E-Book, Englisch, 310 Seiten, E-Book
Reihe: Wiley Finance Series
ISBN: 978-0-470-02888-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
The Mathematics of Banking offers an intermediate guideto the various techniques used in the industry, and a considerationof how each one should be approached. Written in a practical style,it will enable readers to quickly appreciate the purpose of thetechniques and, through illustrations, see how they can be appliedin practice. Coverage is extensive and includes techniques such asVaR analysis, Monte Carlo simulation, extreme value theory,variance and many others.
* A practical review of mathematical techniques needed in bankingwhich does not expect a high level of mathematical competence fromthe reader
Autoren/Hrsg.
Weitere Infos & Material
Introduction.
1 Introduction to How to Display Data and the ScatterPlot.
2 Bar Charts.
3 Histograms.
4 Probability Theory.
5 Standard Terms in Statistics.
6 Sampling.
7 Probability Distribution Functions.
8 Normal Distribution.
9 Comparison of the Means, Sample Sizes and HypothesisTesting.
10 Comparison of Variances.
11 Chi-squared Goodness of Fit Test.
12 Analysis of Paired Data.
13 Linear Regression.
14 Analysis of Variance.
15 Design and Approach to the Analysis of Data.
16 Linear Programming: Graphical Method.
17 Linear Programming: Simplex Method.
18 Transport Problems.
19 Dynamic Programming.
20 Decision Theory.
21 Inventory and Stock Control.
22 Simulation: Monte Carlo Methods.
23 Reliability: Obsolescence.
24 Project Evaluation.
25 Risk and Uncertainty.
26 Time Series Analysis.
27 Reliability.
28 Value at Risk.
29 Sensitivity Analysis.
30 Scenario Analysis.
31 An Introduction to Neural Networks.
Appendix Mathematical Symbols and Notation.
Index.