05543nam 2200817Ia 450 991046156150332120191030193358.01-281-21730-10-470-25360-697866112173031-283-27295-497866132729591-118-08614-7(CKB)2670000000122183(EBL)331611(OCoLC)608622380(SSID)ssj0000097858(PQKBManifestationID)11127415(PQKBTitleCode)TC0000097858(PQKBWorkID)10120720(PQKB)10926357(SSID)ssj0001349179(PQKBManifestationID)11758757(PQKBTitleCode)TC0001349179(PQKBWorkID)11398744(PQKB)11255469(MiAaPQ)EBC331611(PPN)151030308(Au-PeEL)EBL331611(CaPaEBR)ebr10225448(CaONFJC)MIL121730(EXLCZ)99267000000012218320071019d2008 uy 0engur|n|---|||||txtccrAdvanced stochastic models, risk assessment, and portfolio optimization[electronic resource] the ideal risk, uncertainty, and performance measures /by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. FabozziHoboken, N.J. Wiley ;[Chichester John Wiley, distributor]20081 online resource (39 p.)The Frank J. Fabozzi seriesDescription based upon print version of record.0-470-05316-X Includes bibliographical references and index.Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; 1.1 INTRODUCTION; 1.2 BASIC CONCEPTS; 1.3 DISCRETE PROBABILITY DISTRIBUTIONS; 1.4 CONTINUOUS PROBABILITY DISTRIBUTIONS; 1.5 STATISTICAL MOMENTS AND QUANTILES; 1.6 JOINT PROBABILITY DISTRIBUTIONS; 1.7 PROBABILISTIC INEQUALITIES; 1.8 SUMMARY; BIBLIOGRAPHY; Chapter 2 Optimization; 2.1 INTRODUCTION; 2.2 UNCONSTRAINED OPTIMIZATION; 2.3 CONSTRAINED OPTIMIZATION; 2.4 SUMMARY; BIBLIOGRAPHY; Chapter 3 Probability Metrics; 3.1 INTRODUCTION3.2 MEASURING DISTANCES: THE DISCRETE CASE3.3 PRIMARY, SIMPLE, AND COMPOUND METRICS; 3.4 SUMMARY; 3.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 4 Ideal Probability Metrics; 4.1 INTRODUCTION; 4.2 THE CLASSICAL CENTRAL LIMIT THEOREM; 4.3 THE GENERALIZED CENTRAL LIMIT THEOREM; 4.4 CONSTRUCTION OF IDEAL PROBABILITY METRICS; 4.5 SUMMARY; 4.6 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 5 Choice under Uncertainty; 5.1 INTRODUCTION; 5.2 EXPECTED UTILITY THEORY; 5.3 STOCHASTIC DOMINANCE; 5.4 PROBABILITY METRICS AND STOCHASTIC DOMINANCE; 5.5 SUMMARY; 5.6 TECHNICAL APPENDIX; BIBLIOGRAPHYChapter 6 Risk and Uncertainty6.1 INTRODUCTION; 6.2 MEASURES OF DISPERSION; 6.3 PROBABILITY METRICS AND DISPERSION MEASURES; 6.4 MEASURES OF RISK; 6.5 RISK MEASURES AND DISPERSION MEASURES; 6.6 RISK MEASURES AND STOCHASTIC ORDERS; 6.7 SUMMARY; 6.8 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 7 Average Value-at-Risk; 7.1 INTRODUCTION; 7.2 AVERAGE VALUE-AT-RISK; 7.3 AVaR ESTIMATION FROM A SAMPLE; 7.4 COMPUTING PORTFOLIO AVaR IN PRACTICE; 7.5 BACKTESTING OF AVaR; 7.6 SPECTRAL RISK MEASURES; 7.7 RISK MEASURES AND PROBABILITY METRICS; 7.8 SUMMARY; 7.9 TECHNICAL APPENDIX; BIBLIOGRAPHYChapter 8 Optimal Portfolios8.1 INTRODUCTION; 8.2 MEAN-VARIANCE ANALYSIS; 8.3 MEAN-RISK ANALYSIS; 8.4 SUMMARY; 8.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 9 Benchmark Tracking Problems; 9.1 INTRODUCTION; 9.2 THE TRACKING ERROR PROBLEM; 9.3 RELATION TO PROBABILITY METRICS; 9.4 EXAMPLES OF r.d. METRICS; 9.5 NUMERICAL EXAMPLE; 9.6 SUMMARY; 9.7 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 10 Performance Measures; 10.1 INTRODUCTION; 10.2 REWARD-TO-RISK RATIOS; 10.3 REWARD-TO-VARIABILITY RATIOS; 10.4 SUMMARY; 10.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; IndexThis groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.Frank J. Fabozzi series.Stochastic processesMathematical optimizationRisk assessmentMathematical modelsPortfolio managementMathematical modelsElectronic books.Stochastic processes.Mathematical optimization.Risk assessmentMathematical models.Portfolio managementMathematical models.332Rachev S. T(Svetlozar Todorov)59738Stoyanov Stoyan V958142Fabozzi Frank J109596MiAaPQMiAaPQMiAaPQBOOK9910461561503321Advanced stochastic models, risk assessment, and portfolio optimization2170639UNINA05037nam 22008295 450 99646631000331620231214165745.03-642-10436-310.1007/978-3-642-10436-7(CKB)1000000000804430(SSID)ssj0000355514(PQKBManifestationID)11294244(PQKBTitleCode)TC0000355514(PQKBWorkID)10320381(PQKB)11257323(DE-He213)978-3-642-10436-7(MiAaPQ)EBC3064781(PPN)139962778(EXLCZ)99100000000080443020100301d2009 u| 0engurnn#008mamaatxtccrGeoSpatial Semantics[electronic resource] Third International Conference, GeoS 2009, Mexico City, Mexico, December 3-4, 2009, Proceedings /edited by Krzysztof Janowicz, Martin Raubal, Sergei Levashkin1st ed. 2009.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2009.1 online resource (X, 205 p.)Information Systems and Applications, incl. Internet/Web, and HCI ;5892Bibliographic Level Mode of Issuance: Monograph3-642-10435-5 Includes bibliographical references and index.Keynotes -- Multi-cultural Aspects of Spatial Knowledge -- Towards Reasoning Pragmatics -- Foundations of Geo-semantics -- A Functional Ontology of Observation and Measurement -- The Case for Grounding Databases -- Formal Representation of Geospatial Data -- Towards a Semantic Representation of Raster Spatial Data -- Bottom-Up Gazetteers: Learning from the Implicit Semantics of Geotags -- Semantics-Based Information Retrieval and Recommender Systems -- Ontology-Based Integration of Sensor Web Services in Disaster Management -- A Spatial User Similarity Measure for Geographic Recommender Systems -- Integration of Semantics into Spatial Query Processing -- SPARQL Query Re-writing Using Partonomy Based Transformation Rules -- iRank: Ranking Geographical Information by Conceptual, Geographic and Topologic Similarity -- Geo-ontologies and Applications -- Towards an Ontology for Reef Islands -- Narrative Geospatial Knowledge in Ethnographies: Representation and Reasoning.This book constitutes the refereed proceedings of the Third International Conference on GeoSpatial Semantics, GeoS 2009, held in Mexico City, Mexico in December 2009. The 10 revised full papers presented together with 2 keynote speeches were carefully reviewed and selected from 19 submissions. The papers are organized in topical sections foundations on geo-semantics; formal representation of geospatial data; semantics-based information retrieval and recommender systems; integration of semantics into spatial query processing; and geo-ontologies and applications.Information Systems and Applications, incl. Internet/Web, and HCI ;5892Information storage and retrievalEarth sciencesArtificial intelligenceApplication softwareData miningDatabase managementInformation Storage and Retrievalhttps://scigraph.springernature.com/ontologies/product-market-codes/I18032Earth Sciences, generalhttps://scigraph.springernature.com/ontologies/product-market-codes/G00002Artificial Intelligencehttps://scigraph.springernature.com/ontologies/product-market-codes/I21000Information Systems Applications (incl. Internet)https://scigraph.springernature.com/ontologies/product-market-codes/I18040Data Mining and Knowledge Discoveryhttps://scigraph.springernature.com/ontologies/product-market-codes/I18030Database Managementhttps://scigraph.springernature.com/ontologies/product-market-codes/I18024Information storage and retrieval.Earth sciences.Artificial intelligence.Application software.Data mining.Database management.Information Storage and Retrieval.Earth Sciences, general.Artificial Intelligence.Information Systems Applications (incl. Internet).Data Mining and Knowledge Discovery.Database Management.004n/aDAT 616fstubGEO 007fstubSS 4800rvkJanowicz Krzysztofedthttp://id.loc.gov/vocabulary/relators/edtRaubal Martinedthttp://id.loc.gov/vocabulary/relators/edtLevashkin Sergeiedthttp://id.loc.gov/vocabulary/relators/edtInternational Conference on Geospatial SemanticsBOOK996466310003316GeoSpatial Semantics772732UNISA01503oam 2200493zu 450 991082991670332120210807004644.01-118-66497-3(CKB)3450000000004514(SSID)ssj0000726609(PQKBManifestationID)11472907(PQKBTitleCode)TC0000726609(PQKBWorkID)10674902(PQKB)11140824(PPN)18910855X(EXLCZ)99345000000000451420160829d1988 uy engtxtccrElastic properties and equations of state[Place of publication not identified]Institute of Geophysics and Planetary Physics American Geophysical Union1988Bibliographic Level Mode of Issuance: Monograph0-87590-240-5 SeismometryMineralogyGeologyHILCCEarth & Environmental SciencesHILCCDynamic & Structural GeologyHILCCEarth (Planet)Internal structureSeismometryMineralogyGeologyEarth & Environmental SciencesDynamic & Structural Geology551.1/1Shankland Thomas JBass Jay DPQKBBOOK9910829916703321Elastic properties and equations of state2267782UNINA