I contadini nella storia d'Europa / Werner Rösener

• Record Nr.: UNIBAS000006229
• Autore: Rösener, Werner
• Pubbl/distr/stampa: Roma ; Bari : Laterza, 1995
• ISBN: 88-420-4524-1
• Descrizione fisica: VIII, 346 p. : ill. ; 21 cm.
• Collana: Fare l'Europa / collana diretta da Jaques Le Goff
• Disciplina: 305.5633094
• Soggetti: Contadini - Europa - Sec. 11.-20; Agricoltura - Europa - Sec. 11.-20
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Financial models with Lévy processes and volatility clustering [[electronic resource] /] / Svetlozar T. Rachev ... [et al.]

• Record Nr.: UNINA9910139212303321
• Pubbl/distr/stampa: Hoboken, NJ, : Wiley, c2011
• ISBN: 1-283-02564-7; 9786613025647; 1-118-26807-5; 0-470-93716-5
• Descrizione fisica: 1 online resource (416 p.)
• Collana: The Frank J. Fabozzi series
• Altri autori (Persone): RachevS. T (Svetlozar Todorov)
• Disciplina: 332.0415015192; 332/.0415015192
• Soggetti: Capital assets pricing model; Lévy processes; Finance - Mathematical models; Probabilities
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Includes index.
• Nota di contenuto: Financial Models with Levy Processes and Volatility Clustering; Contents; Preface; About the Authors; CHAPTER 1 Introduction; CHAPTER 2 Probability Distributions; CHAPTER 3 Stable and Tempered Stable Distributions; CHAPTER 4 Stochastic Processes in Continuous Time; CHAPTER 5 Conditional Expectation and Change of Measure; CHAPTER 6 Exponential Levy Models; CHAPTER 7 Option Pricing in Exponential L ́evy Models; CHAPTER 8 Simulation; CHAPTER 9 Multi-Tail t-Distribution; CHAPTER 10 Non-Gaussian Portfolio Allocation; CHAPTER 11 Normal GARCH models; CHAPTER 12 Smoothly Truncated Stable GARCH Models CHAPTER 13 Infinitely Divisible GARCH Models; CHAPTER 14 Option Pricing with Monte Carlo Methods; CHAPTER 15 American Option Pricing with Monte Carlo Methods; Index
• Sommario/riassunto: An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics

The aerodynamic design and calibration of an asymmetric variable Mach number nozzle with a sliding block for the Mach number range 1.27 to 2.75 / / by Paige B. Burbank and Robert W. Byrne

• Record Nr.: UNINA9910713892903321
• Autore: Burbank Paige B.
• Pubbl/distr/stampa: Washington, [D.C.] : , : National Advisory Committee for Aeronautics, , 1953
• Descrizione fisica: 1 online resource (37 pages) : illustrations
• Collana: Technical notes / National Advisory Committee for Aeronautics ; ; No. 2921
• Soggetti: Nozzles - Fluid dynamics; Mach number; Supersonic nozzles - Design and construction
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "April 1953."; No Federal Depository Library Program (FDLP) item number.
• Nota di bibliografia: Includes bibliographical references (page 11).