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Mathematical Portfolio Theory and Analysis, Chakrabarty


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Цена: 6707.00р.
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Автор: Chakrabarty
Название:  Mathematical Portfolio Theory and Analysis
ISBN: 9789811985430
Издательство: Springer
Классификация:



ISBN-10: 981198543X
Обложка/Формат: Soft cover
Страницы: 150
Вес: 0.26 кг.
Дата издания: 05.03.2023
Серия: Compact Textbooks in Mathematics
Язык: English
Издание: 1st ed. 2023
Иллюстрации: 1 tables, color; 10 illustrations, color; 1 illustrations, black and white; xiii, 150 p. 11 illus., 10 illus. in color.
Размер: 235 x 155
Читательская аудитория: Professional & vocational
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management. The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
Дополнительное описание: Chapter 1. Mechanisms of Financial Markets.- Chapter 2. Fundamentals of Probability Theory.- Chapter 3. Asset Pricing Models.- Chapter 4. Mean-Variance Portfolio Theory.- Chapter 5. Utility Theory.- Chapter 6. Non-Mean-Variance Portfolio Theory.- Chapter



All the Math You Missed

Автор: Thomas A. Garrity
Название: All the Math You Missed
ISBN: 1009009192 ISBN-13(EAN): 9781009009195
Издательство: Cambridge Academ
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Цена: 3960.00 р.
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Описание: The second edition of this bestselling book provides an overview of the key topics in undergraduate mathematics, allowing beginning graduate students to fill in any gaps in their knowledge. With numerous examples, exercises and suggestions for further reading, it is a must-have for anyone looking to learn some serious mathematics quickly.

Numerically Solving Polynomial Systems with Bertini

Автор: Bates
Название: Numerically Solving Polynomial Systems with Bertini
ISBN: 1611972698 ISBN-13(EAN): 9781611972696
Издательство: Mare Nostrum (Eurospan)
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Цена: 15107.00 р.
Наличие на складе: Поставка под заказ.

Описание: This book is a guide to concepts and practice in numerical algebraic geometry - the solution of systems of polynomial equations by numerical methods. Through numerous examples, the authors show how to apply the well-received and widely used open-source Bertini software package to compute solutions, including a detailed manual on syntax and usage options. The authors also maintain a complementary web page where readers can find supplementary materials and Bertini input files.Numerically Solving Polynomial Systems with Bertini approaches numerical algebraic geometry from a user's point of view with numerous examples of how Bertini is applicable to polynomial systems. It treats the fundamental task of solving a given polynomial system and describes the latest advances in the field, including algorithms for intersecting and projecting algebraic sets, methods for treating singular sets, the nascent field of real numerical algebraic geometry, and applications to large polynomial systems arising from differential equations.Those who wish to solve polynomial systems can start gently by finding isolated solutions to small systems, advance rapidly to using algorithms for finding positive-dimensional solution sets (curves, surfaces, etc.), and learn how to use parallel computers on large problems. These techniques are of interest to engineers and scientists in fields where polynomial equations arise, including robotics, control theory, economics, physics, numerical PDEs, and computational chemistry.

Hex, inside and out

Автор: Hayward, Ryan B.
Название: Hex, inside and out
ISBN: 0367144255 ISBN-13(EAN): 9780367144258
Издательство: Taylor&Francis
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Цена: 28327.00 р.
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Описание: Written for a wide audience, this is the full story of Hex, inside and out, with all its twists and turns: Hein`s creation, Lindhard`s puzzles, Nash`s proofs, Gale`s Bridg-it, the game of Rex, Shannon`s machines, Bridg-it`s fall, Hex`s resilience, Hex theory, the hunt for winning strategies, and the rise of Hexbots.

Fourier analysis

Автор: Koerner, T. W. (university Of Cambridge)
Название: Fourier analysis
ISBN: 1009230050 ISBN-13(EAN): 9781009230056
Издательство: Cambridge Academ
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Цена: 6176.00 р.
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Описание: Koerner`s much-loved book provides a shop window for the ideas, techniques and elegant results of Fourier analysis, and for their applications, emphasising the subject`s diversity of interest. This edition includes a foreword written by Professor Terence Tao introducing the text to a new generation of fans.

Statistics for imaging, optics, and photonics

Автор: Bajorski, Peter
Название: Statistics for imaging, optics, and photonics
ISBN: 0470509457 ISBN-13(EAN): 9780470509456
Издательство: Wiley
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Цена: 14090.00 р.
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Описание: This is the first book fully devoted to the implementation of statistical methods in imaging, optics, and photonics applications with a concentration on statistical inference. The text contains a wide range of relevant statistical methods, including a review of the fundamentals of statistics and expanding into multivariate techniques.

Modeling Anomalous Diffusion: From Statistics To Mathematics

Автор: Deng Weihua
Название: Modeling Anomalous Diffusion: From Statistics To Mathematics
ISBN: 9811212996 ISBN-13(EAN): 9789811212994
Издательство: World Scientific Publishing
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Цена: 14256.00 р.
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Описание:

This book focuses on modeling the anomalous diffusion phenomena, being ubiquitous in the natural world. Both the microscopic models (stochastic processes) and macroscopic models (partial differential equations) have been built up. The relationships between the two kinds of models are clarified, and based on these models, some statistical observables are analyzed. From statistics to mathematics, the built models show their power with their associated applications.

This book is important for students to develop basic skills to be able to succeed in their future research. In addition to introducing the related models or methods, it also provides the corresponding applications and simulation results, which will attract more readers ranging from mathematicians to physicists or chemists, to name a few.

Simulation and Analysis of Mathematical Methods in Real-Time Engineering Applications

Автор: Kumar T. Ananth, Julie E. Golden, Robinson Y. Harold
Название: Simulation and Analysis of Mathematical Methods in Real-Time Engineering Applications
ISBN: 1119785375 ISBN-13(EAN): 9781119785378
Издательство: Wiley
Рейтинг:
Цена: 29771.00 р.
Наличие на складе: Поставка под заказ.

Описание: SIMULATIONS AND ANALYSIS of Mathematical Methods Written and edited by a group of international experts in the field, this exciting new volume covers the state of the art of real-time applications of computer science using mathematics.

This breakthrough edited volume highlights the security, privacy, artificial intelligence, and practical approaches needed by engineers and scientists in all fields of science and technology. It highlights the current research, which is intended to advance not only mathematics but all areas of science, research, and development, and where these disciplines intersect. As the book is focused on emerging concepts in machine learning and artificial intelligence algorithmic approaches and soft computing techniques, it is an invaluable tool for researchers, academicians, data scientists, and technology developers.

The newest and most comprehensive volume in the area of mathematical methods for use in real-time engineering, this groundbreaking new work is a must-have for any engineer or scientist's library. Also useful as a textbook for the student, it is a valuable contribution to the advancement of the science, both a working handbook for the new hire or student, and a reference for the veteran engineer.

Approximation Theory and Approximation Practice: Extended Edition

Автор: Lloyd N. Trefethen
Название: Approximation Theory and Approximation Practice: Extended Edition
ISBN: 161197593X ISBN-13(EAN): 9781611975932
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 9148.00 р.
Наличие на складе: Поставка под заказ.

Описание: This is a textbook on classical polynomial and rational approximation theory for the twenty-first century. Aimed at advanced undergraduates and graduate students across all of applied mathematics, it uses MATLAB to teach the field’s most important ideas and results.

Approximation Theory and Approximation Practice, Extended Edition differs fundamentally from other works on approximation theory in a number of ways: its emphasis is on topics close to numerical algorithms; concepts are illustrated with Chebfun; and each chapter is a PUBLISHable MATLAB M-file, available online.

The book centers on theorems and methods for analytic functions, which appear so often in applications, rather than on functions at the edge of discontinuity with their seductive theoretical challenges. Original sources are cited rather than textbooks, and each item in the bibliography is accompanied by an editorial comment. In addition, each chapter has a collection of exercises, which span a wide range from mathematical theory to Chebfun-based numerical experimentation.

Reproducible Finance with R

Автор: Regenstein, Jr.
Название: Reproducible Finance with R
ISBN: 1138484229 ISBN-13(EAN): 9781138484221
Издательство: Taylor&Francis
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Цена: 29858.00 р.
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Описание: The intended audience is leaders at financial institutions who want to build data science practices, analysts at financial institutions who want to work on data science teams, students/aspiring professionals who want work in finance and anyone who has foreseen that Excel skills are not enough to be competitive in finance.

Introduction to complex variables and applications

Автор: Ablowitz, Mark J. (university Of Colorado Boulder) Fokas, Athanassios S. (university Of Cambridge)
Название: Introduction to complex variables and applications
ISBN: 1108959725 ISBN-13(EAN): 9781108959728
Издательство: Cambridge Academ
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Цена: 7286.00 р.
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Описание: This introduction to complex variables, suitable as a text for a one-semester course, has been written for undergraduate students in applied mathematics, science, and engineering. It contains the essential topics along with advanced topics for use in challenging projects. Many worked examples, applications, and exercises are included.

Spectral Analysis for Univariate Time Series

Автор: Donald B. Percival, Andrew T. Walden
Название: Spectral Analysis for Univariate Time Series
ISBN: 1107028140 ISBN-13(EAN): 9781107028142
Издательство: Cambridge Academ
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Цена: 14573.00 р.
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Описание: Spectral analysis is an important technique for interpreting time series data. This book uses the R language and real world examples to show data analysts interested in time series in the environmental, engineering and physical sciences how to bridge the gap between the statistical theory behind spectral analysis and its application to actual data.

Numerical Analysis for Engineers and Scientists

Автор: Miller
Название: Numerical Analysis for Engineers and Scientists
ISBN: 1107021081 ISBN-13(EAN): 9781107021082
Издательство: Cambridge Academ
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Цена: 10613.00 р.
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Описание: Striking a balance between theory and practice, this graduate-level text is perfect for students in the applied sciences. It provides full coverage of classical methods with a clear explanation of how they work, together with sample programs and many practical examples to help students get started.


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