This book develops the theory of statistical inference in statistical models with an infinite-dimensional parameter space, including mathematical foundations and key decision-theoretic principles.
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications.
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation.
Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations.
Economists address key challenges facing the EU, including financial instability, welfare state reform, inadequate institutional framework, and global economic integration.
This volume discusses the latest techniques and their economic applications for modern industries like computer, pharmaceutical, banking and other manufacturing.
A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.
Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management.
A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their decisions before they are put into practice.
The Northern Sea Route and the Economy of the Soviet North (1956) evaluates the commercial value of the route on the basis of a detailed study of the economy of the Soviet North.
Bringing together researchers with an interest in the expanion method, this book examines the theoretical implications of the paradigm, contributes methodological advances and offers a variety of applications in substantive areas.
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics.
Generate and Analyze Multi-Level Data Spatial microsimulation involves the generation, analysis, and modeling of individual-level data allocated to geographical zones.
The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond.
