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1
Bayesian Item Response Modeling (2013)
EN HC NWISBN: 9781441918222 bzw. 1441918221, in Englisch, Springer, Deutschland, gebundenes Buch, neu.
This book presents a thorough treatment and unified coverage of Bayesian item response modeling with applications in a variety of disciplines, including education, medicine, psychology, and sociology. Breakthroughs in computing technology have made the Bayesian approach particularly useful for many response modeling problems. Free from computational constraints, realistic and state-of-the-art latent variable response models are considered for complex assessment and survey data to solve real-world problems. The Bayesian framework described provides a unified approach for modeling and inference, dealing with (nondata) prior information and information across multiple data sources. The book discusses methods for analyzing item response data and the complexrelationships commonly associated with human response behavior and features: Self-contained introduction to Bayesian item response modeling and a coverage of extending standard models to handle complex assessment data ; A thorough overview of Bayesian estimation and testing methods for item response models, where MCMC methods are emphasized ; Numerous examples that cover a wide range of application areas, including education, medicine, psychology, and sociology ; Datasets and software (S+, R, and WinBUGScode) of the models and methods presented in the book are available on www.jean-paulfox.com. Bayesian Item Response Modeling is an excellent book for research professionals, including applied statisticians, psychometricians, and social scientists who analyze item response data from a Bayesian perspective. It is a guide to the growing area of Bayesian response modeling for researchers and graduate students, and will also serve them as a good reference. Jean-Paul Fox is Associate Professor of Measurement and Data Analysis, University of Twente, The Netherlands. His main research activities are in several areas of Bayesian response modeling. Dr. Fox has published numerous articles in the areas of Bayesian item respon ...|Books|https://wordery.com/jackets/f420beb9/bayesian-item-response-modeling-jean-paul-fox-9781441907417.jpg|9781441907417|Bayesian Item Response Modeling : Hardback : Springer-Verlag New York Inc. : 9781441907417 : 08 Jun 2010 : The modeling of item response data is governed by item response theory, also referred to as modern test theory. The usefulness of the Bayesian m ...|new|1|1|999|109.99|0|GBP|Jean-Paul Fox|Springer-Verlag New York Inc.|08 Jun 2010|Mathematical modelling 9781441909343|Integrating Zooarchaeology and Paleoethnobotany|79.98|https://wordery.com/integrating-zooarchaeology-and-paleoethnobotany-amber-vanderwarker-9781441909343|In recent years, scholars have emphasized the need for more holistic subsistence analyses, and collaborative publications towards this endeavor have become more numerous in the literature. However, there are relatively few attempts to qualitatively integrate zooarchaeological (animal) and paleoethnobotanical (plant) data, and even fewer attempts to quantitatively integrate these two types of subsistence evidence. Given the vastly different methods used in recovering and quantifying these data, not to mention their different preservational histories, it is no wonder that so few have undertaken this problem. Integrating Zooarchaeology and Paleoethnobotany takes the lead in tackling this important issue by addressing the methodological limitations of data integration, proposing new methods and innovative ways of using established methods, and highlighting case studies that successfully employ these methods to shed new light on ancient foodways. The volume challenges the perception that plant and animal foodways are distinct and contends that the separation of the analysis of archaeological plant and animal remains sets up a false dichotomy between these portions of the diet. In advocating qualitative and quantitative data integration, the volume establishes a clear set of methods for (1) determining the suitability of data integration in any particular case, and (2) carrying out an integrated qualitative or quantitative approach.|Books|https://wordery.com/jackets/3803407d/integrating-zooarchaeology-and-paleoethnobotany-amber-vanderwarker-9781441909343.jpg|9781441909343|Integrating Zooarchaeology and Paleoethnobotany : Hardback : Springer-Verlag New York Inc. : 9781441909343 : 01 Feb 2010 : The differences in data management in these two disciplines have so far prevented systematic integration of their data sets. Thi ...|new|1|1|999|79.99|0|GBP|Amber VanDerwarker|Springer-Verlag New York Inc.|01 Feb 2010|Archaeology books 9781441593733|Moliere the School for Wives|14.00|https://wordery.com/moliere-the-school-for-wives-maria-cristina-necula-9781441593733||Books|https://wordery.com/jackets/cd16e585/moliere-the-school-for-wives-maria-cristina-necula-9781441593733.jpg|9781441593733|Moliere the School for Wives : Paperback : Xlibris : 9781441593733 : 15 Dec 2009|new|1|1|999|14|0|GBP|Maria-Cristina Necula|Xlibris|15 Dec 2009|Poetry by individual poets 9781441599001|Fundamentals of Sprinting|14.00|https://wordery.com/fundamentals-of-sprinting-eugene-shane-lee-and-jeremiah-whitfield-9781441599001||Books|https://wordery.com/jackets/cd16e585/fundamentals-of-sprinting-eugene-shane-lee-and-jeremiah-whitfield-9781441599001.jpg|9781441599001|Fundamentals of Sprinting : Paperback : Xlibris : 9781441599001 : 04 Jan 2010|new|1|1|999|14|0|GBP|Eugene Shane Lee and Jeremiah Whitfield|Xlibris|04 Jan 2010|Track & field sports, athletics books 9781441913883|Essentials of Orthopedic Surgery|111.79|https://wordery.com/essentials-of-orthopedic-surgery-sam-w-wiesel-9781441913883|This concise third edition offers hands-on guidance for identifying and treating the most commonly seen orthopedic problems in children and adults. Convenient as a study source for medical students, its many photographs and illustrations will also serve as a useful clinical reference for young surgeons, residents, nurses, and physician assistants. Each of the many topics is covered in depth and is designed to educate medical students and steer them towards formulating excellent diagnoses and treatment plans. As a further aid, multiple-choice questions are included at the end of each chapter, and there is a section devoted to case studies.|Books|https://wordery.com/jackets/62e54785/essentials-of-orthopedic-surgery-sam-w-wiesel-9781441913883.jpg|9781441913883|Essentials of Orthopedic Surgery : Paperback : Springer-Verlag New York Inc. : 9781441913883 : 05 Oct 2010 : This concise third edition offers hands-on guidance for identifying and treating the most commonly seen orthopedic problems in children and ad ...|new|1|1|999|129.99|0|GBP|Sam W. Wiesel|Springer-Verlag New York Inc.|05 Oct 2010|Orthopaedics & fractures 9781441913494|Prepare for Launch|30.89|https://wordery.com/prepare-for-launch-erik-seedhouse-9781441913494|Today's astronauts require many different abilities. They must not only be expert in performing flight simulations but must also be proficient in such dissimilar subjects as photography, thermodynamics, electrical repairs, flight procedures, oceanography, public affairs, and geology. In Prepare for Launch, the author introduces the technologies and myriad activities that constitute or affect astronaut training, such as the part-task trainers, emergency procedures, the fixed-based and motion-based simulators, virtual environment training, and the demands of training in the Weightless Environment Training Facility. With plans to return to the Moon and future missions to Mars, the current selection criteria and training are very different from those used for short duration mission Space Shuttle crews. Dr. Erik Seedhouse in this book focuses on how astronaut candidates are taught to cope with different needs and environments (for example, hibernation, artificial gravity, and bioethics issues) and also includes brief discussions of the astronaut application and selection process.|Books|https://wordery.com/jackets/d69f22a5/prepare-for-launch-erik-seedhouse-9781441913494.jpg|9781441913494|Prepare for Launch : Paperback : Praxis : 9781441913494 : 13 Apr 2010 : In Prepare for Launch, the author introduces the technologies and myriad activities that constitute or affect astronaut training, such as the part-task trainers, emergency procedu ...|new|1|1|999|32.99|0|GBP|Erik Seedhouse|Springer-Verlag New York Inc.|13 Apr 2010|Astronautics 9781441918185|Centauri Dreams|24.98|https://wordery.com/centauri-dreams-paul-gilster-9781441918185|I wrote this book because I wanted to learn more about interstel lar flight. Not the Star Trek notion of tearing around the Galaxy in a huge spaceship-that was obviously beyond existing tech nology-but a more realistic mission. In 1989 I had videotaped Voyager 2's encounter with Neptune and watched the drama of robotic exploration over and over again. I started to wonder whether we could do something similar with Alpha Centauri, the nearest star to the Sun. Everyone seemed to agree that manned flight to the stars was out of the question, if not permanently then for the indefinitely foreseeable future. But surely we could do something with robotics. And if we could figure out a theoretical way to do it, how far were we from the actual technology that would make it happen? In other words, what was the state of our interstellar technology today, those concepts and systems that might translate into a Voyager to the stars? Finding answers meant talking to people inside and outside of NASA. I was surprised to learn that there is a large literature of interstellar flight. Nobody knows for sure how to propel a space craft fast enough to make the interstellar crossing within a time scale that would fit the conventional idea of a mission, but there are candidate systems that are under active investigation. Some of this effort begins with small systems that we'll use near the Earth and later hope to extend to deep space missions.|Books|https://wordery.com/jackets/6f918561/centauri-dreams-paul-gilster-9781441918185.jpg|9781441918185|Centauri Dreams : Paperback : Springer-Verlag New York Inc. : 9781441918185 : 12 Dec 2011 : In other words, what was the state of our interstellar technology today, those concepts and systems that might translate into a Voyager to the stars?|new|1|1|999|24.99|0|GBP|Paul Gilster|Springer-Verlag New York Inc.|12 Dec 2011|Popular astronomy & space books 9781441915634|Prandtl-Essentials of Fluid Mechanics|79.99|https://wordery.com/prandtl-essentials-of-fluid-mechanics-katherine-asfaw-9781441915634|Ludwig Prandtl, with his fundamental contributions to hydrodynamics, ae- dynamics, and gas dynamics, greatly in?uenced the development of "uid - chanics as a whole, and it was his pioneering research in the "rst half of the last century that founded modern "uid mechanics. His book Fu¨hrer durch die Str¨omungslehre, which appeared in 1942, originated from previous pub- cations in 1913, Lehre von der Flu¨ssigkeit und Gasbewegung, and 1931, Abriß der Str¨omungslehre. The title Fu¨hrer durch die Str¨omungslehre, or Essentials of Fluid Mechanics, is an indication of Prandtl's intentions to guide the reader on a carefully thought-out path through the di?erent areas of "uid mech- ics. On his way, the author advances intuitively to the core of the physical problem, without extensive mathematical derivations. The description of the fundamental physical phenomena and concepts of "uid mechanics that are needed to derive the simpli?ed models has priority over a formal treatment of the methods. This is in keeping with the spirit of Prandtl's research work. The "rst edition of Prandtl's Fu¨hrer durch die Str¨omungslehre was the only book on "uid mechanics of its time and, even today, counts as one of the most important books in this area. After Prandtl's death, his students Klaus Oswatitsch and Karl Wieghardt undertook to continue his work, and to add new "ndings in "uid mechanics in the same clear manner of presentation.|Books|https://wordery.com/jackets/85f91970/prandtl-essentials-of-fluid-mechanics-katherine-asfaw-9781441915634.jpg|9781441915634|Prandtl-Essentials of Fluid Mechanics : Hardback : Springer-Verlag New York Inc. : 9781441915634 : 05 Nov 2009 : Ludwig Prandtl has been called the father of modern fluid mechanics, and this updated and extended edition of his classic text on the fiel ...|new|1|1|999|79.99|0|GBP|Katherine Asfaw|Springer-Verlag New York Inc.|05 Nov 2009|Fluid mechanics 9781441598882|Siree Guru Granth Sahib (Sikh Religion Scriptures 2)|13.95|https://wordery.com/siree-guru-granth-sahib-sikh-religion-scriptures-2-swarn-singh-bains-9781441598882||Books|https://wordery.com/jackets/50e193c3/siree-guru-granth-sahib-sikh-religion-scriptures-2-swarn-singh-bains-9781441598882.jpg|9781441598882|Siree Guru Granth Sahib (Sikh Religion Scriptures 2) : Paperback : Xlibris Us : 9781441598882 : 03 Dec 2009|new|1|1|998|13.95|0|GBP|Swarn Singh Bains|Xlibris Us|03 Dec 2009|Sikhism 9781441913012|Principles of Lasers|69.54|https://wordery.com/principles-of-lasers-orazio-svelto-9781441913012|This book is motivated by the very favorable reception given to the previous editions as well as by the considerable range of new developments in the laser "eld since the publication of the third edition in 1989. These new developmentsinclude, among others, Quantum-Well and Multiple-Quantum Well lasers, diode-pumpedsolid-state lasers, new concepts for both stable and unstable resonators, femtosecond lasers, ultra-high-brightness lasers etc. The basic aim of the book has remained the same, namely to providea broad and uni?ed description of laser behavior at the simplest level which is compatible with a correct physical understanding. The book is thereforeintendedas a text-bookfor a senior-levelor "rst-year graduatecourse and/or as a reference book. This edition corrects several errors introduced in the previous edition. The most relevant additions or changes to since the third edition can be summarized as follows: 1. A much-more detailed description of Ampli?ed Spontaneous Emission has been given [Chapt. 2] and a novel simpli?ed treatment of this phenomenon both for homogeneousor inhomogeneouslines has been introduced [Appendix C]. 2. A major fraction of a chapter [Chapt. 3] is dedicated to the interaction of radiation with semiconductor media, either in a bulk form or in a quantum-con?ned structure (quantum-well, quantum-wire and quantum dot). 3. A moderntheory of stable and unstable resonatorsis introduced,where a more ext- sive use is made of the ABCD matrix formalism and where the most recent topics of dynamically stable resonators as well as unstable resonators, with mirrors having Gaussian or super-Gaussian transverse re?ectivity pro?les, are considered [Chapt. 5].|Books|https://wordery.com/jackets/a29f13e8/principles-of-lasers-orazio-svelto-9781441913012.jpg|9781441913012|Principles of Lasers : Hardback : Springer-Verlag New York Inc. : 9781441913012 : 28 Dec 2009 : This fifth edition of Principles of Lasers includes corrections to the previous edition as well as being the first available as an ebook. Its mission remai ...|new|1|1|999|74.99|0|GBP|Orazio Svelto|Springer-Verlag New York Inc.|28 Dec 2009|Laser physics 9781441916891|Kidney Transplantation: A Guide to the Care of Kidney Transplant Recipients|74.98|https://wordery.com/kidney-transplantation-a-guide-to-the-care-of-kidney-transplant-recipients-dianne-b-mckay-9781441916891|Kidney Transplantation: A Guide to the Care of Transplant Recipients is an easy to read, up to date, clinical resource written by experts in the field of kidney transplantation. The book explains how donors and recipients are selected for transplantation, how the surgical procedure is performed, and how the experts recognize and treat rejection. Clearly illustrated chapters show how the immune system works in the setting of transplantation and how immunosuppressive medications prevent rejection of the transplanted kidney; knowledge essential for the proper care of the transplant recipient. The acute and long-term care of the patient is described from the perspective not only of proper immunosuppressive medication management, but also from the perspective of comorbidities most common to transplanted patients, including cardiovascular disease, diabetes mellitus, infectious diseases, malignancies, and bone disease. Special issues that impact the care of the transplant recipient, such as unusual donor sources, nonadherence and insurability are also addressed.|Books|https://wordery.com/jackets/64a7129f/kidney-transplantation-a-guide-to-the-care-of-kidney-transplant-recipients-dianne-b-mckay-9781441916891.jpg|9781441916891|Kidney Transplantation: A Guide to the Care of Kidney Transplant Recipients : Paperback : Springer-Verlag New York Inc. : 9781441916891 : 04 May 2010 : Kidney Transplantation: A Guide to the Care of Transplant Recipients is an easy to read, up to date ...|new|1|1|999|74.99|0|GBP|Dianne B. McKay|Springer-Verlag New York Inc.|04 May 2010|Transplant surgery 9781441909732|Putting Crime in its Place|74.98|https://wordery.com/putting-crime-in-its-place-david-weisburd-9781441909732|Putting Crime in its Place: Units of Analysis in Geographic Criminology focuses on the units of analysis used in geographic criminology. While crime and place studies have been a part of criminology from the early 19th century, growing interest in crime places over the last two decades demands critical reflection on the units of analysis that should form the focus of geographic analysis of crime. Should the focus be on very small units such as street addresses or street segments, or on larger aggregates such as census tracts or communities" Academic researchers, as well as practical crime analysts, are confronted routinely with the dilemma of deciding what the unit of analysis should be when reporting on trends in crime, when identifying crime hot spots or when mapping crime in cities. In place-based crime prevention, the choice of the level of aggregation plays a particularly critical role. This peer reviewed collection of essays aims to contribute to crime and place studies by making explicit the problems involved in choosing units of analysis in geographic criminology. Written by renowned experts in the field, the chapters in this book address basic academic questions, and also provide real-life examples and applications of how they are resolved in cutting-edge research. Crime analysts in police and law enforcement agencies as well as academic researchers studying the spatial distributions of crime and victimization will learn from the discussions and tools presented.|Books|https://wordery.com/jackets/8955b512/putting-crime-in-its-place-david-weisburd-9781441909732.jpg|9781441909732|Putting Crime in its Place : Paperback : Springer-Verlag New York Inc. : 9781441909732 : 03 Aug 2009 : Putting Crime in its Place: Units of Analysis in Geographic Criminology focuses on the units of analysis used in geographic criminology.|new|1|1|999|74.99|0|GBP|David Weisburd|Springer-Verlag New York Inc.|03 Aug 2009|Causes & prevention of crime 9781441906236|The Astronaut's Cookbook|30.04|https://wordery.com/the-astronauts-cookbook-charles-t-bourland-9781441906236|Astronauts, cosmonauts, and a very limited number of people have experienced eating space food due to the unique processing and packaging required for space travel. This book allows anyone with a normal kitchen to prepare space food. Since some of the processing such as freeze dehydration, and packaging cannot be accomplished in the normal kitchen, many of the recipes will not produce the food that would be launched in space, but will prepare food similar to what the astronauts would eat after they had added the water to the food in space. Many of the space foods are prepared to the point of ready to eat, and then frozen and freeze dried. Food preparation in this book stops at the point of ready to eat before the freezing and dehydrating takes place. Recipes in this book are extracted from the NASA food specifications and modified for preparation in a normal kitchen. The book will contain the following chapters: Introduction, Appetizers, Beverages, Bread and Tortillas, Cookies, Sandwiches, Desserts, Main Dishes, Soups and Salads, Vegetables, and Future Space Foods. Interesting tidbits of space food history will be spread throughout the book. Examples like; did NASA invent Tang?, who was the first person to eat in space?, the Gemini sandwich fiasco, why there is no alcohol in U.S. space food systems, astronauts favorite food, etc.|Books|https://wordery.com/jackets/5019042a/the-astronauts-cookbook-charles-t-bourland-9781441906236.jpg|9781441906236|The Astronaut's Cookbook : Paperback : Springer-Verlag New York Inc. : 9781441906236 : 29 Oct 2009 : Astronauts, cosmonauts, and a very limited number of people have experienced eating space food due to the unique processing and packaging required for ...|new|1|1|1|34.99|0|GBP|Charles T. Bourland|Springer-Verlag New York Inc.|29 Oct 2009|General cookery & recipe books 9781441917096|Bariatric Endoscopy|119.98|https://wordery.com/bariatric-endoscopy-christopher-c-thompson-9781441917096|To date, diet programs and medical therapies for the treatment of obesity have had limited success. Bariatric surgery, however, provides a means of effective weight loss for many of those with morbid obesity. Most of these weight loss procedures are performed with a variety of techniques that continue to evolve. Each technique is associated with unique challenges and complications and it is important for the clinician to be knowledgeable about the endoscopic management of these patients. Additionally, as endoscopic technology evolves it may offer more than just the diagnosis and treatment of complications. Endoscopic therapy may soon allow less invasive bariatric revision procedures as well as a variety of primary obesity therapies for various patient populations. Bariatric Endoscopy reviews the management of obesity, normal post-surgical anatomy, endoscopic and medical management of post-surgical complications, and future endoscopic therapies for obesity management. Organized into five sections, the volume covers an obesity overview, traditional therapy, endoscopy and the bariatric patient, medical management of post-surgical complications, and the future role of endoscopy in obesity management. Detailed illustrations are also provided for surgical procedures, complications and obesity management chapters. Authored by authorities in the field, Bariatric Endoscopy is an indispensible tool for the gastroenterologist or surgical endoscopist as they care for patients with complicated bariatric issues.|Books|https://wordery.com/jackets/07b852e7/bariatric-endoscopy-christopher-c-thompson-9781441917096.jpg|9781441917096|Bariatric Endoscopy : Hardback : Springer-Verlag New York Inc. : 9781441917096 : 05 Feb 2013 : Bariatric Endoscopy reviews the management of obesity, normal post-surgical anatomy, endoscopic and medical management of post-surgical complications, and f ...|new|1|1|999|119.99|0|GBP|Christopher C. Thompson|Springer-Verlag New York Inc.|05 Feb 2013|Obesity: treatment & therapy 9781441920331|The Grammar of Graphics|99.98|https://wordery.com/the-grammar-of-graphics-leland-wilkinson-9781441920331|Presents a unique foundation for producing almost every quantitative graphic found in scientific journals, newspapers, statistical packages, and data visualization systems The new edition features six new chapters and has undergone substantial revision. The first edition has sold more than 2200 copies. Four color throughout.|Books|https://wordery.com/jackets/c4766afc/the-grammar-of-graphics-leland-wilkinson-9781441920331.jpg|9781441920331|The Grammar of Graphics : Paperback : Springer-Verlag New York Inc. : 9781441920331 : 17 Sep 2011 : Presents a unique foundation for producing almost every quantitative graphic found in scientific journals, newspapers, statistical packages, and data v ...|new|1|1|999|109.99|0|GBP|Leland Wilkinson|Springer-Verlag New York Inc.|17 Sep 2011|Probability & statistics 9781441589903|My Life as an M.P.|14.00|https://wordery.com/my-life-as-an-mp-thomas-e-oblinger-9781441589903||Books|https://wordery.com/jackets/cd16e585/my-life-as-an-mp-thomas-e-oblinger-9781441589903.jpg|9781441589903|My Life as an M.P. : Paperback : Xlibris : 9781441589903 : 30 Oct 2009|new|1|1|999|14|0|GBP|Thomas E Oblinger|Xlibris|30 Oct 2009|Biography: historical, political & military 9781441918338|Capillarity and Wetting Phenomena|44.99|https://wordery.com/capillarity-and-wetting-phenomena-pierre-gilles-de-gennes-9781441918338|The study of capillarity is in the midst of a veritable explosion. What is offered here is not a comprehensive review of the latest research but rather a compendium of principles designed for the undergraduate student and for readers interested in the physics underlying these phenomena.|Books|https://wordery.com/jackets/cd16e585/capillarity-and-wetting-phenomena-pierre-gilles-de-gennes-9781441918338.jpg|9781441918338|Capillarity and Wetting Phenomena : Paperback : Springer-Verlag New York Inc. : 9781441918338 : 25 Nov 2010 : The study of capillarity is in the midst of a veritable explosion. What is offered here is not a comprehensive review of the latest research ...|new|1|1|999|44.99|0|GBP|Pierre-Gilles de Gennes|Springer-Verlag New York Inc.|25 Nov 2010|Classical mechanics 9781441595492|Kasei|14.00|https://wordery.com/kasei-kristina-m-norris-9781441595492||Books|https://wordery.com/jackets/cd16e585/kasei-kristina-m-norris-9781441595492.jpg|9781441595492|Kasei : Paperback : Xlibris : 9781441595492 : 13 Nov 2009|new|1|1|999|14|0|GBP|Kristina M Norris|Xlibris|13 Nov 2009|Science fiction books 9781441918222|Monte Carlo Methods in Financial Engineering|36.98|https://wordery.com/monte-carlo-methods-in-financial-engineering-paul-glasserman-9781441918222|From the reviews: Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis.
2
Monte Carlo Methods in Financial Engineering (2010)
~EN PB NWISBN: 9781441918222 bzw. 1441918221, vermutlich in Englisch, Springer US, Taschenbuch, neu.
Lieferung aus: Österreich, Versandfertig in 7 - 9 Tagen.
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: '... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context.', Taschenbuch, 19.11.2010.
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: '... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context.', Taschenbuch, 19.11.2010.
3
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (Volume 53) (2010)
EN PB USISBN: 9781441918222 bzw. 1441918221, in Englisch, 596 Seiten, Springer, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, buchladen65.
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [ . . . ] So often, financial engineering texts are very theoretical. This book is not" -Glyn Holton, Contingency Analysis, Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2003, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-11-19, Freigegeben: 2010-10-19, Studio: Springer, Verkaufsrang: 227258.
Von Händler/Antiquariat, buchladen65.
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [ . . . ] So often, financial engineering texts are very theoretical. This book is not" -Glyn Holton, Contingency Analysis, Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2003, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-11-19, Freigegeben: 2010-10-19, Studio: Springer, Verkaufsrang: 227258.
4
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (Volume 53) (2010)
EN PB NWISBN: 9781441918222 bzw. 1441918221, in Englisch, 596 Seiten, Springer, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 2-3 business days.
Von Händler/Antiquariat, BRILANTI BOOKS.
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [ . . . ] So often, financial engineering texts are very theoretical. This book is not" -Glyn Holton, Contingency Analysis, Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2003, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-11-19, Freigegeben: 2010-10-19, Studio: Springer, Verkaufsrang: 227258.
Von Händler/Antiquariat, BRILANTI BOOKS.
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [ . . . ] So often, financial engineering texts are very theoretical. This book is not" -Glyn Holton, Contingency Analysis, Paperback, Ausgabe: Softcover reprint of hardcover 1st ed. 2003, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2010-11-19, Freigegeben: 2010-10-19, Studio: Springer, Verkaufsrang: 227258.
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Monte Carlo Methods in Financial Engineering
EN PB NWISBN: 9781441918222 bzw. 1441918221, in Englisch, Springer New York, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Monte-Carlo-Methods-in-Financial-Engineering~~Paul-Glasserman, Monte Carlo Methods in Financial Engineering.
Monte-Carlo-Methods-in-Financial-Engineering~~Paul-Glasserman, Monte Carlo Methods in Financial Engineering.
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