| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910438092803321 |
|
|
Autore |
Tapiero Charles S |
|
|
Titolo |
Engineering risk and finance / / Charles S. Tapiero |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
New York, : Springer, c2013 |
|
|
|
|
|
|
|
ISBN |
|
1-299-33737-6 |
1-4614-6234-7 |
|
|
|
|
|
|
|
|
Edizione |
[1st ed. 2013.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (516 p.) |
|
|
|
|
|
|
Collana |
|
International series in operations research & management science ; ; v.188 |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Risk management |
Engineering - Management |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Risk: The Convergence -- Risk Management Everywhere -- Probability Elements: An Applied Refresher -- Multivariate Probability Distributions: Applications and Risk Models -- Temporal Risk Processes -- Risk Measurement -- Risk Valuation -- Risk Economics and the Extended CCAPM -- Risk Pricing Models: Applications -- Uncertainty Economics -- Strategic Risk Control and Regulation -- Games, Risk, and Uncertainty. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
Risk models are models of uncertainty, engineered for some purposes. They are “educated guesses and hypotheses” assessed and valued in terms of well-defined future states and their consequences. They are engineered to predict, to manage countable and accountable futures and to provide a frame of reference within which we may believe that “uncertainty is tamed.” Quantitative-statistical tools are used to reconcile our information, experience and other knowledge with hypotheses that both serve as the foundation of risk models and also value and price risk. Risk models are therefore common to most professions, each with its own methods and techniques based on their needs, experience and a wisdom accrued over long periods of time. This book provides a broad and interdisciplinary foundation to engineering risks and to their financial valuation and pricing. Risk models applied in industry and business, heath care, safety, the environment and regulation are used to |
|
|
|
|
|
|
|
|
|
|
highlight their variety while financial valuation techniques are used to assess their financial consequences. This book is technically accessible to all readers and students with a basic background in probability and statistics (with 3 chapters devoted to introduce their elements). Principles of risk measurement, valuation and financial pricing as well as the economics of uncertainty are outlined in 5 chapters with numerous examples and applications. New results, extending classical models such as the CCAPM are presented providing insights to assess the risks and their price in an interconnected, dependent and strategic economic environment. In an environment departing from the fundamental assumptions we make regarding financial markets, the book provides a strategic/game-like approach to assess the risk and the opportunities that such an environment implies. To control these risks, a strategic-control approach is developed that recognizes that many risks result by “what we do” as well as “what others do”. In particular we address the strategic and statistical control of compliance in large financial institutions confronted increasingly with a complex and far more extensive regulation. |
|
|
|
|
|
|
|
|
|
|
|
|
|
2. |
Record Nr. |
UNINA9910829022603321 |
|
|
Autore |
Haug Anton J. <1941-> |
|
|
Titolo |
Bayesian estimation and tracking : a practical guide / / Anton J. Haug |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Hoboken, N.J., : Wiley, 2012 |
|
|
|
|
|
|
|
ISBN |
|
9786613664174 |
9781280687235 |
1280687231 |
9781118287804 |
1118287800 |
9781118287835 |
1118287835 |
9781118287798 |
1118287797 |
|
|
|
|
|
|
|
|
Edizione |
[1st edition] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (397 p.) |
|
|
|
|
|
|
Classificazione |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Bayesian statistical decision theory |
Automatic tracking - Mathematics |
Estimation theory |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
pt. 1. Preliminaries -- pt. 2. The Gaussian assumption : a family of Kalman filter estimators -- pt. 3. Monte Carlo methods -- pt. 4. Additional case studies. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
"This book presents a practical approach to estimation methods that are designed to provide a clear path to programming all algorithms. Readers are provided with a firm understanding of Bayesian estimation methods and their interrelatedness. Starting with fundamental principles of Bayesian theory, the book shows how each tracking filter is derived from a slight modification to a previous filter. Such a development gives readers a broader understanding of the hierarchy of Bayesian estimation and tracking. Following the discussions about each tracking filter, the filter is put into block diagram form for ease in future recall and reference. The book presents a completely unified |
|
|
|
|
|
|
|
|
|
|
approach to Bayesian estimation and tracking, and this is accomplished by showing that the current posterior density for a state vector can be linked to its previous posterior density through the use of Bayes' Law and the Chapman-Kolmogorov integral. Predictive point estimates are then shown to be density-weighted integrals of nonlinear functions. The book also presents a methodology that makes implementation of the estimation methods simple (or, rather, simpler than they have been in the past). Each algorithm is accompanied by a block diagram that illustrates how all parts of the tracking filter are linked in a never-ending chain, from initialization to the loss of track. These filter block diagrams provide a ready picture for implementing the algorithms into programmable code. In addition, four completely worked out case studies give readers examples of implementation, from simulation models that generate noisy observations to worked-out applications for all tracking algorithms. This book also presents the development and application of track performance metrics, including how to generate error ellipses when implementing in real-world applications, how to calculate RMS errors in simulation environments, and how to calculate Cramer-Rao lower bounds for the RMS errors. These are also illustrated in the case study presentations"-- |
|
|
|
|
|
|
|
|
|
|
|
|
|
3. |
Record Nr. |
UNINA9910139174603321 |
|
|
Titolo |
Communication quarterly |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
West Haven, CT : , : Eastern Communication Association |
|
[Philadelphia, PA] : , : Taylor & Francis Group |
|
|
|
|
|
|
|
|
|
ISSN |
|
|
|
|
|
|
Descrizione fisica |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
|
|
Soggetti |
|
Communication |
Information |
Periodicals. |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Periodico |
|
|
|
|
|
Note generali |
|
|
|
|
|
| |