03017nam0 22005773i 450 VAN0027917620241017114558.466N978981192008020240704d2023 |0itac50 baengSG|||| |||||Computational Finance with RRituparna Sen, Sourish DasSingaporeSpringerIndian Statistical Institute2023xiii, 353 p.ill.24 cm001VAN001251442001 Indian Statistical Institute Series210 Singapore [etc.]Springer2018-62-XXStatistics [MSC 2020]VANC022998MF62D05Sampling theory, sample surveys [MSC 2020]VANC037080MF62F15Bayesian inference [MSC 2020]VANC024528MF62F40Bootstrap, jackknife and other resampling methods [MSC 2020]VANC031098MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF65-XXNumerical analysis [MSC 2020]VANC019772MF65C05Monte Carlo methods [MSC 2020]VANC020429MF65M06Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]VANC023047MF65R20Numerical methods for integral equations [MSC 2020]VANC019874MF90C05Linear programming [MSC 2020]VANC021350MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91G10Portfolio theory [MSC 2020]VANC031365MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G60Numerical methods (including Monte Carlo methods) [MSC 2020]VANC033553MFBack-test financial modelsKW:KData science in financeKW:KFinancial EconometricsKW:KHigh-frequency dataKW:KMachine learning in financeKW:KQuantitative FinanceKW:KSimulate Brownian motionKW:KStylized facts of stock marketsKW:KSGSingaporeVANL000061SenRituparnaVANV2317241370247DasSourishVANV2317251765857Indian Statistical InstituteVANV231714650Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-981-19-2008-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00279176BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 9307 08eMF9307 20240708 Computational Finance with R4208977UNICAMPANIA