degruyter boston (23 risultati)

Buch. Condizione: Neu. Neuware -Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence. 162 pp. Englisch.

Buch. Condizione: Neu. Neuware -Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence. 162 pp. Englisch.

Paperback. Condizione: Brand New. 534 pages. 9.05x6.10x0.63 inches. In Stock.

Buch. Condizione: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.

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

Buch. Condizione: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.deGruyter Boston, Genthiner Straße 13, 10785 Berlin 162 pp. Englisch.

Buch. Condizione: Neu. Neuware - Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.

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

Buch. Condizione: Neu. Risk Management for Cryptocurrency Portfolios | Yifan He (u. a.) | Buch | VIII | Englisch | 2025 | deGruyter Boston | EAN 9781501520099 | Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu.

Taschenbuch. Condizione: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.

Taschenbuch. Condizione: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.

Taschenbuch. Condizione: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Managing Innovation in the Digital World presents an integrated approach to innovating successfully in our increasingly digital world. Digital refers to the processing, transfer and storage and using of information by electronic means and the broad opportunity for transformation this creates. It is the catalyst, raw material and glue which will enable the creation of better and more sustainable organizations and industries. This book highlights how the unit of competition and performance is shifting from the organization to the ecosystem and discusses the evolution of the Open Innovation 2.0 paradigm whereby multiple stakeholders collaborate and combine to deliver new propositions based on shared vision and shared values. Packed with rich case studies from both private and public sector organizations such as Intel, Mastercard, Anam and Ireland's Health Service, the book not only shares new digital innovation theory but also elucidates this with practical tools and lessons. It discusses the critical importance of an open, generative culture which supports experimentation and risk and introduces an Innovation Capability Maturity Framework which allows organizations to assess their innovation capability and then systematically identify actions to improve it. With its focus on value as the core metric by which all innovation in measured, this is an essential book for all professionals who, using digital technologies, seek to create better products and services, better industries and a better and more sustainable world.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.

Taschenbuch. Condizione: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. HybriddeGruyter Boston, Genthiner Straße 13, 10785 Berlin 142 pp. Englisch.

Taschenbuch. Condizione: Neu. Neuware - The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry.

Taschenbuch. Condizione: Neu. Additive Manufacturing | Science and Technology | Emrah Celik | Taschenbuch | De Gruyter Textbook | XI | Englisch | 2025 | deGruyter Boston | EAN 9781501520235 | Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu.

Buch. Condizione: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory. 162 pp. Englisch.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid.

Buch. Condizione: Neu. Neuware - 'The Rise of the Babylonian Empire' surveys Babylonian history during the transitional period between 631 and 585 BC, from the end of Ashurbanipal's reign to the first half of the reign of Nebuchadnezzar II. This period witnessed the fall of the Assyrian Empire and the formation of the Neo-Babylonian Empire, after which the Neo-Babylonian Empire reached its mature stage with consolidated territorial control, administrative systems, and state ideologies. The main focusses of the monograph are the unfolding of the Nabopolassar Revolt, the processes and consequences of imperial expansion, the way in which the new dynasty administered its territory, and the interventions and royal ideologies adopted during the early years of the Neo-Babylonian rule. These historical factors contributed to the various transformations in Babylonia politically, economically, socially, and demographically.; Studies in Ancient Near Eastern Records (SANER) is a peer-reviewed series devoted to the publication of monographs pertaining to all aspects of the history, culture, literature, religion, art, and archaeology of the Ancient Near East, from the earliest historical periods to Late Antiquity. The aim of this series is to present in-depth studies of the written and material records left by the civilizations and cultures that populated the various areas of the Ancient Near East: Anatolia, Arabia, Egypt, Iran, the Levant, Mesopotamia, and Syria. Thus, SANER is open to all sorts of works that have something new to contribute and which are relevant to scholars and students within the continuum of regions, disciplines, and periods that constitute the field of Ancient Near Eastern studies, as well as to those in neighboring disciplines, including Biblical Studies, Classics, and Ancient History in general.

Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 266 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Taschenbuch. Condizione: Neu. Neuware -The book covers additive manufacturing of polymers, metals, ceramics, fiber reinforced polymer composites, energy harvesting materials and biomaterials. It includes photopolymerization, heat curing, crystallization of molten metal processes. Hybrid manufacturing is discussed. Topology optimization methodology is described and finite element software examples are provided. The book is ideal for graduate students and career starters in the industry. 142 pp. Englisch.

Softcover. Condizione: gut. 2025. Additive Manufacturing In deutscher Sprache. pages.