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.
Paris-Princeton lectures on mathematical finance 2010 / A. Cousin ... [et al.] editors
| Paris-Princeton lectures on mathematical finance 2010 / A. Cousin ... [et al.] editors |
| Pubbl/distr/stampa | Berlin, : Springer, 2011 |
| Descrizione fisica | X, 359 p. : ill. ; 24 cm |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
CDO tranches in a Markovian environment
Mean field games and applications Pricing Equations in Finance Quantitative Finance The Skorokhod Embedding Problem |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0086896 |
| Berlin, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
| Edizione | [Cham : Springer, 2013] |
| Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0096074 |
| IX, 316 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin
| Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin |
| Autore | Itkin, Andrey L. |
| Pubbl/distr/stampa | Cham, : Birkhauser, 2017 |
| Descrizione fisica | xx, 308 p. : ill. ; 24 cm |
| Soggetto topico |
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 47N40 - Applications of operator theory in numerical analysis [MSC 2020] |
| Soggetto non controllato |
Calibration
Computational finance Finite-Difference Schemes Finite-difference methods Integral Transforms Lévy processes Option pricing Partial differential equations Quantitative Finance Stochastic skew model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123462 |
Itkin, Andrey L.
|
||
| Cham, : Birkhauser, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Progress in industrial mathematics at ECMI 2012 / Magnus Fontes, Michael Günther, Nicole Marheineke editors
| Progress in industrial mathematics at ECMI 2012 / Magnus Fontes, Michael Günther, Nicole Marheineke editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXII, 460 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
00A69 - General applied mathematics [MSC 2020] |
| Soggetto non controllato |
Circuit and Electromagnetic Device Simulation
Fluids Life and Environmental Sciences Ordinary differential equations Partial differential equations Production Processes Quantitative Finance Uncertainties and Stochastics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103381 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Quantitative analysis and IBM® SPSS® statistics : a guide for business and finance / Abdulkader Aljandali
| Quantitative analysis and IBM® SPSS® statistics : a guide for business and finance / Abdulkader Aljandali |
| Autore | Aljandali, Abdulkader |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXI, 184 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Big Data
Correlation Data analysis Diagnostic Forecast 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-VAN0115287 |
|
Aljandali, Abdulkader
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Quantitative Investing : From Theory to Industry / Lingjie Ma
| Quantitative Investing : From Theory to Industry / Lingjie Ma |
| Autore | Ma, Lingjie |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvii, 445 p. : ill. ; 24 cm |
| 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] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G15 - Financial markets [MSC 2020] |
| Soggetto non controllato |
Finance
Industry approach Investing Investment Quantitative Finance R Programming Real-world data |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249681 |
|
Ma, Lingjie
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Quantitative Portfolio Management : with Applications in Python / Pierre Brugière
| Quantitative Portfolio Management : with Applications in Python / Pierre Brugière |
| Autore | Brugière, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
APT models
Factor models Markowitz theory Principal component analysis Python code Quantitative Finance Risk measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249686 |
|
Brugière, Pierre
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen, Soren |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xv, 505 p. : ill. ; 24 cm |
| Altri autori (Persone) | Steffensen, Mogens |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Consumption-investment
Empirical Bayes Life insurance Non-life insurance Quantitative Finance Reserves Risk and Insurance Risk management Ruin theory Stochastic Controls Tails of sums Valuation of payment streams |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249744 |
|
Asmussen, Soren
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin
| Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
| Autore | Menoncin, Francesco |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275263 |
|
Menoncin, Francesco
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng
| Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng |
| Autore | Kwok, Yue Kuen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | x, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zheng, Wendong |
| Soggetto topico |
44A10 - Laplace transform [MSC 2020]
62E17 - Approximations to statistical distributions (nonasymptotic) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Credit portfolios
Derivatives pricing Financial Engineering Quantitative Finance Risk measures Saddlepoint approximation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124976 |
|
Kwok, Yue Kuen
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
