1.

Record Nr.

UNISA996396414003316

Autore

Leti Gregorio <1630-1701.>

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

Pubbl/distr/stampa

London, : Printed for John Starkey, and are to be sold by Thomas Archer ..., 1673

Descrizione fisica

[10], 158, [4], 169 p., [1] leaf of plates : port

Altri autori (Persone)

AglionbyWilliam <d. 1705.>

Soggetti

Papacy - History

Nepotism

Papacy

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

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.

Sommario/riassunto

eebo-0167



2.

Record Nr.

UNISA996204912903316

Titolo

ACC current journal review

Pubbl/distr/stampa

New York, NY, : Elsevier Science Pub. Co., -2005

ISSN

1879-2065

Soggetti

Cardiovascular system - Diseases

Cardiovascular Diseases

Appareil cardiovasculaire - Maladies

Abstracts

Periodical

Abstracts.

Periodicals.

Résumés analytiques.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Periodico

Note generali

Refereed/Peer-reviewed



3.

Record Nr.

UNINA9910557761803321

Autore

Federico Salvatore

Titolo

Applications of Stochastic Optimal Control to Economics and Finance

Pubbl/distr/stampa

Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020

Descrizione fisica

1 online resource (210 p.)

Soggetti

Economics, Finance, Business and Management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

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.