Guegan s (21 Ergebnisse)

Zustand: UsatoBuono. Ril. in tela con sovr., cm 31x24, pp 431, numeros. tavv e ill a colori. - ISBN: 0300096909.

Zustand: New. This is a collection of twelve interdisciplinary essays from international scholars concerned with examining the British experience of Empire since the eighteenth century. It considers themes such as national identity, modernity, culture, social class, diplomacy, consumerism, gender, postcolonialism, and perceptions of Britain's place in the world. Editor(s): Farr, Martin. Series: Britain and the World. Num Pages: 263 pages, biography. BIC Classification: HBJD; HBJD1; HBL; HBTB; HBTQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 15. Weight in Grams: 359. . 2013. 1st ed. 2013. Paperback. . . . . …

Zustand: New. This book considers the British travelling beyond their isles over the last three hundred years, and through a range of interdisciplinary perspectives reflects on their taste for discovery and self-discovery both through the exploration and exploitation of other lands and peoples." Editor(s): Farr, Martin. Series: Britain and the World. Num Pages: 267 pages, biography. BIC Classification: HBJD; HBJD1; HBL; HBTB; HBTQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 15. Weight in Grams: 364. . 2013. 1st ed. 2013. Paperback. . . . . …

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Zustand: New. This is a collection of twelve interdisciplinary essays from international scholars concerned with examining the British experience of Empire since the eighteenth century. It considers themes such as national identity, modernity, culture, social class, diplomacy, consumerism, gender, postcolonialism, and perceptions of Britain's place in the world. Editor(s): Farr, Martin. Series: Britain and the World. Num Pages: 263 pages, biography. BIC Classification: HBJD; HBJD1; HBL; HBTB; HBTQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 15. Weight in Grams: 359. . 2013. 1st ed. 2013. Paperback. . . . . Books ship from the US and Ireland. …

Zustand: New. This book considers the British travelling beyond their isles over the last three hundred years, and through a range of interdisciplinary perspectives reflects on their taste for discovery and self-discovery both through the exploration and exploitation of other lands and peoples." Editor(s): Farr, Martin. Series: Britain and the World. Num Pages: 267 pages, biography. BIC Classification: HBJD; HBJD1; HBL; HBTB; HBTQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 15. Weight in Grams: 364. . 2013. 1st ed. 2013. Paperback. . . . . Books ship from the US and Ireland. …

Zustand: UsatoMoltoBuono. Bross., cm 22x12,5, pp 120, ill. a col. e b/n. - ISBN: 9782080117610.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,2650grams, ISBN:1588390675. …

Hardcover. Zustand: Brand New. 352 pages. 11.00x9.50x1.25 inches. In Stock.

Zustand: Buone. italiano Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.

Zustand: New.

Zustand: New. Biologists are increasingly aware of the universal significance of parasites to the study of ecology and evolution where they have become a powerful model system. This book provides a summary of the issues involved as well as an overview of the possibilities offered by this research topic including the practical applications in disease prevention. Editor(s): Thomas, Frederic; Guegan, Jean-Francois; Renaud, Francois. Num Pages: 240 pages, 65 line and 5 halftone illustrations. BIC Classification: PSAJ; PSGH; PSTS; PSVL; PSVS. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 246 x 190 x 13. Weight in Grams: 524. . 2009. Illustrated. paperback. . . . .…

Zustand: New. Biologists are increasingly aware of the universal significance of parasites to the study of ecology and evolution where they have become a powerful model system. This book provides a summary of the issues involved as well as an overview of the possibilities offered by this research topic including the practical applications in disease prevention. Editor(s): Thomas, Frederic; Guegan, Jean-Francois; Renaud, Francois. Num Pages: 240 pages, 65 line and 5 halftone illustrations. BIC Classification: PSAJ; PSGH; PSTS; PSVL; PSVS. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 246 x 190 x 13. Weight in Grams: 524. . 2009. Illustrated. paperback. . . . . Books ship from the US and Ireland.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'uncertainty', based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'uncertainty', based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.…

Taschenbuch. Zustand: Neu. Future Perspectives in Risk Models and Finance | Alain Bensoussan (u. a.) | Taschenbuch | xiv | Englisch | 2016 | Springer | EAN 9783319376219 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Hardcover. Zustand: Brand New. 2015 edition. 300 pages. 9.25x6.25x1.00 inches. In Stock.

Zustand: Hervorragend. Zustand: Hervorragend | Seiten: 332 | Sprache: Englisch | Produktart: Bücher | This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial ¿uncertainty¿, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book¿s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on ¿skin in the game¿. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a ¿measure of incompleteness¿. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.…

Paperback. Zustand: Brand New. reprint edition. 332 pages. 9.25x6.10x0.78 inches. In Stock.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Brand new book in slipcase. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9782073040787.…