The Resource Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)
Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)
Resource Information
The item Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- 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
- Language
- eng
- Isbn
- 9781402008405
- Label
- Stochastic Modeling in Economics and Finance
- Title
- Stochastic Modeling in Economics and Finance
- Statement of responsibility
- by Jitka Dupacová
- Language
- eng
- Summary
- 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
- Cataloging source
- UkLiU
- http://library.link/vocab/creatorName
- Dupačová, Jitka
- LC call number
- HB135
- LC item number
- .D87 2002eb
- Nature of contents
- dictionaries
- http://library.link/vocab/relatedWorkOrContributorName
-
- Hurt, Jan
- Štěpán, Josef
- http://library.link/vocab/subjectName
-
- Economics
- Finance
- Stochastic analysis
- Label
- Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Form of item
- electronic
- Isbn
- 9781402008405
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
- Label
- Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Form of item
- electronic
- Isbn
- 9781402008405
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Stochastic-Modeling-in-Economics-and-Finance-by/BoAxBSN_HSA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Stochastic-Modeling-in-Economics-and-Finance-by/BoAxBSN_HSA/">Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
