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Books in Mathematical and quantitative methods

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21-30 of 96 results in All results

Equilibrium Problems and Applications

  • 1st Edition
  • October 9, 2018
  • Gábor Kassay + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 1 0 2 9 - 4
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 1 0 3 0 - 0
Equilibrium Problems and Applications develops a unified variational approach to deal with single-valued, set-valued and quasi-equilibrium problems. The authors promote original results in relationship with classical contributions to the field of equilibrium problems. The content evolved in the general setting of topological vector spaces and it lies at the interplay between pure and applied nonlinear analysis, mathematical economics, and mathematical physics. This abstract approach is based on tools from various fields, including set-valued analysis, variational and hemivariational inequalities, fixed point theory, and optimization. Applications include models from mathematical economics, Nash equilibrium of non-cooperative games, and Browder variational inclusions. The content is self-contained and the book is mainly addressed to researchers in mathematics, economics and mathematical physics as well as to graduate students in applied nonlinear analysis.

Introduction to Quantitative Macroeconomics Using Julia

  • 1st Edition
  • August 29, 2018
  • Petre Caraiani
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 2 2 1 9 - 8
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 3 5 1 2 - 9
Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research.

Computational Economics: Heterogeneous Agent Modeling

  • 1st Edition
  • June 19, 2018
  • Cars Hommes + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 6 4 1 3 1 - 1
  • eBook
    9 7 8 - 0 - 4 4 4 - 6 4 1 3 2 - 8
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity.

Essentials of Time Series for Financial Applications

  • 1st Edition
  • May 29, 2018
  • Massimo Guidolin + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 3 4 0 9 - 2
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 3 4 1 0 - 8
Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs.

The Economics and Econometrics of the Energy-Growth Nexus

  • 1st Edition
  • March 22, 2018
  • Angeliki Menegaki
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 2 7 4 6 - 9
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 2 7 4 7 - 6
The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures.

Introduction to Agent-Based Economics

  • 1st Edition
  • August 3, 2017
  • Mauro Gallegati + 2 more
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 8 0 3 8 3 4 - 5
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 3 9 0 3 - 8
Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE). It illustrates ACE’s theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a state-of-the-art agent-based macroeconomics. The book helps readers gain a better understanding of the limits and perspectives of the ACE models and their capacity to reproduce economic phenomena and empirical patterns.

Spatial Econometrics

  • 1st Edition
  • July 20, 2017
  • Harry Kelejian + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 3 3 8 7 - 3
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 3 3 9 2 - 7
Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.

Engineering Investment Process

  • 1st Edition
  • March 17, 2017
  • Florian Ielpo + 2 more
  • English
  • Hardback
    9 7 8 - 1 - 7 8 5 4 8 - 1 6 2 - 8
  • eBook
    9 7 8 - 0 - 0 8 - 1 0 1 1 4 8 - 5
Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.

Probability, Statistics and Econometrics

  • 1st Edition
  • March 3, 2017
  • Oliver Linton
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 0 4 9 5 - 8
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 0 4 9 6 - 5
Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books.

Portfolio Optimization with Different Information Flow

  • 1st Edition
  • February 1, 2017
  • Caroline Hillairet + 1 more
  • English
  • Hardback
    9 7 8 - 1 - 7 8 5 4 8 - 0 8 4 - 3
  • eBook
    9 7 8 - 0 - 0 8 - 1 0 1 1 7 7 - 5
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations.This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

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Data collection and data estimation methodology computer programs

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