Stochastic Modeling in Economics and Finance Image close
Stochastic Modeling in Economics and Finance by Jitka Dupacova
Stochastic Modeling in Economics and Finance by Jitka Dupacova
Show Hide Adult Content
Stochastic Modeling in Economics and Finance close

Business & Economics Books:

Home  
Books  
Business & Economics  
Business & Management  
Management Techniques  
Operational research

Stochastic Modeling in Economics and Finance

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Paperback / softback
$298.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $74.50 with Afterpay Learn more

6 weekly interest-free payments of $49.67 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Explore more Applied Optimization

See all products in this series

Elements for a Theory of Decision in Uncertainty on Hardback by Jaime Gil-Aluja
$454.00
Elements for a Theory of Decision in Uncertainty
by Jaime Gil-Aluja ~ Hardback
Available - Usually ships in 3-4 weeks
Managing in Uncertainty: Theory and Practice on Hardback by Constantin Zopounidis
$589.00
Managing in Uncertainty: Theory and Practice
by Constantin Zopounidis ~ Hardback
Available - Usually ships in 3-4 weeks
A Mathematical Theory of Design: Foundations, Algorithms and Applications on Hardback by D Braha
$594.00
A Mathematical Theory of Design: Foundations, Algorithms and...
by D Braha ~ Hardback
Available - Usually ships in 3-4 weeks
The Interactive Management of Human Resources in Uncertainty on Hardback by Jaime Gil-Aluja
$295.00
The Interactive Management of Human Resources in Uncertainty
by Jaime Gil-Aluja ~ Hardback
Available - Usually ships in 3-4 weeks
Industrial Applications of Combinatorial Optimization on Hardback
$472.00
Industrial Applications of Combinatorial Optimization
Hardback
Available - Usually ships in 3-4 weeks
Decision Making: Recent Developments and Worldwide Applications on Hardback
$588.00
Decision Making: Recent Developments and Worldwide Applications
Hardback
Available - Usually ships in 3-4 weeks
Nonlinear Programming and Variational Inequality Problems on Hardback by Michael Patriksson
$454.00
Nonlinear Programming and Variational Inequality Problems
by Michael Patriksson ~ Hardback
Available - Usually ships in 3-4 weeks
Aspects of Semidefinite Programming on Hardback by E de Klerk
$452.00
Aspects of Semidefinite Programming
by E de Klerk ~ Hardback
Available - Usually ships in 3-4 weeks
Transportation Planning
$293.00
Transportation Planning
Paperback / softback
Available - Usually ships in 3-4 weeks
Modeling Languages in Mathematical Optimization on Hardback
$586.00
Modeling Languages in Mathematical Optimization
Hardback
Available - Usually ships in 3-4 weeks
High Performance Optimization
$664.00
High Performance Optimization
Paperback / softback
Available - Usually ships in 3-4 weeks
New Trends in Mathematical Programming
$450.00
New Trends in Mathematical Programming
Paperback / softback
Available - Usually ships in 3-4 weeks
Multicriteria Decision Aid Methods for the Prediction of Business Failure by Constantin Zopounidis
$290.00
Multicriteria Decision Aid Methods for the Prediction of Business...
by Constantin Zopounidis ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Empirical Estimates in Stochastic Optimization and Identification by Pavel S. Knopov
$293.00
Empirical Estimates in Stochastic Optimization and Identification
by Pavel S. Knopov ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Quasiconvex Optimization and Location Theory by J.A. dos Santos Gromicho
$293.00
Quasiconvex Optimization and Location Theory
by J.A. dos Santos Gromicho ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Lagrange-type Functions in Constrained Non-Convex Optimization on Hardback by Xiao-qi Yang
$297.00
Lagrange-type Functions in Constrained Non-Convex Optimization
by Xiao-qi Yang ~ Hardback
Available - Usually ships in 3-4 weeks

Description

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities. Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects. Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.
Release date NZ
December 7th, 2010
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2002
Illustrations
XIV, 386 p.
Pages
386
Dimensions
156x234x20
ISBN-13
9781441952318
Product ID
8964121

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Explore more by Jitka Dupacova

See all books by this author

Stochastic Modeling in Economics and Finance on Hardback by Jitka Dupacova
$300.00
Stochastic Modeling in Economics and Finance
by Jitka Dupacova ~ Hardback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics >
Business & Management >
Management Techniques >
Operational research
Books >
Business & Economics >
Finance & Accounting >
Accounting
Books >
Business & Economics >
Finance & Accounting >
Finance
Books >
Business & Economics >
Business & Management
Books >
Business & Economics >
Business & Management >
Management Techniques >
Management decision making
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Optimization
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics >
Stochastics