02978oam 2200601 450 991015309300332120230803220413.01-292-05413-1(CKB)2550000001160128(SSID)ssj0001214827(PQKBManifestationID)12476947(PQKBTitleCode)TC0001214827(PQKBWorkID)11174632(PQKB)11001072(MiAaPQ)EBC5174604(MiAaPQ)EBC5176387(MiAaPQ)EBC5831800(MiAaPQ)EBC5138267(MiAaPQ)EBC6399606(Au-PeEL)EBL5138267(CaONFJC)MIL543333(OCoLC)1015880409(EXLCZ)99255000000116012820210427d2014 uy 0engurcnu||||||||txtccrElementary statistics in social research essentials /Jack A. Levin, James Alan FoxThird edition.Harlow, England :Pearson Education, Limited,[2014]©20141 online resource (355 pages) illustrations (some color)Always LearningIncludes index.1-292-02718-5 1-306-12082-9 Cover -- Table of Contents -- 1. Why the Social Researcher Uses Statistics -- 2. Organizing the Data -- 3. Measures of Central Tendency -- 4. Measures of Variability -- 5. Probability and the Normal Curve -- 6. Samples and Populations -- 7. Testing Differences between Means -- 8. Analysis of Variance -- 9. Nonparametric Tests of Significance -- 10. Correlation -- 11. Regression Analysis -- 12. Nonparametric Measures of Correlation -- 13. Appendix: Instructions for Using ABCalc -- 14. Appendix: A Review of Some Fundamentals of Mathematics -- 15. Appendix: Tables -- 16. Appendix: List of Formulas -- Index.This text provides a streamlined and accessible introduction to statistics for students in sociology, criminal justice, political science, social work, and other social sciences. This edition of the text offers an essential and accessible overview to the introduction to social statistics.  Clearly written with detailed step-by-step illustrations of statistical procedures, the text provides clear and logical explanations for the rationale and use of statistical methods of social research.  Numerous end-of-chapter questions in every chapter reinforce key concepts to students.Always learning.Nauki spoÅ‚ecznebadaniametody statystyczneNauki spoÅ‚ecznebadaniametody statystyczne.519.50243Levin Jack1941-882493Fox James AlanMiAaPQMiAaPQUtOrBLWBOOK9910153093003321Elementary statistics in social research essentials3411151UNINA04248oam 2200469 450 991081030250332120240201191644.01-78326-309-1(OCoLC)872638065(MiFhGG)GVRL8RBY(EXLCZ)99371000000009258420140708h20142014 uy 0engurun#---uuuuatxtccrExtreme financial risks and asset allocation /Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, FranceLondon :Imperial College Press,[2014]c20141 online resource (xvii, 351 pages) illustrationsSeries in quantitative finance,1756-1604 ;volume 5Bibliographic Level Mode of Issuance: Monograph1-78326-308-3 Includes bibliographical references and index.1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion.Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision. This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.Series in quantitative finance ;5.Financial riskAsset allocationFinancial risk.Asset allocation.332.6015118658.155Le Courtois Olivier1635570Walter Christian1957-MiFhGGMiFhGGBOOK9910810302503321Extreme financial risks and asset allocation3976427UNINA