LEADER 03842nam  2201129z- 450 
001 9910557703703321
005 20210501
035   $a(CKB)5400000000046243
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/69386
035   $a(oapen)doab69386
035   $a(EXLCZ)995400000000046243
100   $a20202105d2020      |y         0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aMathematical Finance with Applications
210   $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2020
215   $a1 online resource (232 p.)
311 08$a3-03943-573-6 
311 08$a3-03943-574-4 
330   $aMathematical 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.
606   $aCollecting coins, banknotes, medals and other related items$2bicssc
610   $aapplications
610   $aartificial neural network
610   $aauto-regressive integrated moving average
610   $abivariate first-degree stochastic dominance (BFSD)
610   $acapital structure
610   $acausality tests
610   $achi-square test
610   $aChinese stock market crash
610   $acluster analysis
610   $aconditional value-at-risk
610   $acopulas
610   $acorrelation loving (CL)
610   $aCVaR
610   $aCVaR estimation
610   $adensity functions
610   $adependence structures
610   $adeviation
610   $adistribution functions
610   $aequity index networks
610   $aequity option pricing
610   $aerror
610   $aES
610   $aexpected shortfall
610   $afactor models
610   $afinance
610   $afinancial models
610   $afirm performance
610   $ahedge ratios
610   $ainvestment home bias (IHB)
610   $ajumps
610   $akeeping up with the Joneses (KUJ)
610   $aleverage
610   $alinear programming
610   $alinear regression
610   $along-term debt
610   $amachine learning
610   $amathematics
610   $aminimization
610   $amulti-factor model
610   $aOLS and ridge regression model
610   $aoptimal weights
610   $aportfolio safeguard
610   $aprobability
610   $aPSG
610   $apython
610   $aquadrangle
610   $aquantile
610   $aquotient of random variables
610   $aregression
610   $aregret
610   $areturn spillover
610   $arisk
610   $arisk factors
610   $ashock spillover
610   $astatistics
610   $astochastic process-geometric Brownian motion
610   $astochastic volatility
610   $astock price prediction
610   $asuperquantile
610   $aUS financial crisis
610   $aVaR
610   $avolatility spillover
615  7$aCollecting coins, banknotes, medals and other related items
700   $aWong$b Wing-Keung$4edt$01296145
702   $aGuo$b Xu$4edt
702   $aLozza$b Sergio Ortobelli$4edt
702   $aWong$b Wing-Keung$4oth
702   $aGuo$b Xu$4oth
702   $aLozza$b Sergio Ortobelli$4oth
906   $aBOOK
912   $a9910557703703321
996   $aMathematical Finance with Applications$93039489
997   $aUNINA