03842nam 2201129z- 450 991055770370332120210501(CKB)5400000000046243(oapen)https://directory.doabooks.org/handle/20.500.12854/69386(oapen)doab69386(EXLCZ)99540000000004624320202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierMathematical Finance with ApplicationsBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 online 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.Collecting coins, banknotes, medals and other related itemsbicsscapplicationsartificial neural networkauto-regressive integrated moving averagebivariate first-degree stochastic dominance (BFSD)capital structurecausality testschi-square testChinese stock market crashcluster analysisconditional value-at-riskcopulascorrelation loving (CL)CVaRCVaR estimationdensity functionsdependence structuresdeviationdistribution functionsequity index networksequity option pricingerrorESexpected shortfallfactor modelsfinancefinancial modelsfirm performancehedge ratiosinvestment home bias (IHB)jumpskeeping up with the Joneses (KUJ)leveragelinear programminglinear regressionlong-term debtmachine learningmathematicsminimizationmulti-factor modelOLS and ridge regression modeloptimal weightsportfolio safeguardprobabilityPSGpythonquadranglequantilequotient of random variablesregressionregretreturn spilloverriskrisk factorsshock spilloverstatisticsstochastic process-geometric Brownian motionstochastic volatilitystock price predictionsuperquantileUS financial crisisVaRvolatility spilloverCollecting coins, banknotes, medals and other related itemsWong Wing-Keungedt1296145Guo XuedtLozza Sergio OrtobelliedtWong Wing-KeungothGuo XuothLozza Sergio OrtobelliothBOOK9910557703703321Mathematical Finance with Applications3039489UNINA