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Stationary stochastic processes
Author:
ISBN: 0691080747 1322884773 0691621411 0691648077 1400868572 9780691080741 Year: 1970 Publisher: Princeton: Princeton university press,

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Abstract

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Keywords

Stationary processes --- Stationary processes. --- Stochastic processes --- 519.216 --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Bochner integral. --- Bochner's theorem. --- Bounded operator. --- Bounded variation. --- Brownian motion. --- Characteristic exponent. --- Characteristic function (probability theory). --- Complexification. --- Compound Poisson process. --- Computation. --- Conditional expectation. --- Continuous function (set theory). --- Continuous function. --- Continuous linear operator. --- Convergence of random variables. --- Coset. --- Covariance function. --- Cyclic subspace. --- Cylinder set. --- Degrees of freedom (statistics). --- Derivative. --- Differential equation. --- Dimension (vector space). --- Dirac delta function. --- Discrete spectrum. --- Distribution function. --- Dual space. --- Eigenfunction. --- Equation. --- Existential quantification. --- Exponential distribution. --- Exponential function. --- Finite difference. --- Fourier series. --- Fourier transform. --- Function (mathematics). --- Function space. --- Gaussian measure. --- Gaussian process. --- Harmonic analysis. --- Hermite polynomials. --- Hilbert space. --- Homeomorphism. --- Independence (probability theory). --- Independent and identically distributed random variables. --- Indicator function. --- Infinitesimal generator (stochastic processes). --- Integral equation. --- Isometry. --- Joint probability distribution. --- Langevin equation. --- Lebesgue measure. --- Lie algebra. --- Limit superior and limit inferior. --- Linear combination. --- Linear function. --- Linear interpolation. --- Linear subspace. --- Mean squared error. --- Measure (mathematics). --- Monotonic function. --- Normal distribution. --- Normal subgroup. --- Nuclear space. --- One-parameter group. --- Orthogonality. --- Orthogonalization. --- Parameter. --- Poisson point process. --- Polynomial. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability. --- Projective linear group. --- Radon–Nikodym theorem. --- Random function. --- Random variable. --- Reproducing kernel Hilbert space. --- Self-adjoint operator. --- Self-adjoint. --- Semigroup. --- Shift operator. --- Special case. --- Stable process. --- Stationary process. --- Stochastic differential equation. --- Stochastic process. --- Stochastic. --- Subgroup. --- Summation. --- Symmetrization. --- Theorem. --- Transformation semigroup. --- Unitary operator. --- Unitary representation. --- Unitary transformation. --- Variance. --- White noise. --- Zero element.

Interest and prices : foundations of a theory of monetary policy
Author:
ISBN: 0691010498 9780691010496 9786612935602 1400830168 1282935607 Year: 2003 Publisher: Princeton, NJ: Princeton university press,

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With the collapse of the Bretton Woods system, any pretense of a connection of the world's currencies to any real commodity has been abandoned. Yet since the 1980s, most central banks have abandoned money-growth targets as practical guidelines for monetary policy as well. How then can pure "fiat" currencies be managed so as to create confidence in the stability of national units of account?Interest and Prices seeks to provide theoretical foundations for a rule-based approach to monetary policy suitable for a world of instant communications and ever more efficient financial markets. In such a w

Keywords

Finances internationales --- Inflation --- Intérêt (économie politique) --- Politique monétaire --- Monetary policy --- International finance --- Modèles économétriques --- Econometric models --- Capital assets pricing model --- Spéculation --- Modèle de fixation du prix des actifs --- Politique monetaire. --- Politique economique. --- Interet (Economie) --- Prix. --- 333.842 --- -Prices --- 332.46 --- Commodity prices --- Justum pretium --- Willingness to pay --- Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Geld. Monetaire politiek --- Deflatie. --- Intérêt (Économie) --- Politique économique. --- Politique monétaire. --- Intérêt (Économie). --- 338.5 Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Spéculation --- Modèle de fixation du prix des actifs --- Analyse financière --- 330.101 --- 336.74 --- 306.110 --- 330.00 --- 333.403 --- 333.44 --- 333.820 --- 333.841 --- AA / International- internationaal --- 338.5 --- Monetary management --- Economic policy --- Currency boards --- Money supply --- 336.74 Geld. Geldwezen. Monetaire sector. --- Geld. Geldwezen. Monetaire sector. --- Macro-economie --- Algemeenheden over indexcijfers --- Economische en sociale theorieën: algemeenheden --- Monetaire theorieën. Kwantitatieve theorie. Theorie van de incasso's. Optiek van de uitgaven en inkomens --- Monetaire congressen, conferenties en onderzoeken --- Geldbeleid, bankbeleid en kredietbeleid: algemeenheden --- Inflatie --- Deflatie --- Geld. Geldwezen. Monetaire sector --- Macroeconomics --- Money. Monetary policy --- Monetary policy. --- Securities --- Speculation --- Investment analysis --- Capital investments. --- Politique monétaire --- Valeurs mobilières --- Investissements de capitaux --- Prices --- Mathematical models --- Prix --- Modèles mathématiques --- Finances internationales. --- Modèles économétriques. --- Politique monétaire. --- Politique économique. --- Intérêt (Économie) --- Account (accountancy). --- Addition. --- Aggregate demand. --- Aggregate expenditure. --- Aggregate supply. --- Approximation. --- Autocorrelation. --- Budget constraint. --- Calculation. --- Central bank. --- Characteristic polynomial. --- Coefficient. --- Conditional expectation. --- Consumption (economics). --- Cost curve. --- Currency. --- Deflation. --- Demand curve. --- Determinacy. --- Determinant. --- Economic equilibrium. --- Economics. --- Economy. --- Eigenvalues and eigenvectors. --- Elasticity of substitution. --- Estimation. --- Expected value. --- Expenditure. --- Factor market. --- Federal funds rate. --- Fiscal policy. --- Forecasting. --- GDP deflator. --- IS–LM model. --- Impulse response. --- Income. --- Indexation. --- Inflation targeting. --- Inflation. --- Initial condition. --- Interest rate. --- Interest. --- Intertemporal budget constraint. --- Investment. --- Lagrange multiplier. --- Long run and short run. --- Loss function. --- Marginal cost. --- Marginal rate of substitution. --- Marginal utility. --- Market liquidity. --- Market power. --- Market rate. --- Markup (business). --- Mathematical optimization. --- Monetary base. --- Monetary transmission mechanism. --- Money supply. --- New Keynesian economics. --- Nominal interest rate. --- Nominal rigidity. --- Optimization problem. --- Output gap. --- Partial derivative. --- Percentage point. --- Percentage. --- Phillips curve. --- Potential output. --- Prediction. --- Present value. --- Price Change. --- Price index. --- Price level. --- Pricing. --- Private sector. --- Probability. --- Production function. --- Quantity. --- Real Rate Of Return. --- Real gross domestic product. --- Real income. --- Real interest rate. --- Real versus nominal value (economics). --- Real wages. --- Relative price. --- Requirement. --- Stabilization policy. --- State of the World (book series). --- Stochastic discount factor. --- Stochastic process. --- Stock. --- Structural equation modeling. --- Supply (economics). --- Tax rate. --- Tax. --- Taylor rule. --- Time preference. --- Trade-off. --- Utility. --- Intérêt (économie politique) --- Modèles économétriques.

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