Game Theory category: 252 books
Stress Testing and Risk Integration in Banks
A Statistical Framework and Practical Software Guide (in Matlab and R)
Language: English
Release Date: November 26, 2016
Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic...
by Francois-Serge Lhabitant
Language: English
Release Date: September 26, 2017
Language: English
Release Date: September 26, 2017
Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets,...
by Serge Darolles, Christian Gourieroux
Language: English
Release Date: August 26, 2015
Language: English
Release Date: August 26, 2015
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence)...
Modeling and Simulation in Engineering, Economics and Management
International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings
Language: English
Release Date: June 25, 2016
This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering, Economics and Management, MS 2016, held in Teruel, Spain, in July 2016. The event was co-organized by the AMSE Association and the University of Zaragoza through the GESES Research...
Klausurtraining Mathematik und Statistik für Wirtschaftswissenschaftler
Aufgaben - Hinweise - Testklausuren - Lösungen - Häufige Fehler
Language: German
Release Date: July 8, 2014
Dieses Buch wendet sich an Studierende der Wirtschaftswissenschaften, die sich im Grundstudium gezielt und effektiv auf Klausuren in Mathematik und Statistik vorbereiten wollen. Klausuraufgaben besitzen ihre eigene Spezifik: sie sind nicht zu leicht, aber auch nicht zu arbeitsaufwändig. Dem oft von...
Grundkurs Wirtschaftsmathematik
Prüfungsrelevantes Wissen - Praxisnahe Aufgaben - Komplette Lösungswege
Language: German
Release Date: February 3, 2012
Das erste Buch zur Wirtschaftsmathematik mit kompletten Lösungswegen! Es umfasst in kompakter Weise das für ein Wirtschaftsstudium benötigte mathematische Grundwissen. Konzentriert und präzise werden die für das Grundstudium bedeutsamen Bereiche der Wirtschaftsmathematik vermittelt. Die "ausführlichen"...
Entscheidungstheorie und –praxis
Tagungsband des Workshops der GOR-Arbeitsgruppe „Entscheidungstheorie und -praxis“ am 27. und 28. März 2014 in Clausthal-Zellerfeld
Language: German
Release Date: July 13, 2015
Menschliches Entscheidungsverhalten ist Untersuchungsobjekt zahlreicher Wissenschaftsdisziplinen. Dieses Buch enthält aktuelle Forschungsergebnisse der Arbeitsgruppe Entscheidungstheorie und –praxis der Gesellschaft für Operations Research e. V. Das Buch liefert neue Erkenntnisse in den Bereichen...
by Gary Smith
Language: English
Release Date: May 21, 2011
Language: English
Release Date: May 21, 2011
Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course. It is innovative in its focus, including real data, pitfalls in data analysis, and modeling issues (including functional...
by Salih N. Neftci
Language: English
Release Date: December 9, 2008
Language: English
Release Date: December 9, 2008
Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to...
by Zorana Grbac, Wolfgang Runggaldier
Language: English
Release Date: December 26, 2015
Language: English
Release Date: December 26, 2015
Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research...
by Richard A. Proctor
Language: English
Release Date: April 16, 2013
Language: English
Release Date: April 16, 2013
Chance and Luck: The Laws of Luck, Coincidences, Wagers, Lotteries, and the Fallacies of Gambling
The false ideas prevalent among all classes of the community, cultured as well as uncultured, respecting chance and luck, illustrate the truth that common consent (in matters outside the influence...
by Steven Taylor
Language: English
Release Date: December 25, 2017
Language: English
Release Date: December 25, 2017
Markov Models
This book will offer you an insight into the Hidden Markov Models as well as the Bayesian Networks. Additionally, by reading this book, you will also learn algorithms such as** Markov Chain Sampling**.
Furthermore, this book will also teach you how** Markov Models** are...
by Dan Pedoe
Language: English
Release Date: December 27, 2012
Language: English
Release Date: December 27, 2012
This lighthearted work uses a variety of practical applications and puzzles to take a look at today's mathematical trends. In nine chapters, Professor Pedoe covers mathematical games, chance and choice, automatic thinking, and more.
Eight Lessons on Infinity
A Mathematical Adventure
Language: English
Release Date: April 16, 2019
A fun, non-technical and wonderfully engaging guide to that most powerful and mysterious of mathematical concepts: infinity.in this book, best-selling author and mathematician Haim Shapira presents an introduction to mathematical theories which deal with the most beautiful concept ever invented by...