01750cam a2200301 450099100297527970753620250430125932.0950224s1767 it b 000 0 lat b14263038-39ule_instCICOGNARA-0394ExLBibl. Interfacoltà T. PellegrinoitaAmaduzzi, Giovanni Cristoforo,sac.<1740-1792.>716437Joannis Christophori Amadutii ad virum clarissimum Janum Plancum archiatrum, et patricium Ariminensem epistola :qua inscriptiones nonnullae Ariminenses a falsitatis nota, qua eas Scipio Maffejus inusserat, vindicantur.Ad virum clarissimum Janum Plancum archiatrum, et patricium Ariminensem epistolaLucae,typis J. Rocchii,1767.46 p.; 19 cm.Comprende 3 f. manoscritti inseriti dopo la p. 36 con annotazioni sullo stesso argomento.BAVCicognara.III.M.67(int.3)Riproduzione in microfiche dell'originale conservato presso la Biblioteca Apostolica VaticanaBianchi, Giovanni<1693-1775>Rocchi, Giuseppe (tipografo)>Leopoldo Cicognara Program :Biblioteca Cicognara[microform] : literary sources in the history of art and kindred subjectsCatalogo ragionato dei libri d'arte e d'antichità / Leopoldo Cicognara.b1426303801-04-2228-07-16991002975279707536LE002 SB Raccolta Cicognara, mcrf 30920le002E0.00no 110000.i1573384128-07-16Joannis Christophori Amadutii ad virum clarissimum Janum Plancum archiatrum, et patricium Ariminensem epistola1388395UNISALENTOle00228-07-16mg -latit 0104958nam 22007455 450 991025486250332120251117002115.03-319-23428-510.1007/978-3-319-23428-1(CKB)4340000000001632(DE-He213)978-3-319-23428-1(MiAaPQ)EBC6311472(MiAaPQ)EBC5596007(Au-PeEL)EBL5596007(OCoLC)1026459662(PPN)224440527(EXLCZ)99434000000000163220151212d2016 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierStochastic Processes and Calculus An Elementary Introduction with Applications /by Uwe Hassler1st ed. 2016.Cham :Springer International Publishing :Imprint: Springer,2016.1 online resource (XVIII, 391 p. 45 illus., 21 illus. in color.)Springer Texts in Business and Economics,2192-43333-319-23427-7 Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito’s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis.This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes. This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions.Springer Texts in Business and Economics,2192-4333EconomicsStatisticsEconomics, MathematicalMacroeconomicsEconometricsGame theoryEconomic Theory/Quantitative Economics/Mathematical Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/W29000Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Macroeconomics/Monetary Economics//Financial Economicshttps://scigraph.springernature.com/ontologies/product-market-codes/W32000Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Economics.Statistics.Economics, Mathematical.Macroeconomics.Econometrics.Game theory.Economic Theory/Quantitative Economics/Mathematical Methods.Statistics for Business, Management, Economics, Finance, Insurance.Quantitative Finance.Macroeconomics/Monetary Economics//Financial Economics.Econometrics.Game Theory, Economics, Social and Behav. Sciences.330.1Hassler Uweauthttp://id.loc.gov/vocabulary/relators/aut988536MiAaPQMiAaPQMiAaPQBOOK9910254862503321Stochastic Processes and Calculus2260429UNINA