Listing 1 - 10 of 551 << page
of 56
>>
Sort by

Book
Misbruik wordt gestraft
Author:
ISBN: 9044603868 Year: 2004 Publisher: Amsterdam : Prometheus,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Keywords

Dutch literature

Statistical Analysis of Financial Data in S-Plus
Author:
ISBN: 0387202862 9786610189076 128018907X 0387218246 Year: 2004 Publisher: New York, NY : Springer New York : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Concerns of risk management are addressed by the control of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the construction of yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction. The book is intended for undergraduate students majoring in financial engineering, or graduate students in a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computing environment of S-PLUS. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets. The book can help quantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to researchers wishing to manipulate financial data, implement abstract concepts, and test mathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory. Rene Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering and Director of Graduate Studies of the Bendheim Center for Finance. His publications include over seventy articles and six books in probability and statistics. He was elected Fellow of the Institute of Mathematical Statistics in 1984, and he is on the editorial board of several peer-reviewed journals and book series. Professor Carmona has developed computer programs for teaching of statistics, for research in signal analysis, and more recently, he contributed the library EVANESCE for the analysis of heavy tail distributions and copulas. The latter was included in the latest version of S-Plus. He has worked for many years on energy and weather derivatives, and he is recognized as a leading researcher and consultant in this area.


Book
Kritische beschouwingen over Nederlandse literatuur en literatuurstudie
Author:
ISBN: 9064121311 9789064121319 Year: 2004 Volume: 35 Publisher: Leiden: Dimensie,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Critiques littéraires à propos de Multatuli, Louis Couperus, Marcellus Emants, Carry van Bruggen, F. Bordewijk, Menno ter Braak, E. du Perron, Simon Vestdijk, Frans Kellendonk


Book
Het dialect van Heist en zijn omgeving : ons dialect is een hoorn van overvloed
Author:
ISBN: 9080662836 Year: 2004 Publisher: Heist-op-den-Berg : Koninklijke heemkring Die Swane,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Reading Scripture in the Old Testament
Author:
ISBN: 9004137513 904741229X 9789004137516 9789047412298 Year: 2004 Volume: 48 Publisher: Leiden;Boston BRILL

Loading...
Export citation

Choose an application

Bookmark

Abstract

This study concentrates on four narratives in the Old Testament in which books, especially the Book of the Torah, play a key role: Deuteronomy 9-10 and 31:24-26, 2 Kings 22-23, Jeremiah 36, and Nehemiah 8. In the first part of this book the composition of the texts are analysed. In the second part, which has the title 'Re-reading', the various connections and references are listed and evaluated. The conclusion is that the position of the Book of the Torah is strategic: it connects the component parts of the canon of the Old Testament into a whole. This study is a major contribution to the theology of the Old Testament, because it demonstrates how a detailed literary analysis may lead to a better understanding of the structure of the canon.


Book
L'enclume aux grives : roman
Author:
ISBN: 2268049582 9782268049588 Year: 2004 Publisher: Monaco: Éd. du Rocher,

Loading...
Export citation

Choose an application

Bookmark

Abstract


Book
La véranda : Le sapin en plastique
Author:
ISBN: 2872824510 9782872824519 Year: 2004 Volume: 1 Publisher: Bruxelles: Hayez,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Le sapin en plastique - Un homme, dans son salon. Seul. Rien que des emballages de pizzas, des bouteilles vides, et un sapin en plastique qui clignote. Il y a bien eu ces coups de fils... Et maintenant du bruit. Derrière la porte. Peut-être c'est Monique, la blonde du dessus. Et si elle venait avec "les autres" ? ... Ça serait pas trop tôt... "Ils allaient faire une tête pas possible/ Forcé". La véranda : "L'était une petite fille / qui avait une grande soeur / L'était une petite fille / et voilà leur malheur / elles étaient séparées / depuis bientôt trois années"... Aujourd'hui, c'est les retrouvailles. Elles s'embrassent, elles chantent, elles racontent des histoires... Des histoires de crapauds, de traîtres et de couteaux dans le ventre... Faut dire, dehors il se passe des choses pas claires. Alors vaut mieux rester à l'ntérieur et raconter des histoires... Seulement, l'innocence de leurs jeux d'enfants n'est qu'apparente...


Book
Le premier atlas : Belgique, Europe, Monde
Author:
ISBN: 2804145875 9782804145873 Year: 2004 Publisher: Bruxelles: De Boeck et Larcier,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Keywords

Listing 1 - 10 of 551 << page
of 56
>>
Sort by