answers, of which half have full solutions. A website at www.springeronline.com/1-85233-896-2 gives access to the data files used in the text, and, for instructors, the remaining solutions. The only pre-requisite for the book is a first course in calculus; the text covers standard statistics and probability material, and develops beyond traditional parametric models to the Poisson process, and on to useful modern methods such as the bootstrap.
A History of Parametric Statistical Inference from Bernoulli to Fischer, 1713-1935
This is a history of parametric statistical inference, written by one of the most important historians of statistics of the 20th century, Anders Hald. This book can be viewed as a follow-up to his two most recent books, although this current text is much more streamlined and contains new analysis of many ideas and developments. And unlike his other books, which were encyclopedic by nature, this book can be used for a course on the topic, the only prerequisites being a basic course in probability and statistics.
A First Course in Statistics for Signal Analysis
This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.
A Course in Derivative Securities : Introduction to Theory and Computation
Aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
A Basic Course on Probability Theory
Develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. Theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference.
40 Puzzles and Problems in Probability and Mathematical Statistics
"40 Puzzles and Problems in Probability and Mathematical Statistics" is intended to teach the reader to think probabilistically by solving challenging, non-standard probability problems. The motivation for this clearly written collection lies in the belief that challenging problems help to develop, and to sharpen, our probabilistic intuition much better than plain-style deductions from abstract concepts. The selected problems fall into two broad categories. Problems related to probability theory come first, followed by problems related to the application of probability to the field of mathematical statistics. All problems seek to convey a non-standard aspect or an approach which is not immediately obvious.
