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Hasil Pencarian

Ditemukan 156 dokumen yang sesuai dengan query
Detri Ratnika Dewi, author
Penelitian ini bertujuan menganalisis pengaruh preferensi risiko dan Good Corporate Governance terhadap efisiensi biaya bank Syariah yang diukur dengan menggunakan Stochastic Frontier Approach. Sampel penelitian ini adalah 8 Bank Umum Syariah yang terdaftar di Otoritas Jasa Keuangan pada tahun 2010-2014. Hasil pengujian menunjukkan bahwa solvabilitas (Equity to Asset Ratio) dan likuiditas (Cash to Asset Ratio)...
UI - Skripsi (Membership)  Universitas Indonesia Library
Hanson, Floyd B., author
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus...
Philadelphia: Society for Industrial and Applied Mathematics, 2007
eBooks  Universitas Indonesia Library
Roberts, A. J., author
Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating...
Philadelphia: Society for Industrial and Applied Mathematics, 2009
eBooks  Universitas Indonesia Library
Speyer, Jason Lee, author
Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and...
Philadelphia: Society for Industrial and Applied Mathematics, 2008
eBooks  Universitas Indonesia Library
Titis Wahyu Utami, author
Pertumbuhan produktivitas dapat didekomposisi menjadi sumber-sumber pembentuknya yaitu perubahan teknis, perubahan efisiensi teknis, dan perubahan skala usaha. Peranan masing-masing sumber tersebut penting untuk diketahui karena Indonesia mengalami penurunan pertumbuhan TFP pada tahun 1990-2015 yang menunjukkan adanya permasalahan produktivitas. Dari hasil studi-studi sebelumnya mengenai dekomposisi pertumbuhan produktivitas di sektor industri manufaktur...
Depok: Fakultas Ekonomi Dan Bisnis Universitas Indonesia, 2018
UI - Tesis (Membership)  Universitas Indonesia Library
It is proved that any random sequence can be exhibited as the output of a stochastic dynamical system driven by white noise. Further refinements are obtained for Markov, stationary, and ergodic sequences. This settles some open problems in stochastic realization theory posed by Willems and Van Schuppen...
Philadelphia : The Society for Industrial and Applied Mathematics , 2018
510 SJCO
Majalah, Jurnal, Buletin  Universitas Indonesia Library
Oskowski, Adam, author
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables...
Basel: [Springer, ], 2012
eBooks  Universitas Indonesia Library
Koller, Michael, author
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on the background of Solvency II...
Berlin: [Springer-Verlag, ], 2012
eBooks  Universitas Indonesia Library
This book covers the history and recent developments of stochastic computing. Stochastic computing (SC) was first introduced in the 1960s for logic circuit design, but its origin can be traced back to von Neumanns work on probabilistic logic. In SC, real numbers are encoded by random binary bit streams, and...
Switzerland: Springer Nature, 2019
eBooks  Universitas Indonesia Library
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