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Set optimization and applications - the state of the art : from set relations to set-valued risk measures / Andreas H. Hamel ... [et al.] editors
| Set optimization and applications - the state of the art : from set relations to set-valued risk measures / Andreas H. Hamel ... [et al.] editors |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XII, 331 p. : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
06-XX - Order, lattices, ordered algebraic structures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 49N15 - Duality theory (optimization) [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 49M29 - Numerical methods involving duality [MSC 2020] |
| Soggetto non controllato |
Complete lattice approach
Duality Multi-criteria decision making Quantitative Finance Scalarization methods Set optimization Set-valued risk measures |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113954 |
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical analysis of financial data in R / René Carmona
| Statistical analysis of financial data in R / René Carmona |
| Autore | Carmona, René A. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | XVII, 588 p. : ill. ; 24 cm |
| Soggetto topico |
62J02 - General nonlinear regression [MSC 2020]
62J05 - Linear regression; mixed models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Financial data distributions
Financial data with R Financial engineering with R Mathematical Finance Methods for quantitative analysis Quantitative Finance Univariate data distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102820 |
Carmona, René A.
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| New York, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.]
| Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | X, 118 p. : ill. ; 24 cm |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Empirical Likelihood
Financial Time Series LAN-based optimal inference for time series Non-linear / non-Gaussian models Quantitative Finance Rank-based semiparametric inference |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103269 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Financial modeling
Insurance Optimal Control Quantitative Finance Risk management Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115381 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics and data analysis for financial engineering : with R examples / David Ruppert, David S. Matteson
| Statistics and data analysis for financial engineering : with R examples / David Ruppert, David S. Matteson |
| Autore | Ruppert, David |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2015 |
| Descrizione fisica | XXVI, 719 p. : ill. ; 24 cm |
| Altri autori (Persone) | Matteson, David S. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| Soggetto non controllato |
Bayesian Statistics
Data Analysis for Finance Financial Analysis Financial Engineering Linear algebra Quantitative Finance R code Statistics for Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113106 |
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Ruppert, David
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| New York, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127166 |
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Franke, Jurgen
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Discrete Time Dynamics Exotic Options Financial Time Series Neural networks Option Management Option Portfolios Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113921 |
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Franke, Jurgen
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| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXVI, 503 p. : ill. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Financial mathematics
Ordinary differential equations Partial differential equations Quantitative Finance Stochastic Analysis Stochastic Optimization Terry Lyons |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104060 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis for finance with simulations / Geon Ho Choe
| Stochastic analysis for finance with simulations / Geon Ho Choe |
| Autore | Choe, Geon Ho |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXXII, 657 p. : ill. ; 24 cm. |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Binomial Tree Method
Black–Scholes–Merton Equation Brownian Motion Interest Rate Model Martingale Method Monte Carlo Method Optimal Portfolio Option pricing Quantitative Finance Stochastic Calculus Stochastic differential equations Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115385 |
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Choe, Geon Ho
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott
| Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
| Autore | Cohen, Samuel N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
| Descrizione fisica | XXIII, 666 p. ; 24 cm |
| Altri autori (Persone) | Elliott, Robert J. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial differential equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113157 |
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Cohen, Samuel N.
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| New York, : Birkhäuser, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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