LEADER 03496nam 2200661 450 001 9910146551103321 005 20220514072356.0 010 $a1-281-04344-3 010 $a9786611043445 010 $a3-540-71013-2 024 7 $a10.1007/978-3-540-71013-4 035 $a(CKB)1000000000492219 035 $a(EBL)3061602 035 $a(SSID)ssj0000300483 035 $a(PQKBManifestationID)11236523 035 $a(PQKBTitleCode)TC0000300483 035 $a(PQKBWorkID)10252678 035 $a(PQKB)11183449 035 $a(DE-He213)978-3-540-71013-4 035 $a(MiAaPQ)EBC3061602 035 $a(MiAaPQ)EBC6711174 035 $a(Au-PeEL)EBL6711174 035 $a(OCoLC)1273980574 035 $a(PPN)123726832 035 $a(EXLCZ)991000000000492219 100 $a20220514d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe invisible universe $edark matter and dark energy /$fL. Papantonopoulos (editor) 205 $a1st ed. 2007. 210 1$aBerlin ;$aHeidelberg :$cSpringer-Verlag,$d[2007] 210 4$dİ2007 215 $a1 online resource (442 p.) 225 1 $aLecture notes in physics ;$v720 300 $aDescription based upon print version of record. 311 $a3-540-71012-4 320 $aIncludes bibliographical references and index. 327 $aDark Matter: The Missing Matter of the Universe as Seen by Astroparticle Physics and Astrophysics -- Particle Physics Approach to Dark Matter -- LSP as a Candidate for Dark Matter -- On the Direct Detection of Dark Matter -- Galaxy Formation and Dark Matter -- Dark Energy: The Energy Balance of the Universe within the Standard Cosmological Model -- Cosmological Parameters from Galaxy Clusters: An Introduction -- Cosmological Constraints from Galaxy Clustering -- Dark Energy and the Microwave Background -- Models of dark energy -- Accelerating Universe: Observational Status and Theoretical Implications -- Dark Matter and Dark Energy Beyond the Standard Theory of General Relativity -- The Physics of Extra Dimensions -- Dark Energy from Brane-world Gravity -- The Issue of Dark Energy in String Theory -- Modified Gravity Without Dark Matter -- Avoiding Dark Energy with 1/R Modifications of Gravity. 330 $aThe nature and essence of Dark Matter and Dark Energy have become the central issue in modern cosmology over the past years as they make up most of the matter and energy content of the known universe. Accordingly, the subject matter is quite naturally tied to other fields such as astroparticle physics, quantum physics and general relativity. This extensive volume, an outgrowth of a topical and tutorial summer school, has been set up with the aim of constituting an advanced-level, multi-authored textbook which meets the needs of both postgraduate students and young researchers in the fields of modern cosmology and astrophysics. 410 0$aLecture notes in physics ;$v720. 606 $aMissing mass (Astronomy) 606 $aDark matter (Astronomy) 606 $aDark energy (Astronomy) 615 0$aMissing mass (Astronomy) 615 0$aDark matter (Astronomy) 615 0$aDark energy (Astronomy) 676 $a523.1126 702 $aPapantonopoulos$b E$g(Eleftherios), 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910146551103321 996 $aThe invisible universe$92843065 997 $aUNINA LEADER 04141nam 2200961z- 450 001 9910557767003321 005 20210501 035 $a(CKB)5400000000045691 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/69118 035 $a(oapen)doab69118 035 $a(EXLCZ)995400000000045691 100 $a20202105d2020 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aComputational Finance 210 $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2020 215 $a1 online resource (259 p.) 311 08$a3-03936-966-0 311 08$a3-03936-967-9 330 $aWith 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. 606 $aEconomics, Finance, Business and Management$2bicssc 610 $a4/2 model 610 $aalgorithmic trading 610 $aAmerican options 610 $aasset pricing 610 $aasset pricing models 610 $abid-ask spread 610 $abitcoin 610 $acalibration 610 $acomputational finance 610 $adealer behaviour 610 $adefined contribution plan 610 $aderivatives 610 $adirectional-change 610 $adrawdown 610 $adynamic asset allocation 610 $adynamic programming 610 $aexercise boundary 610 $afinancial econometrics 610 $aforex 610 $ahedging 610 $ahigh-frequency data 610 $ainstantaneous volatility 610 $ainsurance 610 $ajump-diffusion model 610 $aleast-squares Monte Carlo 610 $aliquidity 610 $amarket quality 610 $amean-reversion 610 $aMonte Carlo 610 $amultiple exercise options 610 $amultivariate models 610 $aoption pricing 610 $aovernight price gaps 610 $aP500 610 $aprobability of shortfall 610 $aput-call symmetry 610 $aquadratic shortfall 610 $aregression 610 $aresampled backtests 610 $arisk management 610 $arisk measures 610 $arisk-neutral models 610 $aS& 610 $asafe assets 610 $aseasonality 610 $asecuritisation 610 $asimulation 610 $aSolvency II 610 $astatistical arbitrage 610 $astochastic covariance 610 $astochastic optimal control 610 $avolatility 615 7$aEconomics, Finance, Business and Management 700 $aStentoft$b Lars$4edt$01324157 702 $aStentoft$b Lars$4oth 906 $aBOOK 912 $a9910557767003321 996 $aComputational Finance$93035966 997 $aUNINA