Advanced Stochastic Models

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and... (repost)

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Svetlozar T. Rachev, Stoyan V. Stoyanov and Frank J. Fabozzi
English | 2008 | ISBN: 047005316X | 382 pages | PDF | 3,8 MB

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization (repost)

Svetlozar T. Rachev, Frank J. Fabozzi, "Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures"
2008 | ISBN: 047005316X | 382 pages | PDF | 3,8 MB
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
“Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization:
The Ideal Risk, Uncertainty, and Performance Measures"

Wiley | 2008-02-25 | ISBN:047005316X | PDF | 382 pages | 3,5 Mb

A Course in Stochastic Processes: Stochastic Models and Statistical Inference  eBooks & eLearning

Posted by fdts at Sept. 14, 2016
A Course in Stochastic Processes: Stochastic Models and Statistical Inference

A Course in Stochastic Processes: Stochastic Models and Statistical Inference (Theory and Decision Library B)
by Denis Bosq (Author), Hung T. Nguyen
English | 1996 | ISBN: 9048147131 | 354 pages | PDF | 6.23 MB

Level Crossing Methods in Stochastic Models  

Posted by kiranchem at Sept. 30, 2010
Level Crossing Methods in Stochastic Models

Level Crossing Methods in Stochastic Models
Springer | August 19, 2008 | ISBN-10: 0387094202 | 482 pages | PDF | 4.26MB

Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly popular among researchers. This volume traces the evolution of level crossing theory for obtaining probability distributions of state variables and demonstrates solution methods in a variety of stochastic models including: queues, inventories, dams, renewal models, counter models, pharmacokinetics, and the natural sciences.

Security Markets: Stochastic Models (Repost)  eBooks & eLearning

Posted by leonardo78 at Nov. 29, 2016
Security Markets: Stochastic Models (Repost)

Security Markets: Stochastic Models by Darrell Duffie
1988 | pages: 378 | ISBN: 012223345X | PDF | 13,6 mb

This is a graduate level work covering the economic principles of security markets. Interested readers include students and …
Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond (Repost)

Johnathan Mun, "Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond"
2008 | pages: 1014 | ISBN: 047017921X | PDF | 49,3 mb

If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms.

ADVANCED ECONOMETRIC MODELS with MATLAB  eBooks & eLearning

Posted by AlenMiler at Oct. 29, 2016
ADVANCED ECONOMETRIC MODELS with MATLAB

ADVANCED ECONOMETRIC MODELS with MATLAB by Smith H.
English | 21 Oct. 2016 | ISBN: 1539668908 | 331 Pages | PDF | 4.27 MB

This book focuses on in-depth treatment of multi-equation and single-equation econometric models.

Stochastic Models with Power-Law Tails  eBooks & eLearning

Posted by Underaglassmoon at July 10, 2016
Stochastic Models with Power-Law Tails

Stochastic Models with Power-Law Tails: The Equation X=AX+B
Springer | Mathematics | August 5, 2016 | ISBN-10: 3319296787 | 315 pages | pdf | 3.55 mb

Authors: Buraczewski, Dariusz, Damek, Ewa, Mikosch, Thomas
Covers fields which are not available in book form and are spread over the literature
Provides an accessible introduction to a complicated stochastic model
A readable overview of one of the most complicated topics on applied probability theory

Doubly Stochastic Models for Volcanic Hazard Assessment at Campi Flegrei Caldera  eBooks & eLearning

Posted by AlenMiler at June 20, 2016
Doubly Stochastic Models for Volcanic Hazard Assessment at Campi Flegrei Caldera

Doubly Stochastic Models for Volcanic Hazard Assessment at Campi Flegrei Caldera (Publications of the Scuola Normale Superiore) by Andrea Bevilacqua
English | 7 Oct. 2016 | ISBN: 887642556X | 234 Pages | PDF (True) | 8.61 MB

This study provides innovative mathematical models for assessing the eruption probability and associated volcanic hazards, and applies them to the Campi Flegrei caldera in Italy.