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Synopsis
In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.
Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.
Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.
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Review
From the reviews:
"The monograph presents a complete overview on stochastic modeling in finance and economics. ... the mathematical approach is accessible to a wide audience. ... A comprehensive bibliography and index complete the book. The volume can be used in introductory graduate courses, and as a reference text for researchers in probability, statistics and operations research ... ." (Emilia Di Lorenzo, Zentralblatt MATH, Vol. 1094 (20), 2006)
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Stochastic Modeling in Economics and Finance. Applied Optimization, Vol. 75;
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Stochastic Modeling in Economics and Finance (Applied Optimization, 75)
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Stochastic Modeling in Economics and Finance (Applied Optimization, 75)
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Stochastic Modeling in Economics and Finance
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the . Seller Inventory # 4092144
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Stochastic Modeling in Economics and Finance
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Stochastic Modeling in Economics and Finance
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study. Seller Inventory # 9781402008405
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Stochastic Modeling in Economics and Finance
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Stochastic Modeling in Economics and Finance
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch. Seller Inventory # 9781402008405
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Stochastic Modeling in Economics and Finance (Applied Optimization)
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Stochastic Modeling in Economics and Finance
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