huynh huu (32 risultati)

Condizione: Very Good. Very Good condition. Very Good dust jacket. With CD! A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp.

Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!

Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780470725382.

Condizione: As New. Unread book in perfect condition.

UNK. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: new.

Hardcover. Condizione: new. Hardcover. Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. In.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. pp. xvi + 338 Illus.

Hardcover Nov 11, 2008. Condizione: Neu.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Series: Wiley Finance Series. Num Pages: 356 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 255 x 175 x 24. Weight in Grams: 792. . 2008. 1st Edition. Hardcover. . . . .

Condizione: New. pp. xvi + 338 Index.

Hardcover. Condizione: new. Hardcover. Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condizione: New. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Series: Wiley Finance Series. Num Pages: 356 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 255 x 175 x 24. Weight in Grams: 792. . 2008. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

TAPA DURA. Condizione: New.

Condizione: New. HUU TUE HUYNH obtained his D.Sc. in communication theory from Laval University, Canada. From 1969 to 2004 he was a faculty member of Laval University. He left Laval University to become Chairman of the Department of data processing at the College of Technol.

Hardcover. Condizione: new. Hardcover. Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Taschenbuch. Condizione: Neu. Neuware - Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic resampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging.The book also includes an accompanying CD-ROM which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.

Hardcover. Condizione: Brand New. hardback/cd-rom edition. 338 pages. 10.00x7.25x1.25 inches. In Stock.

Hardcover. Condizione: Like New. Like New. book.

Condizione: New.

Paperback. Condizione: Brand New. 192 pages. French language. 8.66x5.91x0.44 inches. In Stock.

Taschenbuch. Condizione: Neu. Vidéosurveillance pour appartements intelligents | Application à la détection de prise de médicaments | Huu Hung Huynh | Taschenbuch | 192 S. | Französisch | 2015 | Presses Académiques Francophones | EAN 9783838149509 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 795.

Hardcover. Condizione: Brand New. hardback/cd-rom edition. 338 pages. 10.00x7.25x1.25 inches. In Stock. This item is printed on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -L'objectif de ce travail est de proposer une approche hiérarchique pour la reconnaissance de la prise de médicaments chez les personnes âgées. En effet, l'activité globale de la prise de médicaments se compose de plusieurs activités différents niveaux de complexité. La reconnaissance est donc faite de bas en haut, de l'activité élémentaire, l'activité simple et ensuite, l'activité complexe. De plus, un modèle simple de calibration, utilisant une caméra stéréo, est proposé pour estimer la profondeur des objets, et ainsi mieux traiter l'occultation des objets. Pour la reconnaissance de la prise de médicaments, une approche hiérarchique est proposée, en commençant par les activités élémentaires. Sur la base du chevauchement entre les régions d'intérêt, nous détectons les activités élémentaires. En exploitant la séquence des activités élémentaires, nous détectons les activités simples, celles-ci sont ensuite utilisées pour reconnaitre des activités complexes, correspondant a la prise de médicaments. La profondeur des objets occultes est estimée afin de vérifier l'état de contact entre ces objets, et reconnaitre plus précisément les activités. 192 pp. Französisch.