02620 am 2200517 n 450 99102513975033212018011288-99559-19-810.4000/books.edizionikaplan.647(CKB)4100000001587794(FrMaCLE)OB-edizionikaplan-647(oapen)https://directory.doabooks.org/handle/20.500.12854/57459(PPN)224387359(EXLCZ)99410000000158779420180116j|||||||| ||| 0itauu||||||m||||txtrdacontentcrdamediacrrdacarrierQuarantotti Gambini e il cinema Trasfigurazioni di una poetica /Luciano De GiustiTorino Edizioni Kaplan20181 online resource (124 p.) 88-99559-01-5 Tra i testi letterari di cui il cinema si è nutrito figurano anche tre romanzi di Pier Antonio Quarantotti Gambini: L’onda dell’ incrociatore, La calda vita e La rosa rossa che hanno dato vita, rispettivamente, a Les Régates de San Francisco (1960) di Claude Autant-Lara, La calda vita (1964) di Florestano Vancini e La rosa rossa (1973) di Franco Giraldi. Nella pur vasta bibliografia sui rapporti tra cinema e letteratura queste trasposizioni non sono mai state adeguatamente esplorate. Eppure si tratta di momenti storiografici di grande interesse, in particolare se assunti come specifici casi di studio della controversa relazione tra le due forme di espressione. Cercando di vedere quanto la poetica dello scrittore filtri sullo schermo, l’analisi si allarga dal confronto testuale al quadro storico di riferimento. Ognuno di tali casi, benché unico, si offre come occasione per ripensare la complessa dinamica dell’adattamento cinematografico di opere letterarie.Film Radio Televisionadattamento cinematograficoQuarantotti Gambinoadaptation cinématographiquefilm adaptationfilm adaptationQuarantotti GambinoFilm Radio Televisionadattamento cinematograficoQuarantotti Gambinoadaptation cinématographiquefilm adaptationDe Giusti Luciano559951Giraldi Franco1304761Kezich Tullio163904Quarantotti Gambini Pier Antonio1304762FR-FrMaCLEBOOK9910251397503321Quarantotti Gambini e il cinema3027719UNINA04141nam 2200961z- 450 991055776700332120210501(CKB)5400000000045691(oapen)https://directory.doabooks.org/handle/20.500.12854/69118(oapen)doab69118(EXLCZ)99540000000004569120202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierComputational FinanceBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 online resource (259 p.)3-03936-966-0 3-03936-967-9 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.Economics, Finance, Business and Managementbicssc4/2 modelalgorithmic tradingAmerican optionsasset pricingasset pricing modelsbid-ask spreadbitcoincalibrationcomputational financedealer behaviourdefined contribution planderivativesdirectional-changedrawdowndynamic asset allocationdynamic programmingexercise boundaryfinancial econometricsforexhedginghigh-frequency datainstantaneous volatilityinsurancejump-diffusion modelleast-squares Monte Carloliquiditymarket qualitymean-reversionMonte Carlomultiple exercise optionsmultivariate modelsoption pricingovernight price gapsP500probability of shortfallput-call symmetryquadratic shortfallregressionresampled backtestsrisk managementrisk measuresrisk-neutral modelsS&ampsafe assetsseasonalitysecuritisationsimulationSolvency IIstatistical arbitragestochastic covariancestochastic optimal controlvolatilityEconomics, Finance, Business and ManagementStentoft Larsedt1324157Stentoft LarsothBOOK9910557767003321Computational Finance3035966UNINA