The Risk Management of Contingent Convertible (CoCo) Bonds / Jan De Spiegeleer, Ine Marquet, Wim Schoutens |
Autore | De Spiegeleer, Jan |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
Altri autori (Persone) | Schoutens, Wim |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G40 - Credit risk [MSC 2020] |
Soggetto non controllato |
Capital instruments
CoCo bonds Contingent capital Contingent convertibles Mathematical Finance Quantitative Finance Risk management |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0125045 |
De Spiegeleer, Jan
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Cham, : Springer, 2018 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Time Series in Economics and Finance / Tomas Cipra |
Autore | Cipra, Tomas |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249973 |
Cipra, Tomas
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Cham, : Springer, 2020 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Tools for Computational Finance / Rüdiger U. Seydel |
Autore | Seydel, Rüdiger U. |
Edizione | [6. ed] |
Pubbl/distr/stampa | London, : Springer, 2017 |
Descrizione fisica | xxii, 486 p. : ill. ; 24 cm |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
Soggetto non controllato |
Algorithms for finance
Black-Scholes equations Computational finance Financial Engineering Finite element methods Finite-difference methods Monte-Carlo Simulation Option pricing Pricing of options Quantitative Finance Random Number Generator Risk analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123726 |
Seydel, Rüdiger U.
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London, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Tychastic measure of viability risk / Jean-Pierre Aubin, Luxi Chen, Olivier Dordan |
Autore | Aubin, Jean-Pierre |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XVII, 126 p. : ill. ; 24 cm |
Altri autori (Persone) |
Chen, Luxi
Dordan, Olivier |
Soggetto topico |
91G10 - Portfolio theory [MSC 2020]
91G40 - Credit risk [MSC 2020] |
Soggetto non controllato |
Evolutions Under Uncertainty
Hedging Exit Time Function Portfolio Hedging Quantitative Finance Risk Eradication Measure Solvency Capital Requirement Viability Risk |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103842 |
Aubin, Jean-Pierre
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Cham, : Springer, 2014 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Vol. 1: Financial Statistics and Portfolio Analysis/ John Lee, Cheng-Few Lee |
Autore | Lee, John |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 696 p. : ill. ; 24 cm |
Altri autori (Persone) | Lee, Cheng-Few |
Soggetto non controllato |
Business Analytics
Business mathematics Mathematical Finance Probability and Statistics in Computer Science Python Quantitative Finance Statistical finance |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0277395 |
Lee, John
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Cham, : Springer, 2022 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Yield Curves and Forward Curves for Diffusion Models of Short Rates / Gennady A. Medvedev |
Autore | Medvedev, Gennady A. |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xxiv, 230 p. : ill. ; 24 cm |
Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
Soggetto non controllato |
Diffusion models of interest rate processes
Forward curves Mathematical models of Yield No-arbitrage conditions Quantitative Finance Term structure of interest rates Yield curves Zero-coupon bond |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127242 |
Medvedev, Gennady A.
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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