LEADER 01878nam0 22004573i 450 001 VAN00286743 005 20250606024735.192 017 70$2N$a9783662026526 100 $a20250211d1990 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 181 $ai$b e 182 $ab 183 $acr 200 1 $aAnalysis of Toeplitz Operators$fAlbrecht Böttcher, Bernd Silbermann 210 $aBerlin$cSpringer-Verlag$d1990 215 $a512 p.$d24 cm 410 1$1001VAN00030486$12001 $aSpringer monographs in mathematics$1210 $aBerlin [etc.]$cSpringer$d1989- 606 $a47-XX$xOperator theory [MSC 2020]$3VANC019759$2MF 606 $a47A53$x(Semi-) Fredholm operators; index theories [MSC 2020]$3VANC019871$2MF 606 $a47B35$xToeplitz operators, Hankel operators, Wiener-Hopf operators [MSC 2020]$3VANC021218$2MF 610 $aBanach algebra$9KW:K 610 $aCalculus$9KW:K 610 $aOperator theory$9KW:K 610 $aProjection method$9KW:K 610 $aSingular integrals$9KW:K 610 $aToeplitz operator$9KW:K 610 $aWiener-Hopf operators$9KW:K 620 $dBerlin$3VANL000066 700 1$aBöttcher$bAlbrecht$3VANV096482$0345486 701 1$aSilbermann$bBernd$3VANV040788$060485 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20250613$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-662-02652-6$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00286743 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-Book 10645 $e08eMF10645 20250228 996 $aAnalysis of Toeplitz Operators$94312015 997 $aUNICAMPANIA LEADER 03987nam 2200649Ia 450 001 9911020432003321 005 20200520144314.0 010 $a9786611939557 010 $a9781119207047 010 $a1119207045 010 $a9781281939555 010 $a1281939552 010 $a9780470721070 010 $a0470721073 035 $a(CKB)1000000000549450 035 $a(EBL)366858 035 $a(OCoLC)476202105 035 $a(SSID)ssj0000251983 035 $a(PQKBManifestationID)12048312 035 $a(PQKBTitleCode)TC0000251983 035 $a(PQKBWorkID)10190245 035 $a(PQKB)11007601 035 $a(MiAaPQ)EBC366858 035 $a(Perlego)2776362 035 $a(EXLCZ)991000000000549450 100 $a20080602d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStrategic asset allocation in fixed-income markets $ea MATLAB-based user's guide /$fKen Nyholm 210 $aHoboken, NJ ;$aChichester, West Sussex $cWiley$dc2008 215 $a1 online resource (187 p.) 225 1 $aThe Wiley Finance Series 300 $aDescription based upon print version of record. 311 08$a9780470753620 311 08$a0470753625 320 $aIncludes bibliographical references and index. 327 $aStrategic Asset Allocation in Fixed-Income Markets; Contents; List of Figures; Preface and Disclaimer; Acknowledgements; 1 Introduction; 1.1 Strategic asset allocation; 1.2 Outline of the book; 2 Essential Elements of MATLAB; 2.1 Introduction; 2.2 Getting started; 2.3 Introductory matrix algebra; 2.4 Organising data; 2.5 Creating functions; 2.6 Linear regression; 2.7 Some estimation examples; 2.8 A brief introduction to simulations; 3 Fixed-Income Preliminaries; 3.1 Introduction; 3.2 Spot rates and yields; 3.3 Forward rates; 3.4 Bond pricing functions; 4 Risk and Return Measures 327 $a4.1 Introduction4.2 Risk measures; 4.3 Fixed-income returns; 5 Term Structure Models; 5.1 Introduction; 5.2 Not necessarily arbitrage-free models; 5.3 Arbitrage-free models; 6 Asset Allocation; 6.1 Introduction; 6.2 Efficient portfolios; 6.3 Diversification; 6.4 The minimum variance portfolio; 6.5 Asset weight constraints; 6.6 The Capital Asset Pricing Model; 7 Statistical Tools; 7.1 Introduction; 7.2 Vector autoregression; 7.3 Regime-switching models; 7.4 Yield curve models in state-space form; 7.5 Importance sampling; 8 Building Graphical User Interfaces; 8.1 Introduction 327 $a8.2 The 'guide' development environment8.3 Creating a simple GUI; 9 Useful Formulae and Expressions; 9.1 Introduction; 9.2 Matrix operations; 9.3 Decompositions; 9.4 Basic rules; 9.5 Distributions; 9.6 Functions; 9.7 Taylor series approximation; 9.8 Interest rates, returns and portfolio statistics; Bibliography; Index 330 $aMatlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers thisEnables readers to implement financial and econometric models in MatlabAll central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps neededAll concepts and techniques are introduced from a basic levelChapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities i 410 4$aThe Wiley Finance Series 606 $aAsset allocation$xMathematical models 606 $aAsset-liability management$xMathematical models 615 0$aAsset allocation$xMathematical models. 615 0$aAsset-liability management$xMathematical models. 676 $a332.63/2044 700 $aNyholm$b Ken$01841782 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911020432003321 996 $aStrategic asset allocation in fixed-income markets$94421625 997 $aUNINA