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Anticipating Correlations : A New Paradigm for Risk Management
Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement,…
- Edition
- -
- ISBN/ISSN
- 978-0-691-11641-9
- Collation
- VI+154 hlm.; 16x24 cm
- Series Title
- -
- Call Number
- 658.15 ENG a
Game Theory in Communication Networks : Cooperative Resolution of Interactive…
"Focusing on heterogeneous networks, this book addresses important resource management and security issues found in networks and uses theoretical tools to model them. Although it explores network design and management from the theoretical perspective of game theory and graph theory, the text also provides solutions for each mechanism that needs improvement by presenting a step-by-step approach.…
- Edition
- -
- ISBN/ISSN
- 978-1-4398-4808-1
- Collation
- ix+146p.;16x24cm
- Series Title
- -
- Call Number
- 621.382015193 ANT g
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