Umberto Cherubini Copula Methods in Finance
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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives
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Umberto Cherubini Dynamic Copula Methods in Finance
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The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the
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Umberto Cherubini Fourier Transform Methods in Finance
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In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate
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Umberto Cherubini Structured Finance
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Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view
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Umberto Spagnolini Statistical Signal Processing in Engineering
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A problem-solving approach to statistical signal processing for practicing engineers, technicians, and graduate students This book takes a pragmatic approach in solving a set of common problems engineers and technicians encounter when processing signals. In writing it, the author drew on his vast
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Arkady Shemyakin Introduction to Bayesian Estimation and Copula Models of Dependence
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Presents an introduction to Bayesian statistics, presents an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC,Bayesian regression, and Bayesian analysis of statistical modelsof dependence, and features a focus on copulas for risk management Introduction to
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Francesco Umberto Трудности
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Книга-размышление. Направлена скорее на желание понять такие явления в жизни, с которыми сталкивались все. Думаю, каждый здесь найдет что-то для себя.
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Seung-Beom Hong Methods in Biotechnology
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As rapid advances in biotechnology occur, there is a need for a pedagogical tool to aid current students and laboratory professionals in biotechnological methods; Methods in Biotechnology is an invaluable resource for those students and professionals. Methods in Biotechnology engages the reader by
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Группа авторов Methods in Social Epidemiology
Купить за 9418.86 RUR
A thorough, practical reference on the social patterns behind health outcomes Methods in Social Epidemiology provides students and professionals with a comprehensive reference for studying the social distribution and social determinants of health. Covering the theory, models, and methods used to
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Susanne Brakmann Evolutionary Methods in Biotechnology
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Miniturization and high throughput assay technology have brought the power of molecular evolution to the bioscience laboratory. Applied wisely, the evolutionary approach can quickly yield the desired result even where other methods have failed. From library generation by random or directed
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Fabrizio Ruggeri Statistical Methods in Healthcare
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In recent years the number of innovative medicinal products and devices submitted and approved by regulatory bodies has declined dramatically. The medical product development process is no longer able to keep pace with increasing technologies, science and innovations and the goal is to develop new
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Eva Cantoni Robust Methods in Biostatistics
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Robust statistics is an extension of classical statistics that specifically takes into account the concept that the underlying models used to describe data are only approximate. Its basic philosophy is to produce statistical procedures which are stable when the data do not exactly match the
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