Modeling risk

applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques

Divided into nine information-packed parts, Modeling Risk provides both a qualitative and quantitative description of risk, as well as an introduction to the methods used to identify, predict, quantify, value, hedge, diversify, and manage it.

Introduction to mixed modelling

beyond regression and analysis of variance

Mixed modelling is one of the most promising and exciting areas of statistical analysis, enabling more powerful interpretation of data through the recognition of random effects. However, many perceive mixed modelling as an intimidating and specialized technique. This book introduces mixed modelling analysis in a ...

Pronósticos en los negocios

INDICE: Capítulo 1. Introducción a los pronósticos. Capítulo 2. Revisión de conceptos estadísticos básicos. Capítulo 3. Exploración de los patrones de datos y selección de la técnica de pronóstico. Capítulo 4. Promedios móviles y métodos de suavizamiento. Capítulo 5. Series de tiempo y sus componentes ...

Principles of statistical infere

In this definitive book, D. R. Cox gives a comprehensive and balanced appraisal of statistical inference. He develops the key concepts, describing and comparing the main ideas and controversies over foundational issues that have been keenly argued for more than two- hundred years. Continuing a ...

Multivariate statistical analysis

a high-dimensional approach

Presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate analysis, multi-parametric estimation, and discriminant and regression analysis. In contrast to the traditional consistent Fisher method of statistics, the essentially multivariate technique is based on the decision function approach by A ...

Conditional specification of statistical models

The concept of conditional specification of distributions is not new but, except in normal families, it has not been well developed in the literature. Computational difficulties undoubtedly hindered or discouraged developments in this direction. However, such roadblocks are of dimished importance today. Questions of compatibility ...

Ejercicios de inferencia estadística y muestreo para economía y administración de empresas

Esta obra contiene problemas y ejercicios elaborados para utilizar las herramientas estadísticas en situaciones prácticas y reales que facilitarán, al estudiante universitario de estadística, la comprensión de los contenidos teóricos de esta materia. El libro se estructura en seis capítulos dedicados a distribuciones en el ...

Modelos estadísticos aplicados

Estudio de estadística aplicada que analiza dos tipos de modelos muy usados en el trabajo con conjuntos de datos multivariantes, los de diseño de experimentos y los de regresión.

Statistical tools for finance and insurance

Investigación operativa

problemas y ejercicios resueltos

Análisis de los ítems

Investigar en comunicación

Energy risk modeling

applied modeling methods for risk managers

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical ...

Random number generation and Monte Carlo Methods

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing ...

Making sense of multivariate data analysis

Making Sense of Multivariate Data Analysis is a short introduction to multivariate data analysis (MDA) for students and practitioners in the behavioral and social sciences. It provides a conceptual overview of the foundations of MDA and of a range of specific techniques including multiple regression ...

An intermediate guide to SPSS programing

using syntax for data management

An Intermediate Guide to SPSS Programming: Using Syntax for Data Management introduces the major tasks of data management and presents solutions using SPSS syntax. This book fills an important gap in the education of many students and researchers, whose coursework has left them unprepared for ...

Fundamentos de inferencia estadística

Se incluyen los principales tópicos de la inferencia estadística, se contemplan los conceptos de estadístico, distribuciones en el muestreo de estadísticos, verosimilitud, se expone un amplio resumen de la teoría de la estimación y de las técnicas estadísticas de contrastación de hipótesis. Se completa el ...

Location, transport and land-use

modelling spatial-temporal information

This book identifies the underlying principles that govern siting, community development, and product/service delivery. Included are step- by-step procedures to perform: site location, land-use planning, location-routing, competitive allocation of products/services and spatial forecasting. The treatment goes well beyond the state-of-the- art, suggesting specific ...

Bayesian models for categorical data

.The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods,

Control estadístico de los procesos (SPC)

Dentro de las herramientas estadísticas de uso habitual, el Control Estadístico de los Procesos permite diagnosticar, controlar y corregir los problemas dentro de las propias líneas de fabricación de los productos. Es el primer escalón del control y mejora de los procesos. El estudio de ...