Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Modern stochastics and applications / Volodymyr Korolyuk ... [et al.] editors
| Modern stochastics and applications / Volodymyr Korolyuk ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XVII, 349 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 62F10 - Point estimation [MSC 2020] 60J60 - Diffusion processes [MSC 2020] |
| Soggetto non controllato |
Lévy motion
Matrix theory Modern Stochastics Probabilistic methods Quantitative Finance Stochastic Analysis Stochastic Partial Differential Equations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103270 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate Methods and Forecasting with IBM® SPSS® Statistics / Abdulkader Aljandali
| Multivariate Methods and Forecasting with IBM® SPSS® Statistics / Abdulkader Aljandali |
| Autore | Aljandali, Abdulkader |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xvii, 178 p. : ill. ; 24 cm |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62-XX - Statistics [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Big Data
Correlation Data analysis Diagnostic Forecasting Kruskal-Wallis test Logistic Regression Mann-Whitney test Multivariate Regression Quantitative Finance SPSS Univariate frequencies |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123843 |
Aljandali, Abdulkader
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
New Perspectives and Challenges in Econophysics and Sociophysics / Frédéric Abergel … [et al.] editors]
| New Perspectives and Challenges in Econophysics and Sociophysics / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | x, 272 p. : ill. ; 24 cm |
| Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Analytical models for economic and social behavior
Complex dynamics of economic quantities Econophysics apec 2017 Evolution of economic and financial networks Network Dynamics Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0218248 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Non-Life Insurance Mathematics / Erwin Straub
| Non-Life Insurance Mathematics / Erwin Straub |
| Autore | Straub, Erwin |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | vii, 138 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Actuarial science
Calculus Insurance mathematics Probability Theory Quantitative Finance Reinsurance Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265120 |
|
Straub, Erwin
|
||
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng |
| Autore | Peng, Shige |
| Pubbl/distr/stampa | Berlin, : Springer, 2019 |
| Descrizione fisica | xiii, 212 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 39-XX - Difference and functional equations [MSC 2020] |
| Soggetto non controllato |
Central Limit Theorem
G-Brownian motion G-martingale G-martingale representation theorem G-normal distribution Independence and identical distribution under uncertainty Law of large numbers Mathematical statistics Maximal distribution Nonlinear Feynman-Kac formula Nonlinear expectations Probability Theory Quadratic variation process of G-Brownian motion Quantitative Finance Stochastic Analysis Stochastic differential equations driven by G-Brownian motion Stochastic integral of G-Brownian motion Uncertainty of probabilities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126605 |
|
Peng, Shige
|
||
| Berlin, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors
| Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xviii, 606 p. : ill. ; 24 cm |
| Soggetto topico |
65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
ADI-methods
Artificial boundary condition Calibration Correlation GPU programming High-dimensional partial differential equations Lie Algebra techniques Lévy methods Mixed derivatives Model order reduction Nonlinear Black-Scholes equations Optimal control techniques Partial differential equations Positivity preservation Quantitative Finance Transformation techniques Uncertainty Quantification |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123761 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter estimation in stochastic differential equations / Jaya P. N. Bishwal
| Parameter estimation in stochastic differential equations / Jaya P. N. Bishwal |
| Autore | Bishwal, Jaya P. N. |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | XI, 264 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Asymptotic Theory
Diffusion Processes Discrete Observations Estimator Martingales Modeling Ornstein-Uhlenbeck process Parameter Estimation Quantitative Finance Semimartingales Stochastic differential equations |
| ISBN | 978-35-407-4447-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065596 |
|
Bishwal, Jaya P. N.
|
||
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2002 / Peter Bank ... [et al.] ; editorial committee: R.A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2002 / Peter Bank ... [et al.] ; editorial committee: R.A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | X, 172 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
American options
Consumption Duality Dynamic Programming Mathematical Finance Mathematics Modeling Modeling financial markets Quantitative Finance Sets Super-replication |
| ISBN | 978-35-404-0193-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0052109 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | VIII, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Defaultable claims
Geometry Hedging Interest Rate Models Mathematical Finance Mathematics Quantitative Finance |
| ISBN | 978-35-402-2266-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0046406 |
| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | X, 244 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Deviations in finance and insurance
Dynamic models Equity markets Finance Insider Trading Insurance Mathematical Finance Mathematics Quantitative Finance Volatility |
| ISBN | 978-35-407-3326-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065637 |
| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
