Applied probabilistic calculus for financial engineering : an introduction using R / / by Bertram K.C. Chan |
Autore | Chan B. K. C (Bertram Kim-Cheong) |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
Descrizione fisica | 1 online resource (1 volume) : illustrations |
Disciplina | 332.015192 |
Soggetto topico |
Financial engineering - Mathematical models
Probabilities Calculus R (Computer program language) |
ISBN |
1-119-38808-2
1-119-38805-8 1-119-38804-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910271007303321 |
Chan B. K. C (Bertram Kim-Cheong) | ||
Hoboken, New Jersey : , : Wiley, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied probabilistic calculus for financial engineering : an introduction using R / / by Bertram K.C. Chan |
Autore | Chan B. K. C (Bertram Kim-Cheong) |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
Descrizione fisica | 1 online resource (1 volume) : illustrations |
Disciplina | 332.015192 |
Soggetto topico |
Financial engineering - Mathematical models
Probabilities Calculus R (Computer program language) |
ISBN |
1-119-38808-2
1-119-38805-8 1-119-38804-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910815612803321 |
Chan B. K. C (Bertram Kim-Cheong) | ||
Hoboken, New Jersey : , : Wiley, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Multifractal Detrended Analysis Method and Its Application in Financial Markets / / by Guangxi Cao, Ling-Yun He, Jie Cao |
Autore | Cao Guangxi |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
Descrizione fisica | 1 online resource (255 pages) : illustrations |
Disciplina | 332.015192 |
Soggetto topico |
Financial engineering
Big data Financial Engineering Big Data/Analytics |
ISBN | 981-10-7916-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Long Memory Methods and Comparative Analysis -- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 Multifractal Dentrend Method with Different Filtering -- Chapter 10 Risk Analysis Based on Multifractal Detrended Method. |
Record Nr. | UNINA-9910299655903321 |
Cao Guangxi | ||
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Prices in financial markets / Michael U. Dothan |
Autore | Dothan, Michael U |
Pubbl/distr/stampa | New York ; Oxford : Oxford University press, 1990 |
Descrizione fisica | xv, 342 p. ; 25 cm |
Disciplina | 332.015192 |
Soggetto topico | Finanza - Modelli matematici |
ISBN | 0195053125 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000676629707536 |
Dothan, Michael U | ||
New York ; Oxford : Oxford University press, 1990 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
Autore | Rachev S. T (Svetlozar Todorov) |
Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 |
Descrizione fisica | 1 online resource (283 p.) |
Disciplina | 332.015192 |
Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
Soggetto topico |
Financial risk management
Probabilities |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4443-9269-7
1-4443-9271-9 1-283-40798-1 9786613407986 1-4443-9270-0 |
Classificazione | BUS033070 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance""
""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" ""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" ""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" ""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" |
Record Nr. | UNINA-9910208827003321 |
Rachev S. T (Svetlozar Todorov) | ||
Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
Autore | Rachev S. T (Svetlozar Todorov) |
Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 |
Descrizione fisica | 1 online resource (283 p.) |
Disciplina | 332.015192 |
Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
Soggetto topico |
Financial risk management
Probabilities |
ISBN |
1-4443-9269-7
1-4443-9271-9 1-283-40798-1 9786613407986 1-4443-9270-0 |
Classificazione | BUS033070 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance""
""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" ""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" ""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" ""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" |
Record Nr. | UNINA-9910830374503321 |
Rachev S. T (Svetlozar Todorov) | ||
Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability, finance and insurance [[electronic resource] ] : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 / / editors, Tze Leung Lai, Hailiang Yang, Siu Pang Yung |
Pubbl/distr/stampa | Singapore ; ; River Edge, : World Scientific, c2004 |
Descrizione fisica | 1 online resource (252 p.) |
Disciplina | 332.015192 |
Altri autori (Persone) |
LaiT. L
YangHailiang YungSiu Pang |
Soggetto topico |
Investments - Mathematics
Finance - Mathematical models Insurance - Statistical methods |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-89874-0
9786611898748 981-270-271-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; List of Participants; CONTENTS; Limit theorems for moving averages; 1. Introduction; 2. Strong limit theorems for moving averages; 3. Large deviation approximations for logarithmic window sizes; 4. Window sizes associated with moderate deviation approximations; 5. Maxima and boundary crossing probabilities of asymptotically Gaussian random fields; References; On large deviations for moving average processes; 1. Introduction; 2. Main results; 3. A priori estimation; 4. Proofs of Theorem 2.1 and Theorem 2.2; 5. Proofs of Theorem 2.3 Corollary 2.1
6. Proofs of Propositions 2.1 2.2 and Theorem 2.47. Appendix: proof of Lemma 3.3; References; Recent progress on self-normalized limit theorems; 1. Introduction; 2. Self-normalized saddlepoint approximations; 3. Limit distributions of self-normalized sums; 4. Weak invariance principle for self-normalized partial sum processes; 5. Darling-Erdos theorems for self-normalized sums; 6. Large and moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. Exponential inequalities for self-normalized processes; References Limit theorems for independent self-normalized sums1. Introduction; 2. Asymptotic Normality; 3. Uniform Berry-Esseen Bounds; 4. Non-Uniform Berry-Esseen Bounds; 5. Exponential Non-Uniform Berry-Esseen Bounds; 6. Edgeworth Expansions; 7. Moderate Deviations; 8. Large Deviations; 9. Saddlepoint Approximations; 10. LIL for Partial Sums; 11. LIL for Increments of Partial Sums; 12. Summary; References; Phase changes in random recursive structures and algorithms; 1. Phase changes related to the Poisson distribution; 2. Phase changes related to Quicksort; 3. Conclusions; References Iterated random function system: convergence theorems1. Introduction; 2. Stochastic stability and ergodic theorem; 3. Central limit theorem and quick convergence: Poisson equation approach; References; Asymptotic properties of adaptive designs via strong approximations; 1. Introduction; 2. Play-the-Winner rule and Markov chain adaptive designs; 3. Randomized play-the-Winner rule and generalized Polya urn; 4. Doubly adaptive biased coin designs; 5. The drop-the-loss rule; 6. The minimum asymptotic variance; References; Johnson-Mehl tessellations: asymptotics and inferences; 1. Introduction 2. Asymptotics3. Statistics; References; Rapid simulation of correlated defaults and the valuation of basket default swaps; 1. Introduction; 2. Hazard rate model and calibration; 3. Pricing basket default swaps; 4. Conclusion; Appendix A. Explicit solution of the jump CIR generating function; Appendix B. Copula Functions; References; Optimal consumption and portfolio in a market where the volatility is driven by fractional Brownian motion; 1. Introduction; 2. General Results; 3. Some Particular Utility Functions; 4. Conclusion; References MLE for change-point in ARMA-GARCH models with a changing drift |
Record Nr. | UNINA-9910454307403321 |
Singapore ; ; River Edge, : World Scientific, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability, finance and insurance [[electronic resource] ] : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 / / editors, Tze Leung Lai, Hailiang Yang, Siu Pang Yung |
Pubbl/distr/stampa | Singapore ; ; River Edge, : World Scientific, c2004 |
Descrizione fisica | 1 online resource (252 p.) |
Disciplina | 332.015192 |
Altri autori (Persone) |
LaiT. L
YangHailiang YungSiu Pang |
Soggetto topico |
Investments - Mathematics
Finance - Mathematical models Insurance - Statistical methods |
ISBN |
1-281-89874-0
9786611898748 981-270-271-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; List of Participants; CONTENTS; Limit theorems for moving averages; 1. Introduction; 2. Strong limit theorems for moving averages; 3. Large deviation approximations for logarithmic window sizes; 4. Window sizes associated with moderate deviation approximations; 5. Maxima and boundary crossing probabilities of asymptotically Gaussian random fields; References; On large deviations for moving average processes; 1. Introduction; 2. Main results; 3. A priori estimation; 4. Proofs of Theorem 2.1 and Theorem 2.2; 5. Proofs of Theorem 2.3 Corollary 2.1
6. Proofs of Propositions 2.1 2.2 and Theorem 2.47. Appendix: proof of Lemma 3.3; References; Recent progress on self-normalized limit theorems; 1. Introduction; 2. Self-normalized saddlepoint approximations; 3. Limit distributions of self-normalized sums; 4. Weak invariance principle for self-normalized partial sum processes; 5. Darling-Erdos theorems for self-normalized sums; 6. Large and moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. Exponential inequalities for self-normalized processes; References Limit theorems for independent self-normalized sums1. Introduction; 2. Asymptotic Normality; 3. Uniform Berry-Esseen Bounds; 4. Non-Uniform Berry-Esseen Bounds; 5. Exponential Non-Uniform Berry-Esseen Bounds; 6. Edgeworth Expansions; 7. Moderate Deviations; 8. Large Deviations; 9. Saddlepoint Approximations; 10. LIL for Partial Sums; 11. LIL for Increments of Partial Sums; 12. Summary; References; Phase changes in random recursive structures and algorithms; 1. Phase changes related to the Poisson distribution; 2. Phase changes related to Quicksort; 3. Conclusions; References Iterated random function system: convergence theorems1. Introduction; 2. Stochastic stability and ergodic theorem; 3. Central limit theorem and quick convergence: Poisson equation approach; References; Asymptotic properties of adaptive designs via strong approximations; 1. Introduction; 2. Play-the-Winner rule and Markov chain adaptive designs; 3. Randomized play-the-Winner rule and generalized Polya urn; 4. Doubly adaptive biased coin designs; 5. The drop-the-loss rule; 6. The minimum asymptotic variance; References; Johnson-Mehl tessellations: asymptotics and inferences; 1. Introduction 2. Asymptotics3. Statistics; References; Rapid simulation of correlated defaults and the valuation of basket default swaps; 1. Introduction; 2. Hazard rate model and calibration; 3. Pricing basket default swaps; 4. Conclusion; Appendix A. Explicit solution of the jump CIR generating function; Appendix B. Copula Functions; References; Optimal consumption and portfolio in a market where the volatility is driven by fractional Brownian motion; 1. Introduction; 2. General Results; 3. Some Particular Utility Functions; 4. Conclusion; References MLE for change-point in ARMA-GARCH models with a changing drift |
Record Nr. | UNINA-9910782120603321 |
Singapore ; ; River Edge, : World Scientific, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability, finance and insurance : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 / / editors, Tze Leung Lai, Hailiang Yang, Siu Pang Yung |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Singapore ; ; River Edge, : World Scientific, c2004 |
Descrizione fisica | 1 online resource (252 p.) |
Disciplina | 332.015192 |
Altri autori (Persone) |
LaiT. L
YangHailiang YungSiu Pang |
Soggetto topico |
Investments - Mathematics
Finance - Mathematical models Insurance - Statistical methods |
ISBN |
1-281-89874-0
9786611898748 981-270-271-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; List of Participants; CONTENTS; Limit theorems for moving averages; 1. Introduction; 2. Strong limit theorems for moving averages; 3. Large deviation approximations for logarithmic window sizes; 4. Window sizes associated with moderate deviation approximations; 5. Maxima and boundary crossing probabilities of asymptotically Gaussian random fields; References; On large deviations for moving average processes; 1. Introduction; 2. Main results; 3. A priori estimation; 4. Proofs of Theorem 2.1 and Theorem 2.2; 5. Proofs of Theorem 2.3 Corollary 2.1
6. Proofs of Propositions 2.1 2.2 and Theorem 2.47. Appendix: proof of Lemma 3.3; References; Recent progress on self-normalized limit theorems; 1. Introduction; 2. Self-normalized saddlepoint approximations; 3. Limit distributions of self-normalized sums; 4. Weak invariance principle for self-normalized partial sum processes; 5. Darling-Erdos theorems for self-normalized sums; 6. Large and moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. Exponential inequalities for self-normalized processes; References Limit theorems for independent self-normalized sums1. Introduction; 2. Asymptotic Normality; 3. Uniform Berry-Esseen Bounds; 4. Non-Uniform Berry-Esseen Bounds; 5. Exponential Non-Uniform Berry-Esseen Bounds; 6. Edgeworth Expansions; 7. Moderate Deviations; 8. Large Deviations; 9. Saddlepoint Approximations; 10. LIL for Partial Sums; 11. LIL for Increments of Partial Sums; 12. Summary; References; Phase changes in random recursive structures and algorithms; 1. Phase changes related to the Poisson distribution; 2. Phase changes related to Quicksort; 3. Conclusions; References Iterated random function system: convergence theorems1. Introduction; 2. Stochastic stability and ergodic theorem; 3. Central limit theorem and quick convergence: Poisson equation approach; References; Asymptotic properties of adaptive designs via strong approximations; 1. Introduction; 2. Play-the-Winner rule and Markov chain adaptive designs; 3. Randomized play-the-Winner rule and generalized Polya urn; 4. Doubly adaptive biased coin designs; 5. The drop-the-loss rule; 6. The minimum asymptotic variance; References; Johnson-Mehl tessellations: asymptotics and inferences; 1. Introduction 2. Asymptotics3. Statistics; References; Rapid simulation of correlated defaults and the valuation of basket default swaps; 1. Introduction; 2. Hazard rate model and calibration; 3. Pricing basket default swaps; 4. Conclusion; Appendix A. Explicit solution of the jump CIR generating function; Appendix B. Copula Functions; References; Optimal consumption and portfolio in a market where the volatility is driven by fractional Brownian motion; 1. Introduction; 2. General Results; 3. Some Particular Utility Functions; 4. Conclusion; References MLE for change-point in ARMA-GARCH models with a changing drift |
Record Nr. | UNINA-9910809705503321 |
Singapore ; ; River Edge, : World Scientific, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Strumenti matematici per le decisioni finanziarie / Gianni Ricci |
Autore | Ricci, Gianni |
Pubbl/distr/stampa | Bologna : Patron, 1992 |
Descrizione fisica | 171 p. ; 24 cm |
Disciplina | 332.015192 |
Altri autori (Persone) | Torricelli, Costanza |
Collana | Argomenti di matematica applicata ; 7 |
Soggetto topico | Finanza - Metodi matematici |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNISALENTO-991000757419707536 |
Ricci, Gianni | ||
Bologna : Patron, 1992 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|