03797nam 2201117z- 450 991055770370332120231214133401.0(CKB)5400000000046243(oapen)https://directory.doabooks.org/handle/20.500.12854/69386(EXLCZ)99540000000004624320202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierMathematical Finance with ApplicationsBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 electronic resource (232 p.)3-03943-573-6 3-03943-574-4 Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.Coins, banknotes, medals, seals (numismatics)bicssccluster analysisequity index networksmachine learningcopulasdependence structuresquotient of random variablesdensity functionsdistribution functionsmulti-factor modelrisk factorsOLS and ridge regression modelpythonchi-square testquantileVaRquadrangleCVaRconditional value-at-riskexpected shortfallESsuperquantiledeviationriskerrorregretminimizationCVaR estimationregressionlinear regressionlinear programmingportfolio safeguardPSGequity option pricingfactor modelsstochastic volatilityjumpsmathematicsprobabilitystatisticsfinanceapplicationsinvestment home bias (IHB)bivariate first-degree stochastic dominance (BFSD)keeping up with the Joneses (KUJ)correlation loving (CL)return spillovervolatility spilloveroptimal weightshedge ratiosUS financial crisisChinese stock market crashstock price predictionauto-regressive integrated moving averageartificial neural networkstochastic process-geometric Brownian motionfinancial modelsfirm performancecausality testsleveragelong-term debtcapital structureshock spilloverCoins, banknotes, medals, seals (numismatics)Wong Wing-Keungedt1296145Guo XuedtLozza Sergio OrtobelliedtWong Wing-KeungothGuo XuothLozza Sergio OrtobelliothBOOK9910557703703321Mathematical Finance with Applications3039489UNINA