Fundamentos de matemática financiera

La información financiera está cada vez mas presente en nuestra realidad cotidiana, pero tradicionalmente se ha percibido como rodeada de un misterio que parece hacerla apta sólo para iniciados. Si bien es cierto que se necesita un profundo conocimiento y una gran experiencia para comprender ...

Quantitative trading strategies

harnessing the poweer of quantitative techniques to create a winning trading program

Quantitative Trading Strategies examines todays most popular and proven technical trading strategies, explaining their pluses and minuses while providing the necessary data and research findings for determining which will work best for you. Drawing on current market research as well as strategies that are both ...

Investment mathematics

Investment Mathematics is divided into three parts. Part I looks at the fundamental analysis of investments from a mathematical viewpoint, relying heavily on compound interest techniques which are developed in the first chapter. The material is presented in such a way that those without formal ...

Theory of financial risk and derivative pricing

from statistical physics to risk management

Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based ...

Financial market complexity

This book takes a fresh look at understanding how financial markets behave. Using recent ideas from the highly-topical science of complexity and complex systems, the book provides the basis for a unified theoretical description of how today's markets really work. Since financial markets are ...

Nonlinear time series

nonparametric and parametric methods

This book presents the contemporary statistical methods and theory of nonlinear time series analysis. The principal focus is on nonparametric and semiparametric techniques developed in the last decade. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-domain. To reflect ...

Estadística matemática con aplicaciones

Se trata del libro de estadística matemática más usado en las 200 universidades más importantes de los Estados Unidos y en muchas más de América Latina.

Estadística aplicada

La presente obra expone, de manera razonada, aquellos conceptos y métodos de la Estadística que se consideran básicos e imprescindibles para su posterior aplicación en cualquier campo. No es un libro con teoremas y demostraciones, pero es riguroso, en el sentido en que las propiedades ...

Business research methods

Business Research Methods is an exciting new text which provides a comprehensive introduction to the main theories and practices in the field of business research methods. Illustrated with numerous current examples highlighting specific issues faced by business school students, the book is designed to show ...

Statistical inference

Intended for first-year graduate students specializing in statistics, this textbook seeks to build theoretical statistics from the first principles of probability theory. It covers the basics of probability theory and details major statistical principles, including sufficiency, likelihood

Estadística para administración y economía

Contiene CD-ROM con cuestionarios de páctica, presentaciones de Powerpoint, conjuntos de datos ASCII y archivos de MINITAB y Excel

The practice of business statistics

using data for decisions

This text and CD-ROM immerses students in the course immediately, involving them in practical, statistics-supported business decision making from the outset. Using real data to provide a context for tackling modern business problems, the book introduces a range of core ideas early including data production ...

Elementary probability

Now available in a fully revised and updated new edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered ...

Probability theory

independence, interchangeability, martingales

This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of ...

Matemáticas para empresariales

Se pretende con esta guía facilitar el trabajo de los alumnos de la asignatura de Matemáticas correspondiente al primer curso de la Diplomatura de Empresariales de la Universidad de Cádiz. Se desarrolla en la primera parte los contenidos mínimos de la asignatura. En la segunda ...

Statistical methods of analysis

This textbook systematically presents fundamental methods of statistical analysis: from probability and statistical distributions, through basic concepts of statistical inference, to a collection of methods of analysis useful for scientific research. It is rich in tables, diagrams, and examples, in addition to theoretical justification of ...

A mathematical theory of arguments for statistical evidence

The subject of this book is the reasoning under uncertainty based on statistical evidence. The concepts are developed, explained and illustrated in the context of the mathematical theory of hints, which is a variant of the Dempster-Shafer theory of evidence. In the first two chapters ...

Diseño de encuestas para estudios de mercado

técnicas de muestreo y análisis multivariante

La primera parte, afrontaremos las principales etapas en las que puede subdividirse el diseño de una encuesta: la etapa previa de preparación y realización de los trabajos de campo de evaluación de trabajo de campo y tratamiento estadístico primario de los resultados obtenido. En la ...

Statistical size distributions in economics and actuarial sciences

In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences. Statistical Size Distributions in ...

Elementary probability theory

with stochastic processes and an introduction to mathematical finance

An introductory textbook on probability theory and its applications. The text examines basic concepts such as probability measure, random variable, distribution and expectation, fully treated without technical complications. Both the discrete and continuous cases are covered, but only the elements of calculus are used in ...