Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.

financiële analyse --- Business economics --- financiën --- econometrie --- statistiek --- Financial analysis --- Finance --- Mathematical statistics --- Quantitative methods (economics)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis.Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Econometrics --- Econométrie --- Asymptotic theory. --- Théorie asymptotique --- -Economics, Mathematical --- -Econometrie --- 330.015195 --- 330.115 --- 519.2 --- 303.5 --- AA / International- internationaal --- 330.115 Econometrie --- Econometrie --- Asymptotic theory in econometrics --- Asymptotic expansions --- Asymptotic theory --- Kwantitatieve methoden (economie) --- Wiskundige statistiek --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Mathematical statistics --- Quantitative methods (economics) --- Économétrie --- Econometrics - Asymptotic theory --- Acqui 2006 --- Économétrie --- ECONOMETRICS --- PANEL DATA --- ASYMPTOTIC THEORY

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. A CD of data sets is provided with the text.

AA / International- internationaal --- 303.0 --- 305.970 --- 303.8 --- 305.971 --- 303.5 --- 305.0 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrische behandeling van een onderwerp. --- Speciale gevallen in econometrische modelbouw. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Econometrics. --- Social Sciences and Humanities. Economics --- 330.115 --- 330.115 Econometrie --- Econometrie --- Econometrics --- Economics, Mathematical --- Statistics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrische behandeling van een onderwerp --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Quantitative methods (economics) --- HB 139 Econometrics -- General Works

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a complete text and reference book on scientific computing. In a self-contained manner it proceeds from mathematical and theoretical considerations to actual practical computer routines. With over 100 new routines bringing the total to well over 300, plus upgraded versions of the original routines, the new edition remains the most practical, comprehensive handbook of scientific computing available today.

C (Computer program language) --- 681.3 --- 681.3*J2 --- 681.3*J2 Physical sciences and engineering (Computer applications) --- Physical sciences and engineering (Computer applications) --- Computerwetenschap --- 005.369 --- 519.40285 --- 681.3*D1 --- 681.3*D1 Programming techniques--See also {681.3*E} --- Programming techniques--See also {681.3*E} --- Programming --- Numerical analysis --- numerieke analyse --- C (informatica) --- wiskunde --- 681.3* / / / / / / / / / / / / / / / / / / / / / / / / / / / / --- C (Computer program language). --- Agrotechnology and Food Sciences. Information and Communication Technology --- Programming, Programming Languages. --- Algoritmen. --- C (programmeertaal). --- Numerieke wiskunde. --- Programmatuur. --- C (langage de programmation) --- computer applications --- Artificial intelligence. Robotics. Simulation. Graphics --- C (Langage de programmation) --- AA / International- internationaal --- 303.0 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- COMPUTER PROGRAMS --- PROGRAMMING LANGUAGES --- NUMERICAL ANALYSIS --- LANGUAGE C --- Monograph --- Computer programs. --- Numerical analysis. --- Mathematical analysis --- Computer program files --- Files, Computer program --- Program files, Computer --- Programs, Computer --- Computer files --- Computer software --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Réseaux d'ordinateurs --- Computer networks --- Réseaux d'ordinateurs. --- Calculs numériques --- Langages de programmation --- Algebre lineaire --- Calcul integral --- Algorithme