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1. |
Record Nr. |
UNISA996396414003316 |
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Autore |
Leti Gregorio <1630-1701.> |
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Titolo |
Il nipotismo di Roma, or, The history of the popes nephews [[electronic resource] ] : from the time of Sixtus IV, anno 1471, to the death of the late Pope Alexander VII, anno 1667 : in two parts / / written originally in Italian, and Englished by W.A., fellow of the Royal Society |
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Pubbl/distr/stampa |
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London, : Printed for John Starkey, and are to be sold by Thomas Archer ..., 1673 |
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Descrizione fisica |
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[10], 158, [4], 169 p., [1] leaf of plates : port |
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Altri autori (Persone) |
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AglionbyWilliam <d. 1705.> |
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Soggetti |
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Papacy - History |
Nepotism |
Papacy |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title of pt. 2 varies slightly, has imprint: London : Printed for John Starkey ..., 1673. |
Translation attributed to William Aglionby. Cf. NUC pre-1956 imprints. |
Error in paging: pt. 2 has p. 128-129 misprinted 129-128. |
Reproduction of original in the University of Illinois (Urbana-Champaign Campus). Library. |
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Sommario/riassunto |
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2. |
Record Nr. |
UNISA996204912903316 |
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Titolo |
ACC current journal review |
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Pubbl/distr/stampa |
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New York, NY, : Elsevier Science Pub. Co., -2005 |
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ISSN |
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Soggetti |
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Cardiovascular system - Diseases |
Cardiovascular Diseases |
Appareil cardiovasculaire - Maladies |
Abstracts |
Periodical |
Abstracts. |
Periodicals. |
Résumés analytiques. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Periodico |
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Note generali |
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3. |
Record Nr. |
UNINA9910557761803321 |
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Autore |
Federico Salvatore |
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Titolo |
Applications of Stochastic Optimal Control to Economics and Finance |
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Pubbl/distr/stampa |
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
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Descrizione fisica |
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1 online resource (210 p.) |
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Soggetti |
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Economics, Finance, Business and Management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance, and actuarial science naturally require decision makers to undertake choices in stochastic environments. Examples include optimal individual consumption and retirement choices, optimal management of portfolios and risk, hedging, optimal timing issues in pricing American options, and investment decisions. Stochastic control theory provides the methods and results to tackle all such problems. This book is a collection of the papers published in the Special Issue "Applications of Stochastic Optimal Control to Economics and Finance", which appeared in the open access journal Risks in 2019. It contains seven peer-reviewed papers dealing with stochastic control models motivated by important questions in economics and finance. Each model is rigorously mathematically funded and treated, and the numerical methods are employed to derive the optimal solution. The topics of the book's chapters range from optimal public debt management to optimal reinsurance, real options in energy markets, and optimal portfolio choice in partial and complete information settings. From a mathematical point of view, techniques and arguments of dynamic programming theory, filtering theory, optimal stopping, one-dimensional diffusions and multi-dimensional jump processes are used. |
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