Angebote zu "Tempered" (12 Treffer)

eBook Tempered Stable Distributions
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This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable d

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Stand: 12.10.2017
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Grabchak, Michael: Tempered Stable Distributions
31,95 € *
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Tempered Stable DistributionsStochastic Models for Multiscale ProcessesTaschenbuchvon Michael GrabchakEAN: 9783319249254Einband: Kartoniert / BroschiertBeilage: BookSprache: EnglischSeiten: 108Abbildungen: BibliographieMaße: 234 x 156 x 12 mmAutor: M

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Stand: 18.10.2017
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Tempered Stable Distributions als Buch von Mich...
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(53,49 € / in stock)

Tempered Stable Distributions:Stochastic Models for Multiscale Processes SpringerBriefs in Mathematics. 1st ed. 2016 Michael Grabchak

Anbieter: Hugendubel.de
Stand: 19.10.2017
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Tempered Stable Distributions als eBook Downloa...
43,49 € *
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(43,49 € / in stock)

Tempered Stable Distributions:Stochastic Models for Multiscale Processes SpringerBriefs in Mathematics. 1st ed. 2015. Michael Grabchak

Anbieter: Hugendubel.de
Stand: 09.10.2017
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Tempered Stable Distributions - Stochastic Mode...
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This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.

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Stand: 11.07.2017
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Tempered Stable Distributions als eBook von Mic...
43,49 € *
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Tempered Stable Distributions ab 43.49 EURO Stochastic Models for Multiscale Processes SpringerBriefs in Mathematics. 1st ed. 2015.

Anbieter: eBook.de
Stand: 05.10.2017
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eBook Risk Estimation on High Frequency Financi...
59,49 € *
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By studying the ability of the Normal Tempered Stable (Nts) model to fit thestatistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models.

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Stand: 12.10.2017
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Advances in Heavy Tailed Risk Modeling - A Hand...
138,99 € *
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A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk , the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science. Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science. Gareth W. Peters, PhD, is Assistant Professor in the Department of Statistical Science, Principle Investigator in Computational Statistics and Machine Learning, and Academic Member of the UK PhD Centre of Financial Computing at University College London. He is also Adjunct Scientist in Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation (CSIRO), Australia; Associate Member Oxford-Man Institute at the Oxford University ; and Associate Member in the Systemic Risk Centre at the London School of Economics . In addition, he is Visiting Professor at The Institute of Statistical Mathematics, Japan. Pavel V. Shevchenko, PhD, is Senior Principal Research Scientist in the Division of Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation (CSIRO) Australia, as well as Adjunct Professor at the University of New South Wales and the University of Technology, Sydney. He is also Associate Editor of The Journal of Operational Risk . He works on research and consulting projects in the area of financial risk and the development of relevant numerical methods and software, has published extensively in academic journals, consults for major financial institutions, and frequently presents at industry and academic conferences.

Anbieter: ciando eBooks
Stand: 11.07.2017
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Advances in Heavy Tailed Risk Modeling - A Hand...
138,99 € *
ggf. zzgl. Versand

A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk , the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science. Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science. Gareth W. Peters, PhD, is Assistant Professor in the Department of Statistical Science, Principle Investigator in Computational Statistics and Machine Learning, and Academic Member of the UK PhD Centre of Financial Computing at University College London. He is also Adjunct Scientist in Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation (CSIRO), Australia; Associate Member Oxford-Man Institute at the Oxford University ; and Associate Member in the Systemic Risk Centre at the London School of Economics . In addition, he is Visiting Professor at The Institute of Statistical Mathematics, Japan. Pavel V. Shevchenko, PhD, is Senior Principal Research Scientist in the Division of Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation (CSIRO) Australia, as well as Adjunct Professor at the University of New South Wales and the University of Technology, Sydney. He is also Associate Editor of The Journal of Operational Risk . He works on research and consulting projects in the area of financial risk and the development of relevant numerical methods and software, has published extensively in academic journals, consults for major financial institutions, and frequently presents at industry and academic conferences.

Anbieter: ciando eBooks
Stand: 11.07.2017
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Invitation to Pleasure: Open Invitation, Book 2...
9,95 €
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If you´re a fan of contemporary erotic romance, then enclosed is your invitation to The Sex Club, elegant, classy, sexy, every woman´s fantasy, every man´s desire. Virginia Hansen believes she´s a three-time loser in marriage, each time confusing the passion and lust of immediate attraction for lasting love, with disastrous results. For her fourth trip down the aisle, she demands stability and companionship, without passion or lust clouding her judgment. But Virginia will soon discover that trying to harness her deep-seated sexual needs is like trying to tell a raindrop not to fall. Buried inside, Virginia has overpowering desires and the need for a man´s seduction to turn her inside out. When she begins craving seduction from her new husband, her carefully constructed, stable world might very well fall apart. Brett Branoff has finally found the right woman. Everything in his life is about his career, even down to his choice of wife, and Virginia has the same needs and goals as he does. He´s willing to bank his sexual desires and forgo the bedroom fireworks to accommodate the perfect, self-assured, even-tempered wife. But when Brett uncovers the hidden wanton beneath Virginia´s elegant business suits, everything he thought he wanted pales in comparison to his newfound desires. Brett soon discovers that perfunctory sex once a week isn´t enough to satisfy him, not when he knows that Virginia is capable of so much more. Now he plans on sending his wife an invitation to pleasure she simply can´t refuse. ungekürzt. Language: English. Narrator: June Wayne. Audio sample: http://samples.audible.de/bk/acx0/020262de/bk_rhde_002536_sample.mp3. Digital audiobook in aax.

Anbieter: Audible - Hörbücher
Stand: 07.06.2017
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