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1. |
Record Nr. |
UNISALENTO991001297099707536 |
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Autore |
Biennale dell'incisione italiana contemporanea <6. ; 1965 ; Venezia> |
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Titolo |
VI Biennale dell'incisione italiana contemporanea : Opera Bevilacqua La Masa : Piazza San Marco, 25 aprile-31 maggio 1965 / catalogo a cura di Giorgio Trentin |
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Pubbl/distr/stampa |
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Venezia : Comune di Venezia, 1965 |
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Descrizione fisica |
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166 p., 125 c. di tav. ; 21 cm |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Incisione italiana - Esposizioni |
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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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2. |
Record Nr. |
UNINA9910827041603321 |
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Autore |
Focardi Sergio M |
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Titolo |
Mathematical methods for finance : tools for asset and risk management / / Sergio M. Focardi, Frank J. Fabozzi, Turan G. Bali |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2013] |
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©2013 |
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ISBN |
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1-118-42149-3 |
1-118-65660-1 |
1-118-42008-X |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (322 p.) |
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Collana |
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The Frank J. Fabozzi series |
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Altri autori (Persone) |
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FabozziFrank J |
BaliTuran G |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Asset-liability management - Mathematical models |
Risk management - Mathematical models |
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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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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Mathematical Methods for Finance; Contents; Preface; About the Authors; CHAPTER 1 Basic Concepts: Sets, Functions, and Variables; INTRODUCTION; SETS AND SET OPERATIONS; Proper Subsets; Empty Sets; Union of Sets; Intersection of Sets; Elementary Properties of Sets; DISTANCES AND QUANTITIES; n-tuples; Distance; Density of Points; FUNCTIONS; VARIABLES; KEY POINTS; CHAPTER 2 Differential Calculus; INTRODUCTION; LIMITS; CONTINUITY; TOTAL VARIATION; THE NOTION OF DIFFERENTIATION; COMMONLY USED RULES FOR COMPUTING DERIVATIVES; HIGHER-ORDER DERIVATIVES; Application to Bond Analysis |
Application of the Chain RuleTAYLOR SERIES EXPANSION; Application to Bond Analysis; CALCULUS IN MORE THAN ONE VARIABLE; KEY POINTS; CHAPTER 3 Integral Calculus; INTRODUCTION; RIEMANN INTEGRALS; Properties of Riemann Integrals; LEBESGUE-STIELTJES INTEGRALS; INDEFINITE AND IMPROPER INTEGRALS; THE FUNDAMENTAL THEOREM OF CALCULUS; INTEGRAL TRANSFORMS; Laplace Transforms; Fourier Transforms; CALCULUS IN MORE THAN ONE VARIABLE; KEY POINTS; CHAPTER 4 Matrix Algebra; INTRODUCTION; VECTORS AND MATRICES DEFINED; Vectors; Matrices; SQUARE MATRICES; Diagonals and Antidiagonals; Identity Matrix |
Diagonal MatrixUpper and Lower Triangular Matrix; DETERMINANTS; SYSTEMS OF LINEAR EQUATIONS; LINEAR INDEPENDENCE AND RANK; HANKEL MATRIX; VECTOR AND MATRIX OPERATIONS; Vector Operations; Matrix Operations; FINANCE APPLICATION; EIGENVALUES AND EIGENVECTORS; DIAGONALIZATION AND SIMILARITY; SINGULAR VALUE DECOMPOSITION; KEY POINTS; CHAPTER 5 Probability: Basic Concepts; INTRODUCTION; REPRESENTING UNCERTAINTY WITH MATHEMATICS; PROBABILITY IN A NUTSHELL; OUTCOMES AND EVENTS; PROBABILITY; MEASURE; RANDOM VARIABLES; INTEGRALS; DISTRIBUTIONS AND DISTRIBUTION FUNCTIONS; RANDOM VECTORS |
STOCHASTIC PROCESSESPROBABILISTIC REPRESENTATION OF FINANCIAL MARKETS; INFORMATION STRUCTURES; FILTRATION; KEY POINTS; CHAPTER 6 Probability: Random Variables and Expectations; INTRODUCTION; CONDITIONAL PROBABILITY AND CONDITIONAL EXPECTATION; MOMENTS AND CORRELATION; COPULA FUNCTIONS; SEQUENCES OF RANDOM VARIABLES; INDEPENDENT AND IDENTICALLY DISTRIBUTED SEQUENCES; SUM OF VARIABLES; GAUSSIAN VARIABLES; APPROXIMATING THE TAILS OF A PROBABILITY DISTRIBUTION: CORNISH-FISHER EXPANSION AND HERMITE POLYNOMIALS; Cornish-Fisher Expansion; Hermite Polynomials |
Cornish-Fisher Expansion with Hermite PolynomialsTHE REGRESSION FUNCTION; Linear Regression; FAT TAILS AND STABLE LAWS; Fat Tails; The Class L of Fat-Tailed Distributions; The Law of Large Numbers and the Central Limit Theorem; Stable Distributions; KEY POINTS; CHAPTER 7 Optimization; INTRODUCTION; MAXIMA AND MINIMA; LAGRANGE MULTIPLIERS; NUMERICAL ALGORITHMS; Linear Programming; Quadratic Programming; CALCULUS OF VARIATIONS AND OPTIMAL CONTROL THEORY; STOCHASTIC PROGRAMMING; APPLICATION TO BOND PORTFOLIO: LIABILITY-FUNDING STRATEGIES; Cash Flow Matching; Portfolio Immunization |
Scenario Optimization |
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Sommario/riassunto |
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The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part |
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of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from wha |
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