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Mathematics of Finance : An Intuitive Introduction / / by Donald G. Saari
| Mathematics of Finance : An Intuitive Introduction / / by Donald G. Saari |
| Autore | Saari Donald G |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XVII, 144 p. 16 illus.) |
| Disciplina |
339
650.0151 |
| Collana | Undergraduate Texts in Mathematics |
| Soggetto topico |
Economics, Mathematical
Game theory Finance Macroeconomics Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Finance, general Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-030-25443-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Preliminaries via Gambles -- 2. Options -- 3. Modeling -- 4. Some Probability -- 5. The Black–Scholes Equation -- 6. Solutions of Black–Scholes -- 7. Partial information: the Greeks -- 8. Sketching and the American Options -- 9. Embellishments. |
| Record Nr. | UNINA-9910349339203321 |
Saari Donald G
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematik für BWL-Bachelor: Übungsbuch : Ergänzungen für Vertiefung und Training / / von Heidrun Matthäus, Wolf-Gert Matthäus
| Mathematik für BWL-Bachelor: Übungsbuch : Ergänzungen für Vertiefung und Training / / von Heidrun Matthäus, Wolf-Gert Matthäus |
| Autore | Matthäus Heidrun |
| Edizione | [3rd ed. 2016.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2016 |
| Descrizione fisica | 1 online resource (XVIII, 318 S. 100 Abb.) |
| Disciplina | 519 |
| Collana | Studienbücher Wirtschaftsmathematik |
| Soggetto topico |
Economics, Mathematical
Game theory Quantitative Finance Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-658-11575-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Mathematisches Handwerkszeug -- Funktionen einer unabhängigen Veränderlichen -- Differentialrechnung -- Funktionen mehrerer unabhängiger Veränderlicher -- Finanzmathematik -- Matrizen und Determinanten -- Lineare Gleichungssysteme -- Lineare Optimierung -- Wahrscheinlichkeitsrechnung und Statistik. |
| Record Nr. | UNINA-9910484500503321 |
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Matthäus Heidrun
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mining Taxation : Reconciling the Interests of Government and Industry / / by Eric Lilford, Pietro Guj
| Mining Taxation : Reconciling the Interests of Government and Industry / / by Eric Lilford, Pietro Guj |
| Autore | Lilford Eric |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (246 pages) |
| Disciplina | 338.2 |
| Collana | Modern Approaches in Solid Earth Sciences |
| Soggetto topico |
Natural resources
Tax accounting Tax laws Economic geology Economics, Mathematical Natural Resource and Energy Economics Business Taxation/Tax Law Economic Geology Quantitative Finance |
| ISBN | 3-030-49821-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Foreword -- 2. Acknowledgements -- 3. Precis -- 4. Chapter 1. Mineral Policy, Governance and its Economic Implications -- 5. Chapter 2. Quantitative Financial Analysis of Common Mining Taxation Instruments -- 6. Chapter 3. Administering the Mining Fiscal Regime -- 7. Conclusions and Recommendations -- 8. References -- 9. Appendices. . |
| Record Nr. | UNINA-9910484948803321 |
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Lilford Eric
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910480656103321 |
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Embrechts Paul
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910792487203321 |
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Embrechts Paul
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910826203603321 |
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Embrechts Paul
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling German Covered Bonds / / by Manuela Spangler
| Modelling German Covered Bonds / / by Manuela Spangler |
| Autore | Spangler Manuela |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2018 |
| Descrizione fisica | 1 online resource (xv, 266 pages) : illustrations |
| Disciplina | 658.155 |
| Collana | Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics |
| Soggetto topico |
Economics, Mathematical
Risk management Financial engineering Quantitative Finance Risk Management Financial Engineering |
| ISBN | 3-658-23915-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pfandbrief Characteristics -- Credit Risk Models: A Literature Review -- The Pfandbrief Model -- Model Calibration and Scenario Generation -- Simulation Results. |
| Record Nr. | UNINA-9910300119903321 |
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Spangler Manuela
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling in Life Insurance – A Management Perspective / / edited by Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet
| Modelling in Life Insurance – A Management Perspective / / edited by Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVI, 255 p. 42 illus., 38 illus. in color.) |
| Disciplina | 519 |
| Collana | EAA Series |
| Soggetto topico |
Economics, Mathematical
Actuarial science Statistics Insurance Quantitative Finance Actuarial Sciences Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-29776-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Paradigms in life insurance -- About market consistent valuation in insurance -- Cash flow projection models -- Economic scenario generators -- From internal to ORSA models -- Building a model: practical implementation -- Ex-ante model validation and back-testing -- The threat of model risk for insurance companies -- Meta-models and consistency issues -- Model feeding & Data Quality -- The role of models in management decision making -- Models and behaviour of stakeholders. |
| Record Nr. | UNINA-9910254073303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modern Problems in Insurance Mathematics / / edited by Dmitrii Silvestrov, Anders Martin-Löf
| Modern Problems in Insurance Mathematics / / edited by Dmitrii Silvestrov, Anders Martin-Löf |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (388 p.) |
| Disciplina | 368.01 |
| Collana | EAA Series |
| Soggetto topico |
Actuarial science
Probabilities Mathematical models Information theory Economics, Mathematical Actuarial Sciences Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Information and Communication, Circuits Quantitative Finance |
| ISBN | 3-319-06653-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | International Cramer Symposium on Insurance Mathematics -- Harald Cramer and Insurance Mathematics -- 100 Years of the Scandinavian Actuarial Journal -- A Note on Gerber–Shiu Functions with an Application -- Improved Asymptotics for Ruin Probabilities -- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations -- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes -- Coherent Risk Measures under Dominated Variation -- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses -- A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company -- Predicting Future Claims Among High Risk Policyholders Using Random Effects -- Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process -- Analysis of the Stochasticity of Mortality Using Variance Decomposition -- The Impact of Stress Factors on the Price of Widow’s Pensions -- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution -- Bonus-Malus Systems in Open and Closed Portfolios -- Large Deviations for a Damped Telegraph Process -- Probabilistic Choice with an Infinite Set of Options – an Approach Based on Random Sup Measures -- Generalisation of the Damping Factor in PageRank for Weighted Networks -- Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices -- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model. |
| Record Nr. | UNINA-9910299986503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modern SABR analytics : formulas and insights for quants, former physicists and mathematicians / / by Alexandre Antonov, Michael Konikov, Michael Spector
| Modern SABR analytics : formulas and insights for quants, former physicists and mathematicians / / by Alexandre Antonov, Michael Konikov, Michael Spector |
| Autore | Antonov Alexandre |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (132 pages) |
| Disciplina | 332.6453 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-10656-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 1.1 Introduction -- 1.2 Wide popularity of the SABR -- 1.3 Simple derivation -- 1.4 Modifications and extensions of the SABR -- 1.5 CMS and the SABR -- 1.6 Approximation accuracy and its improvements -- 1.7 About this book -- 2 Exact Solutions to CEV Model with Stochastic Volatility -- 2.1 Introduction -- 2.2 Transforming CEV Process into the Bessel One -- 2.3 Solution behavior near singular point x = 0, integrability, flux -- 2.4 Laplace Transform -- 2.5 Probability distributions -- 2.6 Back to CEV model -- 2.6.1 Option pricing through Chi Square distributions -- 2.7 Alternative expressions for CEV option values -- 2.8 CEV Model with Stochastic Volatility -- 2.9 Conclusion -- 3 Classic SABR Model: Exactly Solvable Cases -- 3.1 Introduction -- 3.2 Probability Density Functions for the Free Normal and Log-Normal SABR, Probabilistic Approach -- 3.3 Deriving PDFs using Kolmogorov equations -- 3.4 Option Value for the Free Normal SABR -- 3.5 Option Value for the Lognormal SABR -- 3.6 The Zero Correlation case -- 4 Classic SABR Model: Heat Kernel Expansion and Projection on Solvable Models -- 4.1 Introduction -- 4.2 Invariant forms of Diffusion Equations -- 4.3 Heat Kernel Expansion -- 4.4 Non-Zero Correlation General Case -- 4.5 Conclusion -- References. |
| Record Nr. | UNINA-9910338260303321 |
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Antonov Alexandre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Economics, Mathematical
(197)
- Quantitative Finance (197)
- Probabilities (59)
- Probability Theory and Stochastic Processes (59)
- Statistics (55)