Search Results for Stochastic models.

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Stochastic financial models

Kennedy, Douglas.

Format:

Books

Publication Date

2010

Excerpt:

Stochastic financial models / Kennedy, Douglas.

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Stochastic calculus for finance. II, Continuous-time models

Shreve, Steven E.

Format:

Books

Publication Date

2010

Excerpt:

Stochastic calculus for finance. II, Continuous-time models / Shreve, Steven E.

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Palgrave handbook of econometrics. Volume 2, Applied econometrics

Mills, Terence C.

Format:

Books

Publication Date

2011 2009

Excerpt:

continuous-time stochastic volatility models / Testing the martingale hypothesis / Autoregressive conditional

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Understanding and managing model risk : a practical guide for quants, traders and validators

Morini, Massimo.

Format:

Books

Publication Date

2011

Excerpt:

Understanding and managing model risk : a practical guide for quants, traders and validators /

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Financial models with Lévy processes and volatility clustering

Rachev, S. T. (Svetlozar Todorov)

Format:

Books

Publication Date

2011

Excerpt:

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)

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Stochastic population processes : analysis, approximations, simulations

Renshaw, Eric.

Format:

Books

Publication Date

2011

Excerpt:

Stochastic population processes : analysis, approximations, simulations / Renshaw, Eric.

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Stochastic finance : a numeraire approach

Vecer, Jan.

Format:

Books

Publication Date

2011

Excerpt:

STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)

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Principles of inventory management : when you are down to four, order more

Muckstadt, J. A., 1940-

Table of contents http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014166803&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

Format:

Books

Publication Date

2010

Excerpt:

Inventory control -- Mathematical models.

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Input-output economics theory and applications : featuring Asian economies

Raa, Thijs ten.

Full text available from World Scientific eBooks

Format:

Electronic Resources

Publication Date

2010

Excerpt:

. Working capital in an input-output model -- pt. V. Stochastic input-output analysis. ch. 16. Primary

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10.

Stochastic control and mathematical modeling : applications in economics

Morimoto, Hiroaki, 1945-

Format:

Books

Publication Date

2010

Excerpt:

Stochastic control and mathematical modeling : applications in economics / Morimoto, Hiroaki, 1945-

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11.

Practical financial optimization : a library of GAMS models

Consiglio, Andrea.

Format:

Books

Publication Date

2009

Excerpt:

Practical financial optimization : a library of GAMS models / Consiglio, Andrea.

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12.

Operations research and management science handbook

Ravindran, A., 1944-

Table of contents only http://www.loc.gov/catdir/toc/ecip0717/2007019976.html

Format:

Books

Publication Date

2008

Excerpt:

. Dynamic Programming -- 8. Stochastic Processes -- 9. Queueing Theory -- 10. Inventory Control -- 11

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