Author: Publisher:
ISBN:
Category : Archives
Languages : en
Pages : 174
Book Description
Special List
Author: Special List No.26: Pre-Federal Maps in the National Archives: an Annotated List
Author: United States. National Archives and Records ServicePublisher:
ISBN:
Category :
Languages : en
Pages : 56
Book Description
Applied Probabilistic Calculus for Financial Engineering
Author: Bertram K. C. ChanPublisher: John Wiley & Sons
ISBN: 111938804X
Category : Mathematics
Languages : en
Pages : 536
Book Description
Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a "Random Walk" Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.
Aeronautics
Author: Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 568
Book Description
Report of the Civil Service Commission of the City of Brooklyn
Author: Brooklyn (New York, N.Y.). Civil Service CommissionPublisher:
ISBN:
Category : Brooklyn (New York, N.Y.)
Languages : en
Pages : 520
Book Description
The Texas court reporter
Author: Popular Myths about Memory
Author: Brian H. BornsteinPublisher: Lexington Books
ISBN: 0739192191
Category : Psychology
Languages : en
Pages : 334
Book Description
In Popular Myths about Memory, Brian H. Bornstein confronts popular myths about memory with scientific evidence on memory permanence, recovered memory and repression, amnesia, eyewitness memory, superior memory, and other topics. This book is recommended for scholars interested in psychology, media and film studies, communication studies, and sociology.
Electrical Supply Year Book
Author: Publisher:
ISBN:
Category : Commercial catalogs
Languages : en
Pages : 1712
Book Description
Acts of the State of Ohio
Author: OhioPublisher:
ISBN:
Category : Session laws
Languages : en
Pages : 968
Book Description
Consolidated Laws of the Colony of British Honduras
Author: British HondurasPublisher:
ISBN:
Category : Law
Languages : en
Pages : 1010
Book Description
