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Mathematical methods and models for economists
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ISBN: 9780521585293 9780521585125 0521585295 0521585120 1139641239 051181075X 1139648845 Year: 2000 Publisher: Cambridge : Cambridge university press,

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This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics. The topics covered include an introduction to analysis in metric spaces, differential calculus, comparative statics, convexity, static optimization, dynamical systems and dynamic optimization. The book includes a large number of applications to standard economic models and over two hundred fully worked-out problems.

Challenges for macroeconomic modelling
Authors: --- --- --- --- --- et al.
ISBN: 0444705295 9780444705297 Year: 1988 Volume: 178 Publisher: Amsterdam: North-Holland,

Forecasting : proceedings of the Institute of statisticians annual conference, Cambridge 1976
Authors: ---
ISBN: 0444851895 9780444851895 Year: 1979 Publisher: Amsterdam: North-Holland,

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Keywords

Mathematical statistics --- Prediction theory --- Forecasting --- Economic forecasting --- Prévision --- Prévision économique --- Congresses --- Congrès --- 681.3*G3 --- 519.22 --- 519.86 --- 519.8 --- -681.3*J4 --- AA / International- internationaal --- 331.061 --- 303.3 --- 304.0 --- Forecasting theory --- Stochastic processes --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Statistical theory. Statistical models. Mathematical statistics in general --- Theory of economic-mathematical models --- Operational research --- Social and behavioral sciences (Computer applications) --- Economische vooruitzichten. --- Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek). --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Conferences - Meetings --- Congresses. --- 681.3*J4 Social and behavioral sciences (Computer applications) --- 519.8 Operational research --- 519.86 Theory of economic-mathematical models --- 519.22 Statistical theory. Statistical models. Mathematical statistics in general --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Prévision --- Prévision économique --- Congrès --- 681.3*J4 --- Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek) --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Economische vooruitzichten --- Forecasting - Congresses --- Economic forecasting - Congresses

Against the gods : the remarkable story of risk
Author:
ISBN: 9780471121046 0471121045 0471295639 9780471295631 Year: 1996 Publisher: New York (N.Y.) : Wiley,

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Advance Praise for Against the Gods"With his wonderful knowledge of the history and current manifestations of risk, Peter Bernstein brings us Against the Gods. Nothing like it will come out of the financial world this year or ever. I speak carefully: no one should miss it."--John Kenneth Galbraith Professor of Economics Emeritus, Harvard University"No one else could have written a book of such central importance with so much charm and excitement." --Robert Heilbronerc author of The Worldly Philosophers"A fascinating and unusual perspective on modern man's Promethean attempt to master risk. The book reads easily and provokes thought--a rare combination." --William Kristol Editor and Publisher, The Weekly Standard"Peter Bernstein leads us effortlessly through the history of risk because he writes so beautifully. This is a book on a left brain subject that will have right brain readers lining up for more!"--Robert Ferguson Managing Director, Bankers Trust Australia Limited"In Against the Gods, Peter Bernstein, a scholar, historian, and successful investor gives us the history of great thinkers whose visions put the future at the service of the present."--Dr. Marc Faber Managing Director, Marc Faber Limited, Hong Kong"This looks like a new classic to me."--Barton M. Biggs, Chairman Morgan Stanley Asset Management, Inc."It's a sizzler!"--Charles P. Kindleberger author of Manias, Panics & CrashesIn this unique exploration of the role of risk in our society, Peter Bernstein argues that the notion of bringing risk under control is one of the central ideas that distinguishes modern times from the more distant past. Against the Gods, a narrative that reads like a novel, chronicles the remarkable intellectual adventure that liberated humanity from the oracles and soothsayers by means of the powerful tools of risk management that are available to us today. This is a richly-woven tale of Greek philosophers and Arab mathematicians, of merchants and scientists, gamblers and

Keywords

AA / International- internationaal --- 305.6 --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen. --- Decision making. --- Risk management. --- risk management --- Risk management --- Gestion du risque --- 614.8 --- 65.012 --- 658.012.41 --- 658.13 --- #ECO:02.04:financiële sector geldmarkt kapitaalmarkt beleggingen beurs --- geschiedkundige beschrijvingen --- verzekeringswezen --- 01.03 --- 02.01.USA --- Risico. Ongevallen--(voor meer gedetailleerde uitwerking zie e-{614.8}) --- Methods --- Risk Management --- Bedrijfseconomische beslissingen --- Verzekeringswezen Geschiedenis --- Verzekeringswezen Algemeen Verenigde Staten --- 519.816 --- 657.424 --- 519.86 --- Theory of decision-making --- Theory of economic-mathematical models --- 368 --- 519.86 Theory of economic-mathematical models --- 657.424 Investments --- 519.816 Theory of decision-making --- 65.012 Methods --- Prise de décision --- 330.1(09) --- Economische grondbegrippen. Algemene begrippen in de economie--Geschiedenis van ... --- 330.1(09) Economische grondbegrippen. Algemene begrippen in de economie--Geschiedenis van ... --- 368.01 --- Decision making --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Verzekeringswezen ; Geschiedenis --- Verzekeringswezen ; Algemeen ; Verenigde Staten --- #SBIB:316.7C170 --- 316.32 --- Insurance --- Choice (Psychology) --- Problem solving --- 316.32 Globale samenlevingsvormen --- Globale samenlevingsvormen --- Cultuursociologie: culturele groei, vooruitgang, stagnatie, technologische verandering, cultuurbewegingen --- #TELE:SISTA --- Investments --- History --- Methodology of economics --- Risk --- History. --- Social aspects. --- Geschichte. --- Economische grondbegrippen. Algemene begrippen in de economie--Geschiedenis van .. --- MA FM 2020-2021 --- Economische grondbegrippen. Algemene begrippen in de economie--Geschiedenis van . --- OO Bank- en verzekeringswezen (*) --- Economische grondbegrippen. Algemene begrippen in de economie--Geschiedenis van --- MA FM 2021-2022 --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- 330.1 --- 94 --- Methodologie van de economie --- Geschiedenis --- MA FM 2022-2023 --- MA FM 2023-2024 --- Economics --- Financieel risico-management

Stochastic calculus for finance
Author:
ISBN: 9780387249681 0387249680 0387401016 9780387401003 9781441923110 9780387401010 0387401008 0387225277 144192311X Year: 2010 Publisher: New York: Springer,

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Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stchastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

Keywords

-332.0151922 --- 519.86 --- 336.7 --- AA / International- internationaal --- 305.970 --- 305.91 --- 305.7 --- 336.7 Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- 519.86 Theory of economic-mathematical models --- Theory of economic-mathematical models --- 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. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Stochastic processes --- Finance --- Stochastic analysis --- Analysis, Stochastic --- Mathematical analysis --- Funding --- Funds --- Economics --- Currency question --- Mathematical models --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- 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 --- Finances --- Analyse stochastique --- Textbooks --- Modèles mathématiques --- Manuels --- Textbooks. --- Economics, Mathematical . --- Applied mathematics. --- Engineering mathematics. --- Finance. --- Probabilities. --- Quantitative Finance. --- Applications of Mathematics. --- Finance, general. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Engineering --- Engineering analysis --- Mathematical economics --- Econometrics --- Methodology --- Finance - Mathematical models - Textbooks --- Stochastic analysis - Textbooks --- Mathématique appliquée --- Probabilités --- Théorie financière

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