Trabajos de Estadística Y de Investigacion Operativa PDF Download

Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 844

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Author: Unión Matemática Argentina
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 236

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Author: Unión matemática argentina, Buenos Aires
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 730

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Author: United States. Bureau of Labor Statistics
Publisher:
ISBN:
Category : Labor supply
Languages : en
Pages : 126

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Author: Andrey Itkin
Publisher: World Scientific
ISBN: 9811212783
Category : Business & Economics
Languages : en
Pages : 205

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The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the local volatility concept beyond the Black-Scholes model, etc. Also, recent progresses in deep learning and artificial neural networks as applied to financial engineering have made it reasonable to look again at various classical problems of mathematical finance including that of building a no-arbitrage local/implied volatility surface and calibrating it to the option market data.This book was written with the purpose of presenting new results previously developed in a series of papers and explaining them consistently, starting from the general concept of Dupire, Derman and Kani and then concentrating on various extensions proposed by the author and his co-authors. This volume collects all the results in one place, and provides some typical examples of the problems that can be efficiently solved using the proposed methods. This also results in a faster calibration of the local and implied volatility surfaces as compared to standard approaches.The methods and solutions presented in this volume are new and recently published, and are accompanied by various additional comments and considerations. Since from the mathematical point of view, the level of details is closer to the applied rather than to the abstract or pure theoretical mathematics, the book could also be recommended to graduate students with majors in computational or quantitative finance, financial engineering or even applied mathematics. In particular, the author used to teach some topics of this book as a part of his special course on computational finance at the Tandon School of Engineering, New York University.

Author: Steven M. Kaplan
Publisher: Taylor & Francis US
ISBN: 9780415587747
Category : English language
Languages : en
Pages : 0

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The Routledge Spanish Bilingual Dictionary of Psychology and Psychiatry contains over 100,000 entries making this the most comprehensive and up-to-date dictionary of its kind. The Dictionary provides concise, comprehensive and current coverage of every word or phrase used in the study and practice of psychiatry and psychology. This valuable reference tool covers all disciplines and sub-disciplines, both research-based and clinical. This is a vital resource to those in the healthcare professions, to academicians and to those who work in translation and/or interpretation, healthcare and the law who are in contact with the English and Spanish speaking communities.

Author: Jiti Gao
Publisher: CRC Press
ISBN: 1420011219
Category : Mathematics
Languages : en
Pages : 249

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Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully

Author: Hao Ni
Publisher: World Scientific
ISBN: 1786349388
Category : Business & Economics
Languages : en
Pages : 263

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In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data!

Author: Dani Ben-Zvi
Publisher: Springer Science & Business Media
ISBN: 1402022786
Category : Mathematics
Languages : en
Pages : 423

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Unique in that it collects, presents, and synthesizes cutting edge research on different aspects of statistical reasoning and applies this research to the teaching of statistics to students at all educational levels, this volume will prove of great value to mathematics and statistics education researchers, statistics educators, statisticians, cognitive psychologists, mathematics teachers, mathematics and statistics curriculum developers, and quantitative literacy experts in education and government.

Author: Koen Decancq
Publisher: Emerald Group Publishing
ISBN: 1789733790
Category : Business & Economics
Languages : en
Pages : 199

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There is a great deal of coverage on inequality, and the key determinants of recent trends are increasingly well-documented. However, much less is known about the driving forces behind international differences in inequality.