1.

Record Nr.

UNISA990003699010203316

Autore

CERRINI, Simonetta

Titolo

L'Apocalisse dei Templari : missione e destino dell'ordine religioso e cavalleresco più misterioso del Medioevo / Simonetta Cerrini

Pubbl/distr/stampa

Milano : Mondadori, 2012

ISBN

978-88-04-62241-3

Descrizione fisica

192 p. ; 25 cm

Collana

Le scie

Disciplina

271.7913

Soggetti

Ordine dei Templari - Storia

Collocazione

X.1.B. 1447

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia



2.

Record Nr.

UNINA9910464233603321

Autore

Crowe Christopher (Christopher W.)

Titolo

Irrational exuberance in the U.S. housing market [[electronic resource] ] : were evangelicals left behind? / / prepared by Christopher Crowe

Pubbl/distr/stampa

[Washington, DC], : International Monetary Fund Research Dept., c2009

ISBN

1-4623-4064-4

1-4527-2081-9

1-4518-7204-6

1-282-84278-1

9786612842788

Descrizione fisica

1 online resource (32 p.)

Collana

IMF working paper ; ; WP/09/57

Soggetti

Housing - Prices - United States

Evangelicalism

Economics - Religious aspects - Christianity

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"March 2009".

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Contents; I. Introduction; Figures; 1. House Price Volatility and Evangelical Population; 2. Average House Price Growth; II. Evangelicals and House Price Volatility; A. Empirical Specification and Results; Tables; 1. Descriptive Statistics; B. Discussion; 2. Regression Results; III. 9/11 Event Study; IV. Panel Study; A. Model and Predictions; 3. Quarterly House Price Growth and Share of Evangelicals; 4. The Rapture Index and Subcategories; B. Data and Empirical Strategy; 5. The Rapture Index; C. Results and Discussion; 3. Descriptive Statistics; 4. Regression Results

V. End Times Beliefs and Asset Holdings5. Counterfactual Exercise; 6. Regression Results; VI. Conclusions; References; Appendix I. Data Descriptions and Sources

Sommario/riassunto

The recent housing bust has reignited interest in psychological theories of speculative excess (Shiller, 2007). I investigate this issue by identifying a segment of the U.S. population-evangelical protestants-that may be less prone to speculative motives, and uncover a



significant negative relationship between their population share and house price volatility. Evangelicals' focus on Biblical prophecy could account for this difference, since it may enable them to interpret otherwise negative events as containing positive news, dampening the response of house prices to shocks. I provide evidence

3.

Record Nr.

UNINA9910300102003321

Autore

Wang Guangchen

Titolo

An Introduction to Optimal Control of FBSDE with Incomplete Information / / by Guangchen Wang, Zhen Wu, Jie Xiong

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018

ISBN

3-319-79039-0

Edizione

[1st ed. 2018.]

Descrizione fisica

1 online resource (XI, 116 p.)

Collana

SpringerBriefs in Mathematics, , 2191-8198

Disciplina

532.5015192

Soggetti

Calculus of variations

Probabilities

Actuarial science

Calculus of Variations and Optimal Control; Optimization

Probability Theory and Stochastic Processes

Actuarial Sciences

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Introduction -- Filtering of BSDE and FBSDE -- Optimal Control of Fully Coupled FBSDE with Partial Information -- Optimal Control of FBSDE with Partially Observable Information -- LQ Optimal Control Models with Incomplete Information -- Appendix: BSDE and FBSDE.

Sommario/riassunto

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important



and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.