George Casella University of Florida February 8, 2006的讲义...
Contents Preface xiii 1 Risk in Perspective 1 1.1 Risk 1 1.1.1 Risk and Randomness 1 1.1.2 Financial Risk 2 1.1.3 Measurement and Management 3 1.2 A Brief History of Risk Management 5 1.2.1 From Babylon toWall Street 5 1.2.2 The Road to Re...
【书名】An Introduction to State Space Time Series Analysis 【作者】Jacques J. F. Commandeur Siem Jan Koopman 【出版社】Oxford University Press 【出版日期】First published 2007 【文件格式】PDF 【文件大...
Springer《随机金融》Stochastic Finance Author：Maria do etl. Publisher: Springer Number Of Pages: 370 (PDF高清） Sales Rank: 2425894 ISBN / ASIN: 0387282629 Binding: Hardcover Description: Since the pioneering work of Black, Scholes, and M...
中文版讲义 1.概述 2.引入描述时间序列特征基本概念 3.引入平稳的自回归滑动平均模型 4讨论非平稳的ARIMA 5 给出最小均方误差（MMSE） 6、7阐述时间序列建模的反复过程 8季节时间序列模型 9干预分析和离群值检测 10-12时间序列的频域分析 13传递函数模型 14...
Table of Content INTRODUCTION 1. INTRODUCTION 3 2. HISTORY 4 3. THE BLOOMBERG EMPIRE 8 4. THE KEYBOARD 10 5. ANYONE CAN BE AN EXPERT 13 6. HOW DOES ONE BEGIN (LOGIN) 14 7. PERSONAL DEFAULTS 16 8. THE MARKET SECTORS 17 9. BLOOMBERG BUSINESS...
Contents Preface page xv Notation and Abbreviations xix List of Contributors xxv 1 Initial Tasks and Overview 1 Helmut Lutkepohl 1.1 Introduction 1 1.2 Setting Up an Econometric Project 2 1.3 Getting Data 3 1.4 Data Handling 5 1.5 Outline...
Contents Preface v 1 Matrices 1 1.1 Basic Terminology . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Basic Operations . . . . . . . . . . . . . . . . . . . . . . . . 2 1.3 Some Basic Types of Matrices . . . . . . . . . . . . . . . . ....
Contents Part I Optimisation Models and Methods A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption Anna Nagurney, Dmytro Matsypura . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
Preface 1. Introduction 1.1 Asset Price Dynamics 1.2 Volatility 1.3 Prediction 1.4 Information 1.5 Contents 1.6 Software 1.7 Web Resources PART I: Foundations 2. Prices and Returns 2.1 Introduction 2.2 Two Examples of Price Series 2.3 Data...
