Coverart for item
The Resource Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)

Stochastic Modeling in Economics and Finance, by Jitka Dupacová, (electronic book)

Label
Stochastic Modeling in Economics and Finance
Title
Stochastic Modeling in Economics and Finance
Statement of responsibility
by Jitka Dupacová
Creator
Contributor
Subject
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)
Instantiates
Publication
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)
Publication
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

Library Locations

Processing Feedback ...