In addition, techniques related to survey methodology, computational statistics, and operations research are discussed, where applicable.

The Derivatives Sourcebook - Terence Lim, Andrew Wen-Chuan Lo, Robert C. Merton - Google Livres

Balakrishnan, PhD, is Professor in the Department of Mathematics and Statistics at McMaster University, Canada. Balakrishnan is coeditor of Wiley's Encyclopedia of Statistical Sciences, Second Edition and also serves as Editor in Chief of Communications in Statistics.

A Fellow of the American Statistical Association and the Institute of Mathematical Statistics, Dr.

Balakrishnan is the coauthor of Precedence-Type Tests and Applications and A Primer on Statistical Distributions, both published by Wiley. Version papier du livre.

Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model on JSTOR

Methods and Applications of Statistics in Business, Finance, and Management Science. The book successfully upholds the goals of ESS2e by combining both previously-published and newly developed contributions written by over leading academics, researchers, and practitioner in a comprehensive, approachable format.

Topics of coverage include: Logistics Decision analysis Optimization Simulation Forecasting Mathematical modeling Data mining. ARCH and GARCH Models.

Pricing Foreign Exchange Options with Stochastic Volatility. Problem Solving in Statistics. Estimation of Travel Distance.

Foundations of Risk Measurement. Methods of Estimation of Risks and Analysis of Business Processes. Mining Functional Data in Prediction Markets.

Models for Bid Arrivals and Bidder Arrivals in Online Auctions.

Ranking and Selection Among Mutual Funds. Statistical Methods in Inventory Effect and Analysis.

FX : Managing Global Currency Risk: The Definitive Handbook for Corporations - Gary Klopfenstein - Google Livres

Statistical Methods in Risk Management by Futures Clearinghouses. Statistics in Management Science.

Statistics of Risk Management. Applications in Economics and Man.

The BlackScholes Formula and Its Applications in Finance. Methods and Applications of Statistics in Business, Finance, and Management Science N.

Alternatives to BlackScholes Formulation in Finance. Methods and Applications of Statistics in Business, Finance, and Management Science Methods and Applications of Statistics Wiley Series in Methods and Ap.