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Investment management --- Portfolio management --- Mathematical models --- mathematische modellen, toegepast op economie --- portfoliobeheer --- risk management --- -332.6 --- Investment analysis --- Investments --- Securities --- Mathematical models. --- 332.6 --- Portfolio management - Mathematical models --- Gestion de portefeuille

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AA / International- internationaal --- 339.42 --- Financiële analyse. --- Active portfolio management --- speculaties --- Portefeuillebeheer --- Portefeuillebeheer. --- Beleggen. --- Portfolio management --- Mathematical models --- Financiële analyse --- 332.60151 --- beleggingen --- beurswezen --- forecasting --- mathematische modellen, toegepast op economie --- portfoliobeheer --- risk management --- Théorie moderne du portefeuille

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Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry out cost-benefit analysis, to determine the welfare effects of technological innovation or public policy, to forecast new product success, and to understand individual and consumer behavior. Unfortunately, many currently available techniques for eliciting individuals' values suffer from a serious problem in that they involve asking individuals hypothetical questions about intended behavior. Experimental auctions circumvent this problem because they involve individuals exchanging real money for real goods in an active market. This represents a promising means for eliciting non-market values. Lusk and Shogren provide a comprehensive guide to the theory and practice of experimental auctions. It will be a valuable resource to graduate students, practitioners and researchers concerned with the design and utilization of experimental auctions in applied economic and marketing research.

Auctions. --- Consumers' preferences --- Mathematical models. --- Auctions --- consumentengedrag --- kwantitatieve methoden --- marketing research --- mathematische modellen, toegepast op bedrijfsleven --- mathematische modellen, toegepast op economie --- Dutch auctions --- Vendues --- Bailments --- Commercial law --- Mathematical models --- Business, Economy and Management --- Economics

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During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach. Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations.Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

Stochastic processes --- Finance --- Jump processes. --- Finances --- Processus de sauts --- Mathematical models. --- Modèles mathématiques --- Jump processes --- Mathematical models --- mathematische modellen, toegepast op economie --- stochastische modellen --- opties --- risk management --- -Jump processes --- 332.01519233 --- Processes, Jump --- Markov processes --- Funding --- Funds --- Economics --- Currency question --- Modèles mathématiques --- Finance - Mathematical models

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This book introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates. In contrast to the long-standing frequentist approach to statistics, the Bayesian approach makes explicit use of prior information and is based on the subjective view of probability. Bayesian econometrics takes probability theory as applying to all situations in which uncertainty exists, including uncertainty over the values of parameters. A distinguishing feature of this book is its emphasis on classical and Markov chain Monte Carlo (MCMC) methods of simulation. The book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics, and other applied fields. These include the linear regression model and extensions to Tobit, probit, and logit models; time series models; and models involving endogenous variables.

Mathematical statistics --- Quantitative methods (economics) --- Econometrics --- Bayesian statistical decision theory --- econometrie --- kwantitatieve methoden --- markov-processen --- mathematische modellen, toegepast op economie --- tijdreeksanalyse --- waarschijnlijkheidsleer --- 330.01519542 --- Bayesian statistical decision theory. --- Bayes' solution --- Bayesian analysis --- Statistical decision --- Economics, Mathematical --- Statistics --- Econometrics. --- Business, Economy and Management --- Economics