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1. |
Record Nr. |
UNINA9910557767003321 |
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Autore |
Stentoft Lars |
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Titolo |
Computational 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 electronic resource (259 p.) |
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Soggetti |
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Economics, finance, business & 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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With the availability of new and more comprehensive financial market data, making headlines of massive public interest due to recent periods of extreme volatility and crashes, the field of computational finance is evolving ever faster thanks to significant advances made theoretically, and to the massive increase in accessible computational resources. This volume includes a wide variety of theoretical and empirical contributions that address a range of issues and topics related to computational finance. It collects contributions on the use of new and innovative techniques for modeling financial asset returns and volatility, on the use of novel computational methods for pricing, hedging, the risk management of financial instruments, and on the use of new high-dimensional or high-frequency data in multivariate applications in today’s complex world. The papers develop new multivariate models for financial returns and novel techniques for pricing derivatives in such flexible models, examine how pricing and hedging techniques can be used to assess the challenges faced by insurance companies, pension plan participants, and market participants in general, by changing the regulatory requirements. Additionally, they consider the issues related to high-frequency trading and statistical arbitrage in particular, and explore the use of such data to asses risk and volatility in financial markets. |
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2. |
Record Nr. |
UNINA9910633953603321 |
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Autore |
Wilks Stephen |
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Titolo |
'Now is the psychological moment' : Earle Page and the imagining of Australia / / Stephen Wilks |
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Pubbl/distr/stampa |
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Canberra, ACT, Australia : , : Australian National University Press, , 2022 |
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ISBN |
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Edizione |
[First edition.] |
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Descrizione fisica |
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1 online resource (xx, 391 pages) |
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Disciplina |
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Soggetti |
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Australia Social conditions |
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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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Earle Christmas Grafton Page (1880-1961) - surgeon, Country Party leader, treasurer and prime minister - was perhaps the most extraordinary visionary to hold high public office in twentieth-century Australia. Over decades, he made determined efforts to seize 'the psychological moment', and thereby realise his vision of a decentralised, regionalised and rationally ordered nation. Page's unique dreaming of a very different Australia encompassed new states, hydroelectricity, economic planning, cooperative federalism and rural universities. His story casts light on the wider place in history of visions of national development. He was Australia's most important advocate of developmentalism, the important yet little-studied stream of thought that assumes that governments can lead the nation to realise its economic potential. His audacious synthesis of ideas delineated and stretched the Australian political imagination. Page's rich career confirms that Australia has long inspired popular ideals of national development, but also suggests that their practical implementation was increasingly challenged during the twentieth century. Effervescent, intelligent and somewhat eccentric, Page was one of Australia's great optimists. Few Australian leaders who stood for so much have since been so neglected. |
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