Econometrics 5

How do applications affect behavior? Experimental Economics Volume II seeks to answer these questions by examining the auction mechanism, imperfect competition and incentives to understand financial……続きを見る

This advanced textbook provides a straightforward but comprehensive introduction to applied general equilibrium modeling. General equilibrium is the backbone of modern economic analysis, which is wh……続きを見る

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating o……続きを見る

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analy……続きを見る

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and no……続きを見る

Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and……続きを見る

Fierce competition in today's global market provides a powerful motivation for developing ever more sophisticated logistics systems. This book, written for the logistics manager and researcher, pres……続きを見る

This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math……続きを見る

Do humans behave much like atoms? Sociophysics, which uses tools and concepts from the physics of disordered matter to describe some aspects of social and political behavior, answers in the affirmat……続きを見る

How do humans make choices, both when facing nature and when interacting with one another? Experimental Economics Volume I seeks to answer these questions by examining individual's choices in strate……続きを見る

This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as wel……続きを見る

This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from th……続きを見る

Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advance……続きを見る

Economic theory and empirical research confirm that the rising international integration caused an increase in aggregate income at least for the industrialized countries, although trade liberalizati……続きを見る

This research deals with the increasingly complex issues of waste generation, waste management and waste disposal that in less developed industrialised countries present diverse but critical concern……続きを見る

In the past, Austrian economics has been seen as almost exclusively focused on microeconomics. Here,Steven Horwitz constructs a systematic presentation of what Austrian macroeconomics would look lik……続きを見る

General Equilibrium Theory: An Introduction presents the mathematical economic theory of price determination and resource allocation from elementary to advanced levels, suitable for advanced undergr……続きを見る

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the confe……続きを見る

Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” ーRichard K. Lyons, Dean and Professor o……続きを見る

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of an……続きを見る

This book explores the dynamic processes in economic systems, concentrating on the extraction and use of the natural resources required to meet economic needs. Sections cover methods for dynamic mod……続きを見る

This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matri……続きを見る

Mainstream economists everywhere exhibit an "irrational passion for dispassionate rationality." Behavioral economists, and long-time critic of mainstream economics suggests that people in mainstrean……続きを見る

A highly entertaining and edifying book by one of the greatest showmen of all times - P.T. Barnum. In this book he gives a set of rules guaranteed to ensure success. It is simply amazing that these ……続きを見る

Ryall and Bramson's Inference and Intervention is the first textbook on causal modeling with Bayesian networks for business applications. In a world of resource scarcity, a decision about which busi……続きを見る

Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the Uni……続きを見る

Sociological theories of crime include: theories of strain blame crime on personal stressors; theories of social learning blame crime on its social rewards, and see crime more as an institution in c……続きを見る

An Introduction to Mathematics for Economics introduces quantitative methods to students of economics and finance in a succinct and accessible style. The introductory nature of this textbook means a……続きを見る

For three decades, Henry Neave’s Statistics Tables has been the gold standard for all students taking an introductory statistical methods course as part of their wider degree in a host of discipline……続きを見る

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking……続きを見る