{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":3,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":51,"n_cols":5,"rows_kept":51,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[3,2,3,3],[4,2,4,3],[7,2,7,3],[8,2,8,3],[12,2,12,3],[12,4,12,5],[13,2,13,3],[13,4,13,5],[14,2,14,3],[14,4,14,5],[15,2,15,3],[16,2,16,3],[17,2,17,3],[18,2,18,3],[19,2,19,3],[21,2,21,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[27,2,27,3],[27,4,27,5],[28,2,28,3],[28,4,28,5],[29,2,29,3],[29,4,29,5],[30,2,30,3],[31,2,31,3],[33,2,33,3],[34,2,34,3],[35,2,35,3],[36,2,36,3],[37,2,37,3],[45,2,45,3],[46,2,46,3],[48,2,48,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910706707103321"]
[null,null,"Titolo",null,"Hearing on National Defense Authorization Act for Fiscal Year 2018 and oversight of previously authorized programs before the Committee on Armed Services, House of Representatives, One Hundred Fifteenth Congress, first session : Subcommittee on Emerging Threats and Capabilities hearing on fiscal year 2018 budget request for U.S. Cyber Command : Cyber Mission Force support to Department of Defense operations, hearing held May 23, 2017"]
[null,null,"Pubbl/distr/stampa",null,"Washington : , : U.S. Government Publishing Office, , 2018"]
[null,null,"Descrizione fisica",null,"1 online resource (iii, 46 pages)"]
[null,null,"Soggetti",null,"Cyberinfrastructure - Security measures - United States - Finance"]
[{"$nulls":4},"Cyberspace operations (Military science) - United States - Finance"]
[{"$nulls":4},"Legislative hearings."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Paper version available for sale by the Superintendent of Documents, United States Government Publishing Office."]
[{"$nulls":4},"\"H.A.S.C. no. 115-47.\""]
[null,"2.","Record Nr.",null,"UNISANNIOMIL0156666"]
[null,null,"Autore",null,"Bertelè, Umberto"]
[null,null,"Titolo",null,"Il sistema agricolo-alimentare in Italia / Umberto Bertele, Francesco Brioschi"]
[null,null,"Pubbl/distr/stampa",null,"Bologna, : Il mulino, [1976]"]
[null,null,"Titolo uniforme",null,"Il sistema agricolo-alimentare in Italia"]
[null,null,"Descrizione fisica",null,"204 p. ; 22 cm"]
[null,null,"Collana",null,"Studi e ricerche ; 54"]
[null,null,"Disciplina",null,"338.17"]
[{"$nulls":4},"338.170945"]
[null,null,"Soggetti",null,"Industria alimentare"]
[{"$nulls":4},"Prodotti agricoli"]
[null,null,"Collocazione",null,"POZZO LIB.F. PARRAVICINI          7701POZZO LIB.F. PARRAVICINI          77"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"3.","Record Nr.",null,"UNINA9910590077503321"]
[null,null,"Autore",null,"Hainaut Donatien"]
[null,null,"Titolo",null,"Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022"]
[null,null,"ISBN",null,"9783031063619"]
[{"$nulls":4},"9783031063602"]
[null,null,"Edizione",null,"[1st ed. 2022.]"]
[null,null,"Descrizione fisica",null,"1 online resource (359 pages)"]
[null,null,"Collana",null,"Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, , 2039-148X ; ; 12"]
[null,null,"Disciplina",null,"332.015195"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Econometrics"]
[{"$nulls":4},"Actuarial science"]
[{"$nulls":4},"Probability Theory"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Actuarial Mathematics"]
[{"$nulls":4},"Quantitative Economics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References."]
[null,null,null,"Sommario/riassunto","This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation "]
[{"$nulls":4},"with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets. These processes recently receive a lot of attention from researchers and we focus here on its econometric estimation and its simulation. A chapter is dedicated to estimation of stochastic volatility models. Two chapters are dedicated to the fractional Brownian motion and Gaussian fields. After a summary of their features, we present applications for stock and interest rate modeling. Two chapters focuses on sub-diffusions that allows to replicate illiquidity in financial markets. This book targets undergraduate students who have followed a first course of stochastic finance and practitioners as quantitative analyst or actuaries working in risk management."]