Econometrics category: 430 books
Non-Linear Time Series
Extreme Events and Integer Value Problems
Language: English
Release Date: September 29, 2014
This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity....
by Peter J. Brockwell, Richard A. Davis
Language: English
Release Date: May 13, 2009
Language: English
Release Date: May 13, 2009
This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the...
Real Estate Economics
A Point-to-Point Handbook
Language: English
Release Date: May 29, 2013
Real Estate Economics: A point-to-point handbook introduces the main tools and concepts of real estate (RE) economics. It covers areas such as the relation between RE and the macro-economy, RE finance, investment appraisal, taxation, demand and supply, development, market dynamics and price bubbles,...
Modern Derivatives Pricing and Credit Exposure Analysis
Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Language: English
Release Date: November 15, 2015
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today's markets.
SABR and SABR LIBOR Market Models in Practice
With Examples Implemented in Python
Language: English
Release Date: April 29, 2016
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex...
Managerial Economics
A Mathematical Approach
Language: English
Release Date: November 5, 2012
Uncertainty is present in every managerial decision, and Managerial Economics: A Mathematical Approach effectively demonstrates the application of higher-level statistical tools to inform and clarify the logic of problem solving in a managerial environment.
While illuminating managerial decision-making...
Econophysics and Companies
Statistical Life and Death in Complex Business Networks
Language: English
Release Date: August 5, 2010
Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of econophysics to the real economy by using methods from statistical physics to analyse the success and...
Optimization Methods for Gas and Power Markets
Theory and Cases
Language: English
Release Date: April 30, 2016
As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value chain, from investments selection to asset optimization, trading and sales. Optimization techniques can...
Microeconomic Theory and Computation
Applying the Maxima Open-Source Computer Algebra System
Language: English
Release Date: November 30, 2013
Economists can use computer algebra systems to manipulate symbolic models, derive numerical computations, and analyze empirical relationships among variables. Maxima is an open-source multi-platform computer algebra system that rivals proprietary software. Maxima’s symbolic and computational capabilities...
by Liliana Blanco Castañeda, Viswanathan Arunachalam, Selvamuthu Dharmaraja
Language: English
Release Date: August 21, 2014
Language: English
Release Date: August 21, 2014
An easily accessible, real-world approach to probability and stochastic processes
Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can...
John Maynard Keynes
Free Trader or Protectionist?
Language: English
Release Date: December 18, 2013
Over the course of his professional life, John Maynard Keynes altered his views from free trade in the classical tradition to restricted foreign trade, and ultimately, at the end of his career, back to his original position. There is no general agreement among economists as to whether Keynes ended...
by
Language: English
Release Date: February 15, 2009
Language: English
Release Date: February 15, 2009
As the accelerated technological advances of the past two decades continue to reshape the United States' economy, intangible assets and high-technology investments are taking larger roles. These developments have raised a number of concerns, such as: how do we measure intangible assets? Are we accurately...
Advances in Non-linear Economic Modeling
Theory and Applications
Language: English
Release Date: December 11, 2013
In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models...
by T.D. Stanley, Hristos Doucouliagos
Language: English
Release Date: August 21, 2012
Language: English
Release Date: August 21, 2012
The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners. Meta-regression analysis addresses the rising "Tower of Babel" that current economics and business research...