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.
Lectures on Probability Theory and Statistics [[electronic resource] ] : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard
| Lectures on Probability Theory and Statistics [[electronic resource] ] : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard |
| Autore | Albeverio Sergio |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 298 p.) |
| Disciplina | 576.58 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Mathematical physics Economics, Mathematical Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Quantitative Finance |
| ISBN | 3-540-44922-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier’s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier’s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. |
| Record Nr. | UNISA-996466374203316 |
Albeverio Sergio
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Leveraged Exchange-Traded Funds [[electronic resource] ] : Price Dynamics and Options Valuation / / by Tim Leung, Marco Santoli
| Leveraged Exchange-Traded Funds [[electronic resource] ] : Price Dynamics and Options Valuation / / by Tim Leung, Marco Santoli |
| Autore | Leung Tim |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (104 p.) |
| Disciplina | 510 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Macroeconomics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-319-29094-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options on Leveraged ETFs -- Conclusions. |
| Record Nr. | UNINA-9910254081903321 |
|
Leung Tim
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Linear and Mixed Integer Programming for Portfolio Optimization [[electronic resource] /] / by Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza
| Linear and Mixed Integer Programming for Portfolio Optimization [[electronic resource] /] / by Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza |
| Autore | Mansini Renata |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XII, 119 p. 25 illus., 12 illus. in color.) |
| Disciplina | 650 |
| Collana | EURO Advanced Tutorials on Operational Research |
| Soggetto topico |
Operations research
Decision making Finance Economics, Mathematical Management science Operations Research/Decision Theory Finance, general Quantitative Finance Operations Research, Management Science |
| ISBN | 3-319-18482-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Portfolio optimization -- Linear models for portfolio optimization -- Portfolio optimization with transaction costs -- Portfolio optimization with other real features -- Rebalancing and index tracking -- Theoretical framework -- Computational issues. |
| Record Nr. | UNINA-9910298466103321 |
|
Mansini Renata
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland
| Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland |
| Autore | Cutland Nigel J |
| Edizione | [1st ed. 2000.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
| Descrizione fisica | 1 online resource (CXXXII, 118 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical logic
Functions of real variables Probabilities Economics, Mathematical Mathematical Logic and Foundations Real Functions Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-540-44531-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Loeb Measures: Introduction -- Nonstandard Analysis -- Construction of Loeb Measures -- Loeb Integration Theory -- Elementary Applications. Stochastic Fluid Mechanics: Introduction -- Solution of the Deterministic Navier-Stokes Equations -- Solution of the Stochastic Navier-Stokes Equations -- Stochastic Euler Equations -- Statistical Solutions -- Attractors for the Navier-Stokes Equations -- Measure Attractors for Stochastic Navier-Stokes Equations -- Stochastic Attractors for Navier-Stokes Equations -- Attractors for the 3-dimensional Stochastic Navier-Stokes Equations. Stochastic Calculus of Variations: Introduction -- Flat Integral Representation of Wiener Measure -- The Wiener Sphere -- Brownian Motion on the Wiener Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical Finance Theory: Introduction -- The Cox-Ross-Rubinstein Models -- Options and Contingent Claims -- The Black-Scholes Model... The complete table of contents can be found on the Internet: http://www.springer.de. |
| Record Nr. | UNISA-996466375103316 |
|
Cutland Nigel J
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland
| Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland |
| Autore | Cutland Nigel J |
| Edizione | [1st ed. 2000.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
| Descrizione fisica | 1 online resource (CXXXII, 118 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical logic
Functions of real variables Probabilities Economics, Mathematical Mathematical Logic and Foundations Real Functions Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-540-44531-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Loeb Measures: Introduction -- Nonstandard Analysis -- Construction of Loeb Measures -- Loeb Integration Theory -- Elementary Applications. Stochastic Fluid Mechanics: Introduction -- Solution of the Deterministic Navier-Stokes Equations -- Solution of the Stochastic Navier-Stokes Equations -- Stochastic Euler Equations -- Statistical Solutions -- Attractors for the Navier-Stokes Equations -- Measure Attractors for Stochastic Navier-Stokes Equations -- Stochastic Attractors for Navier-Stokes Equations -- Attractors for the 3-dimensional Stochastic Navier-Stokes Equations. Stochastic Calculus of Variations: Introduction -- Flat Integral Representation of Wiener Measure -- The Wiener Sphere -- Brownian Motion on the Wiener Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical Finance Theory: Introduction -- The Cox-Ross-Rubinstein Models -- Options and Contingent Claims -- The Black-Scholes Model... The complete table of contents can be found on the Internet: http://www.springer.de. |
| Record Nr. | UNINA-9910144599703321 |
|
Cutland Nigel J
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Malliavin Calculus and Stochastic Analysis [[electronic resource] ] : A Festschrift in Honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
| Malliavin Calculus and Stochastic Analysis [[electronic resource] ] : A Festschrift in Honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, NY : , : Springer US : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (579 p.) |
| Disciplina |
519.2
519.22 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
Economics, Mathematical Applied mathematics Engineering mathematics Probability Theory and Stochastic Processes Quantitative Finance Applications of Mathematics |
| ISBN |
1-299-33662-0
1-4614-5906-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | An Application of Gaussian Measures to Functional Analysis -- Stochastic Taylor Formulas and Riemannian Geometry -- Local invertibility of adapted shifts on Wiener Space and related topics -- Dilation vector field on Wiener space -- The calculus of differentials for the weak Stratonovich integral -- Large deviations for Hilbert space valued Wiener processes: a sequence space approach -- Stationary distributions for jump processes with inert drift -- An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure -- Escape probability for stochastic dynamical systems with jumps -- On Stochastic Navier-Stokes Equation Driven by Stationary White Noise -- Intermittency and chaos for a non-linear stochastic wave equation in dimension 1 -- Generalized stochastic heat equations -- Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs -- Stationarity of the solution for the semilinear stochastic integral equation on the whole real line -- A strong approximation of sub-fractional Brownian motion by means of transport processes -- Malliavin calculus for fractional heat equation -- Parameter estimation for alpha-fractional bridges -- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion -- Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations -- The effect of competition on the height and length of the forest of genealogical trees of a large population -- Linking progressive and initial filtration expansions -- A Malliavin calculus approach to general stochastic differential games with partial information -- Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words -- A short rate model using ambit processes -- Parametric regularity of the conditional expectations via the Malliavin calculus and applications. |
| Record Nr. | UNINA-9910437868803321 |
| New York, NY : , : Springer US : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market Microstructure and Nonlinear Dynamics [[electronic resource] ] : Keeping Financial Crisis in Context / / edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi
| Market Microstructure and Nonlinear Dynamics [[electronic resource] ] : Keeping Financial Crisis in Context / / edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina |
330
330.015195 332 519 |
| Soggetto topico |
Finance
Macroeconomics Economics, Mathematical Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-05212-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Market Fragmentation and Market Quality: The European Experience -- Pre-trade Transparency and the Information Content of the Limit Order Book -- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets -- News Trader, Liquidity and Transaction Cost -- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility -- Finance and Growth Causality: Empirical Evidence for Emerging Europe -- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area -- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH) -- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators -- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region. . |
| Record Nr. | UNINA-9910298559603321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market Timing with Moving Averages [[electronic resource] ] : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin
| Market Timing with Moving Averages [[electronic resource] ] : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin |
| Autore | Zakamulin Valeriy |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXXII, 278 p. 64 illus.) |
| Disciplina | 332.6 |
| Collana | New Developments in Quantitative Trading and Investment |
| Soggetto topico |
Financial engineering
Investment banking Securities Economics, Mathematical Financial Engineering Investments and Securities Quantitative Finance |
| ISBN | 3-319-60970-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter1 Introduction -- Chapter2 Moving Averages -- Chapter3 Trading Rules -- Chapter4 Anatomy of Trading Rules -- Chapter5 Case Study: Historical Performance of Trading Rules on Other -- Chapter6 Summary and Conclusions. |
| Record Nr. | UNINA-9910255044403321 |
|
Zakamulin Valeriy
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market-Consistent Actuarial Valuation [[electronic resource] /] / by Mario V. Wüthrich
| Market-Consistent Actuarial Valuation [[electronic resource] /] / by Mario V. Wüthrich |
| Autore | Wüthrich Mario V |
| Edizione | [3rd ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XII, 138 p. 10 illus., 9 illus. in color.) |
| Disciplina | 368.3201 |
| Collana | EAA Series |
| Soggetto topico |
Actuarial science
Economics, Mathematical Statistics Insurance Actuarial Sciences Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-46636-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index. |
| Record Nr. | UNINA-9910254093003321 |
|
Wüthrich Mario V
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical and Statistical Methods for Actuarial Sciences and Finance [[electronic resource] ] : MAF 2016 / / edited by Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo
| Mathematical and Statistical Methods for Actuarial Sciences and Finance [[electronic resource] ] : MAF 2016 / / edited by Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (VIII, 169 p. 19 illus., 8 illus. in color.) |
| Disciplina | 368.01 |
| Soggetto topico |
Actuarial science
Economics, Mathematical Statistics Macroeconomics Finance Actuarial Sciences Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance Macroeconomics/Monetary Economics//Financial Economics Finance, general |
| ISBN | 3-319-50234-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 The effects of credit rating announcements on bond liquidity: An event study -- 2 The effect of credit rating events on the emerging CDS market -- 3 A generalised linear model approach to predict the result of research evaluation -- 4 Projecting dynamic life tables using Data Cloning -- 5 Markov switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory and portfolio selection -- 7 A PSO-based approach for improving simple trading systems -- 8 Provisions for outstanding claims with distance-based generalized linear models -- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business -- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure -- 11 Modeling volatility risk premium -- 12 Covered call writing and framing: A cumulative prospect theory approach -- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses. |
| Record Nr. | UNINA-9910254306103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Economics, Mathematical
(239)
- Quantitative Finance (239)
- Probabilities (75)
- Probability Theory and Stochastic Processes (75)
- Statistics (69)