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New perspectives and challenges in econophysics and sociophysics / / edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Kiran Sharma
| New perspectives and challenges in econophysics and sociophysics / / edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Kiran Sharma |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (269 pages) |
| Disciplina |
330.0151
332.015195 |
| Collana | New Economic Windows |
| Soggetto topico |
Statistical physics
Game theory Science—Social aspects Economics, Mathematical Big data Statistical Physics and Dynamical Systems Game Theory Societal Aspects of Physics, Outreach and Education Quantitative Finance Big Data |
| ISBN | 3-030-11364-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 -- Acep Purqon, Group identification Analysis using Hybrid Method ( (RMT-CN-LPAm+ and RMT-BDM-SA) in Indonesian Stock Market Dynamics 2 -- Alejandro R. H. Montoya, A New Method and new variables to assess symmetry of financial returns time series 3 -- Ananya Lahiri, Fractional Brownian markets with time-varying volatility and high-frequency data 4 -- Andreas Flache, Social integration in a diverse society: social complexity models of the link between segregation and the dynamics of opinion polarization 5 -- Anindya S. Chakarabarti, Executive compensation structure: A spectral graph theoretic formulation 6.-Aparna Mehra, Copula Theory in Portfolio Optimization 7 -- Aparna Sawhney, Tracking Energy Efficiency of the Indian Iron and Steel Industry 8 -- Bikas K. Chakrabarti, Fat tailed distributions for deaths in conflicts and disasters 9 -- Bruce M. Boghosian, Criticality and Duality in an Asset-Exchange Model of Inequality 10 -- Cheong Siew Ann, From the Knowledge of Physics to the Physics of Knowledge 11 -- Damien Challet, Empirical properties of the opening and closing auctions of US equities 11 -- Dipyaman Sanyal, Effect of Tobin Tax in an Experimental Minority Game Market 12 -- Frédéric Abergel, Optimal placement of limit orders in order-driven markets 13 -- Ioane Muni Toke, Estimation of ratios of intensities in a Cox-type model of limit order books 14 -- Irena Vodenska, Network-based modeling of systemic risk propagation in global financial systems 15 -- Kiran Sharma, Financial Market “States”: correlations & complexity 16 -- Kousik Guhathakurta, How closely are the Asia Pacific market related to the developed market: a network analysis, 17 -- M. S. Santhanam, Extreme events in time series and on networks 18 -- Nils Bertschinger, Volatility dynamics: Towards early warning signs of financial turmoil?19 -- Pradeep Bhadola, Spectral and Network analysis of financial systems 20 -- Rituparna Sen, High Dimensionality Effects on the Efficient Frontier 21 -- Sanjay Jain, Network anatomy of innovation: Growth and creative destruction in an evolutionary model 22 -- Soumya Datta, Exchange rate dynamics under limited arbitrage and heterogeneous expectations 23 -- Sujoy Chakravarty, Experimantal analysis of The Kolkata Paise Restaurant Problem 24 -- Sunil Kumar, Effect of Crisis on the structure and Dynamics of the Indian Financial Network 25 -- Taisei Kaizoji, Efficiency of Bitcoin Market and Prediction of Bitcoin Price Movements. |
| Record Nr. | UNINA-9910337882803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonlinear Economic Dynamics and Financial Modelling : Essays in Honour of Carl Chiarella / / edited by Roberto Dieci, Xue-Zhong He, Cars Hommes
| Nonlinear Economic Dynamics and Financial Modelling : Essays in Honour of Carl Chiarella / / edited by Roberto Dieci, Xue-Zhong He, Cars Hommes |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 004 |
| Soggetto topico |
Economic theory
Economics, Mathematical Application software Finance Game theory Macroeconomics Economic Theory/Quantitative Economics/Mathematical Methods Quantitative Finance Computer Appl. in Social and Behavioral Sciences Finance, general Game Theory, Economics, Social and Behav. Sciences Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-319-07470-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Carl Chiarella: An Interview and Some Perspectives -- Nonlinear Economic Dynamics -- Financial Market Modelling -- Quantitative Finance. |
| Record Nr. | UNINA-9910298546303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonlinear Expectations and Stochastic Calculus under Uncertainty [[electronic resource] ] : with Robust CLT and G-Brownian Motion / / by Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty [[electronic resource] ] : with Robust CLT and G-Brownian Motion / / by Shige Peng |
| Autore | Peng Shige |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIII, 212 p. 10 illus.) |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Economics, Mathematical Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-662-59903-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Sublinear Expectations and Risk Measures -- Law of Large Numbers and Central Limit Theorem under Uncertainty -- G-Brownian Motion and Itô’s Calculus -- G-Martingales and Jensen’s Inequality -- Stochastic Differential Equations -- Capacity and Quasi-Surely Analysis for G-Brownian Paths -- G-Martingale Representation Theorem -- Some Further Results of Itô’s Calculus -- Appendix A Preliminaries in Functional Analysis -- Appendix B Preliminaries in Probability Theory -- Appendix C Solutions of Parabolic Partial Differential Equation -- Bibliography -- Index of Symbols -- Subject Index -- Author Index. |
| Record Nr. | UNINA-9910349337203321 |
Peng Shige
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Novel Methods in Computational Finance / / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten
| Novel Methods in Computational Finance / / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVIII, 606 p. 194 illus., 93 illus. in color.) |
| Disciplina | 515.353 |
| Collana | The European Consortium for Mathematics in Industry |
| Soggetto topico |
Partial differential equations
Game theory Economics, Mathematical Computer mathematics Probabilities Partial Differential Equations Game Theory, Economics, Social and Behav. Sciences Quantitative Finance Computational Mathematics and Numerical Analysis Probability Theory and Stochastic Processes |
| ISBN | 3-319-61282-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910254302303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Probability : An Introduction with Applications to Finance / / by Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / / by Gilles Pagès |
| Autore | Pagès Gilles |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XXI, 579 p. 36 illus., 30 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Economics, Mathematical Statistics Probability Theory and Stochastic Processes Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-90276-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Simulation of random variables -- 2 The Monte Carlo method and applications to option pricing -- 3 Variance reduction -- 4 The Quasi-Monte Carlo method -- 5 Optimal Quantization methods I: cubatures -- 6 Stochastic approximation with applications to finance -- 7 Discretization scheme(s) of a Brownian diffusion -- 8 The diffusion bridge method: application to path-dependent options (II) -- 9 Biased Monte Carlo simulation, Multilevel paradigm -- 10 Back to sensitivity computation -- 11 Optimal stopping, Multi-asset American/Bermuda Options -- 12 Miscellany. |
| Record Nr. | UNINA-9910300122503321 |
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Pagès Gilles
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Optimal stochastic control, stochastic target problems, and backward SDE [[electronic resource] /] / by Nizar Touzi
| Optimal stochastic control, stochastic target problems, and backward SDE [[electronic resource] /] / by Nizar Touzi |
| Autore | Touzi Nizar |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (218 p.) |
| Disciplina | 629.8312 |
| Altri autori (Persone) | TourinAgnès |
| Collana | Fields Institute Monographs |
| Soggetto topico |
Economics, Mathematical
Probabilities Partial differential equations Calculus of variations Quantitative Finance Probability Theory and Stochastic Processes Partial Differential Equations Calculus of Variations and Optimal Control; Optimization |
| ISBN |
1-283-64027-9
1-4614-4286-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1. Conditional Expectation and Linear Parabolic PDEs -- 2. Stochastic Control and Dynamic Programming -- 3. Optimal Stopping and Dynamic Programming -- 4. Solving Control Problems by Verification -- 5. Introduction to Viscosity Solutions -- 6. Dynamic Programming Equation in the Viscosity Sense -- 7. Stochastic Target Problems -- 8. Second Order Stochastic Target Problems -- 9. Backward SDEs and Stochastic Control -- 10. Quadratic Backward SDEs -- 11. Probabilistic Numerical Methods for Nonlinear PDEs -- 12. Introduction to Finite Differences Methods -- References. |
| Record Nr. | UNINA-9910438156803321 |
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Touzi Nizar
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Options and Derivatives Programming in C++ [[electronic resource] ] : Algorithms and Programming Techniques for the Financial Industry / / by CARLOS OLIVEIRA
| Options and Derivatives Programming in C++ [[electronic resource] ] : Algorithms and Programming Techniques for the Financial Industry / / by CARLOS OLIVEIRA |
| Autore | OLIVEIRA CARLOS |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Berkeley, CA : , : Apress : , : Imprint : Apress, , 2016 |
| Descrizione fisica | 1 online resource (XXIII, 260 p. 26 illus., 18 illus. in color.) |
| Disciplina | 005.13 |
| Collana | Expert's Voice in C++ |
| Soggetto topico |
Programming languages (Electronic computers)
Economics, Mathematical Statistics Programming Languages, Compilers, Interpreters Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 1-4842-1814-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: Template-Based Techniques -- Chapter 7: STL for Derivatives Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Algorithms for Numerical Analysis -- Chapter 11: Models Based on Differential Equations -- Chapter 12: Basic Models for Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives. |
| Record Nr. | UNINA-9910254753403321 |
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OLIVEIRA CARLOS
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| Berkeley, CA : , : Apress : , : Imprint : Apress, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs / / by João Baúto, Rui Neves, Nuno Horta
| Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs / / by João Baúto, Rui Neves, Nuno Horta |
| Autore | Baúto João |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (91 pages) : illustrations (some color), graphs |
| Disciplina | 519.7 |
| Collana | SpringerBriefs in Computational Intelligence |
| Soggetto topico |
Computational intelligence
Financial engineering Economics, Mathematical Computational Intelligence Financial Engineering Quantitative Finance |
| ISBN | 3-319-73329-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field. |
| Record Nr. | UNINA-9910299933503321 |
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Baúto João
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Paris-Princeton Lectures on Mathematical Finance 2002 [[electronic resource] /] / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2002 [[electronic resource] /] / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Bank Peter |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 178 p.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Game theory Probabilities Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes |
| ISBN | 3-540-44859-4 |
| Classificazione | 91B28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View. |
| Record Nr. | UNISA-996466384003316 |
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Bank Peter
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Paris-Princeton Lectures on Mathematical Finance 2002 / / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2002 / / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Bank Peter |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 178 p.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Game theory Probabilities Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes |
| ISBN | 3-540-44859-4 |
| Classificazione | 91B28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View. |
| Record Nr. | UNINA-9910144602003321 |
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Bank Peter
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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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Soggetto topico
-
Economics, Mathematical
(222)
- Quantitative Finance (222)
- Probabilities (68)
- Probability Theory and Stochastic Processes (68)
- Statistics (62)