regina liu (51 risultati)

Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780940600706.

Paperback. Condizione: Brand New. Christoph Köster (illustratore). 160 pages. German language. 4.65x0.59x7.64 inches. In Stock.

Condizione: New. Christoph Köster (illustratore).

Condizione: New. In.

Condizione: New. In.

Condizione: New. Provides an exposition of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book is also useful for practitioners in financial and related industries, as well as to students in MBA or programs in finance and financial engineering. Num Pages: 275 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 19. Weight in Grams: 765. . 2002. Hardback. . . . .

Condizione: New. pp. 288 Index.

Condizione: New. pp. viii + 275 Index.

Hardcover. Condizione: Brand New. 1st edition. 275 pages. 9.25x6.25x0.75 inches. In Stock.

Taschenbuch. Condizione: Neu. Asset Pricing | -Discrete Time Approach- | Regina Liu (u. a.) | Taschenbuch | viii | Englisch | 2012 | Springer US | EAN 9781461348498 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condizione: New. Provides an exposition of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book is also useful for practitioners in financial and related industries, as well as to students in MBA or programs in finance and financial engineering. Num Pages: 275 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 19. Weight in Grams: 765. . 2002. Hardback. . . . . Books ship from the US and Ireland.

Condizione: New. In.

Condizione: New. In.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.

Condizione: New. pp. XIV, 277 31 illus., 6 illus. in color. 1 Edition NO-PA16APR2015-KAP.

Taschenbuch. Condizione: Neu. Robust Rank-Based and Nonparametric Methods | Michigan, USA, April 2015: Selected, Revised, and Extended Contributions | Regina Y. Liu (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xiv | Englisch | 2018 | Springer | EAN 9783319818092 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condizione: New. pp. 330.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaboratedwith Joseph McKean to develop underlying theory for these methods,obtain small sample corrections, and develop efficient algorithmsfor their computation.The papers cover the scope of the area, includingrobust nonparametric rank-based procedures through Bayesian and big datarank-based analyses.Areas of application include biostatistics andspatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably.These procedures generalize traditional Wilcoxon-type methods for one- andtwo-sample location problems.Research into these procedures has culminated in complete analyses for manyof the models used in practice including linear, generalized linear, mixed,and nonlinear models. Settings are both multivariate and univariate.With the development of R packages in these areas, computation of these procedures is easilyshared with readers and implemented. This book is developed from the International Conference on Robust Rank-Based and Nonparametric Methods, held at Western Michigan University in April 2015.

Paperback. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaboratedwith Joseph McKean to develop underlying theory for these methods,obtain small sample corrections, and develop efficient algorithmsfor their computation.The papers cover the scope of the area, includingrobust nonparametric rank-based procedures through Bayesian and big datarank-based analyses.Areas of application include biostatistics andspatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably.These procedures generalize traditional Wilcoxon-type methods for one- andtwo-sample location problems.Research into these procedures has culminated in complete analyses for manyof the models used in practice including linear, generalized linear, mixed,and nonlinear models. Settings are both multivariate and univariate.With the development of R packages in these areas, computation of these procedures is easilyshared with readers and implemented. This book is developed from the International Conference on Robust Rank-Based and Nonparametric Methods, held at Western Michigan University in April 2015.

Hardcover. Condizione: Brand New. 9.50x6.25x0.75 inches. In Stock.

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

Condizione: New. Christoph Köster (illustratore).

2. überarbeitete Auflage, 8°, 160 S. mit grün/w-Abbildungen, (Schrift in grüner Farbe), original Kartonage (Paperback), Buch hat herstellungsbedingt keinen Einband, untere Ecke des Vorderdeckelseite mit Knickspur, sonst schönes, sauberes Exemplar im Einzelnen: Chi Hui: "Der Regenwald" / Jiang Bo: "Ne Zha, der Schutzgott" / Chen Qiufan: "Die Blume von Shazui" / Regina Kanyu Wang: "Das verlorene Paradies" / Xia Jia: "Nachtstreifzug des Drachenpferds" / Ken Liu: "Wie andere Spezies Bücher machen" / Anja Engst: "Als seien sie Boulevardnachrichten" / Julia Dorsch: "Eine Datei namens Care" / Anja Kümmel: "Die Stadt über der Stadt" / Rudi Nuss: "Unwesen der Asche oder: Von der niedlichen, toten Welt schreiben" / Philip Böhm: "Pissender Hund" Abholung im Ladengeschäft in Frankfurt am Main (Nordend ggü. Musterschule) möglich. Das spart die Portokosten. Pickup at the store in Frankfurt am Main (Nordend, close to Musterschule) is possible. It saves the shipping costs.

LeatherBound. Condizione: New. BOOKS ARE EXEMPT FROM IMPORT DUTIES AND TARIFFS; NO EXTRA CHARGES APPLY. Leatherbound edition. Condition: New. Leather Binding on Spine and Corners with Golden leaf printing on spine. Bound in genuine leather with Satin ribbon page markers and Spine with raised gilt bands. Pages: 136. A perfect gift for your loved ones. Reprinted from 1969 edition. NO changes have been made to the original text. This is NOT a retyped or an ocr'd reprint. Illustrations, Index, if any, are included in black and white. Each page is checked manually before printing. As this print on demand book is reprinted from a very old book, there could be some missing or flawed pages, but we always try to make the book as complete as possible. Fold-outs, if any, are not part of the book. If the original book was published in multiple volumes then this reprint is of only one volume, not the whole set. IF YOU WISH TO ORDER PARTICULAR VOLUME OR ALL THE VOLUMES YOU CAN CONTACT US. Resized as per current standards. Sewing binding for longer life, where the book block is actually sewn (smythe sewn/section sewn) with thread before binding which results in a more durable type of binding. Language: English Pages: 136.

Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Chinesisch | Produktart: Bücher | Die fünfte Ausgabe der Zeitschrift Kapsel enthält die Kurzgeschichte »Der Einsiedler« des Naturwissenschaftlers und Autors Liu Yang aus Sichuan. In der 2014 in China erstmals veröffentlichten Sci-Fi-Geschichte baut sich ein junger Unternehmer unter der Erde eine ge­heime Zuflucht, in der er sich in seinen Büchern vergräbt und nicht bemerkt, wie sich draußen die Welt immer schneller dreht. Losgelöst vom Takt der Welt beginnt für ihn eine Reise, die ihn bis ans Ende des Universums führt. Liu Yangs Hintergrund als Naturwissenschaftler inspiriert sein Schreiben. Ist »Der Einsiedler« eine Verbindung von Science und Facts? Seien Sie gespannt auf ein beeindruckendes wie ausgefallenes Gedanken­­experiment über verborgene Kräfte unserer Welt. Auf die zweisprachig - auf Chinesisch und auf Deutsch - gedruckte Geschichte von Liu Yang antworten die Schriftsteller:innen Regina Kanyu Wang, Anja Engst, Julia Dorsch, Anna Hetzer, Rudi Nuss und Tim Holland mit deutschen und Peter Watts mit einem englischen Beitrag. In einem Interview befragt zudem der Literaturwissenschaftler Jiang Zhenyu, ein wichtiger Erforscher von Science-Fiction, Liu Yang zu seinen ­Geschichten und zum Genre. Die Texte illustrieren Christoph Köster, Julius Wagner, Claudia Schramke, Alina Albertine Warnecke, Martha Burger, Robert Löbel und Marius Wenker.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets. 288 pp. Englisch.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets. 288 pp. Englisch.

Condizione: new. Questo è un articolo print on demand.