01137nam a22002531i 450099100270103970753620030807130607.0030925s1984 po a||||||||||||||||mul b12326495-39ule_instARCHE-037403ExLBiblioteca InterfacoltàitaA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l.enggrc884.01Silva, Lilia A. Pereira :da193463Pa. Oxy. 2390: the cosmogony :the text of the commentary on "Alcman's Cosmogony" and some related lexical research /P.A.T. Da Silva PereiraLisboa :Instituto Nacional de Investigaçâo Científica :Centro de Estudos Clássicos, Anexo À, Faculdade de Letras de Lisboa,1984XVI, 129 p. :ill. ;26 cmPapiri di Ossirinco.b1232649502-04-1408-10-03991002701039707536LE002 Gr. IV N 1112002000047793le002-E0.00-l- 00000.i1272582108-10-03Pa. Oxy. 2390: the cosmogony161124UNISALENTOle00208-10-03ma -mulpo 0104248oam 2200469 450 991078928810332120240201191644.01-78326-309-1(OCoLC)872638065(MiFhGG)GVRL8RBY(EXLCZ)99371000000009258420140708h20142014 uy 0engurun#---uuuuatxtccrExtreme financial risks and asset allocation /Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, FranceLondon :Imperial College Press,[2014]c20141 online resource (xvii, 351 pages) illustrationsSeries in quantitative finance,1756-1604 ;volume 5Bibliographic Level Mode of Issuance: Monograph1-78326-308-3 Includes bibliographical references and index.1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion.Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision. This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.Series in quantitative finance ;5.Financial riskAsset allocationFinancial risk.Asset allocation.332.6015118658.155Le Courtois Olivier1542735Walter Christian1957-MiFhGGMiFhGGBOOK9910789288103321Extreme financial risks and asset allocation3795760UNINA00956nam0-22002651i-450 99000444199040332120251001085659.0000444199FED01000444199(Aleph)000444199FED0119990530d1908----km-y0itay50------baitaITy-------001yy<<Il >>Masaniello Salernitano nella rivoluzione di Salerno e del Salernitanodel 1647-48 preceduto da un breve cenno storico di Salerno dalla sua origine sino alla fine del secolo XVIG. CarucciSalernoStab. Tip. del commercio Antonio Volpe1908LII, 220 p.<al. num.>21 cmCarucci,Giacinto549184ITUNINARICAUNIMARCBK9900044419904033217/III F 36bibl.19652FLFBCFLFBCMasaniello Salernitano nella rivoluzione di Salerno e del Salernitano4441053UNINA