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Quantitative Portfolio Management [[electronic resource] ] : with Applications in Python / / by Pierre Brugière
| Quantitative Portfolio Management [[electronic resource] ] : with Applications in Python / / by Pierre Brugière |
| Autore | Brugière Pierre |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XII, 205 p. 23 illus., 22 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Economics, Mathematical
Statistics Application software Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance Computer Applications |
| ISBN | 3-030-37740-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Returns and the Gaussian Hypothesis -- Utility Functions and the Theory of Choice -- The Markowitz Framework -- Markowitz Without a Risk-Free Asset -- Markowitz with a Risk-Free Asset -- Performance and Diversification Indicators -- Risk Measures and Capital Allocation -- Factor Models -- Identification of the Factors -- Exercises and Problems. |
| Record Nr. | UNISA-996418266503316 |
Brugière Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Quantum finance : intelligent forecast and trading systems / / Raymond S. T. Lee
| Quantum finance : intelligent forecast and trading systems / / Raymond S. T. Lee |
| Autore | Lee Raymond S. T |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXXII, 412 p. 292 illus., 224 illus. in color.) |
| Disciplina | 658.15 |
| Soggetto topico |
Artificial intelligence
Economics, Mathematical Computational intelligence Quantum field theory String theory Statistical physics Application software Artificial Intelligence Quantitative Finance Computational Intelligence Quantum Field Theories, String Theory Applications of Nonlinear Dynamics and Chaos Theory Computer Applications |
| ISBN | 981-329-796-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I – Quantum Finance Theory -- 1. Introduction to Quantum Finance -- 2. Quantum Field Theory for Quantum Finance -- 3. An Overview of Quantum Finance Models -- 4. Quantum Finance Theory -- 5. Quantum Price Levels – Basic Theory and Numerical Computational Technology -- 6. Quantum Trading and Hedging Strategy -- 7. AI Powerful Tools on Quantum Finance -- 8. Chaos and Fractals on Quantum Finance -- 9. Chaotic Neural Networks on Financial Prediction -- Part II – Quantum Finance Applications -- 10. Quantum Price Levels (QPL) for Worldwide Financial Products -- 11. QTime Series Chaotic Neural Oscillatory Networks (TSCNON) for Financial Prediction -- 12. Chaotic Type-2 Transient-Fuzzy Deep Neuro-Oscillatory Network (CT2TFDNN) for Worldwide Financial Prediction -- 13. Quantum Trader – A Multiagent-based Quantum Financial Forecast and Intel-ligent Trading System -- 14. Future Trend in Quantum Finance. |
| Record Nr. | UNINA-9910366657403321 |
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Lee Raymond S. T
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantum finance : intelligent forecast and trading systems / / Raymond S. T. Lee
| Quantum finance : intelligent forecast and trading systems / / Raymond S. T. Lee |
| Autore | Lee Raymond S. T |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXXII, 412 p. 292 illus., 224 illus. in color.) |
| Disciplina | 658.15 |
| Soggetto topico |
Artificial intelligence
Economics, Mathematical Computational intelligence Quantum field theory String theory Statistical physics Application software Artificial Intelligence Quantitative Finance Computational Intelligence Quantum Field Theories, String Theory Applications of Nonlinear Dynamics and Chaos Theory Computer Applications |
| ISBN | 981-329-796-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I – Quantum Finance Theory -- 1. Introduction to Quantum Finance -- 2. Quantum Field Theory for Quantum Finance -- 3. An Overview of Quantum Finance Models -- 4. Quantum Finance Theory -- 5. Quantum Price Levels – Basic Theory and Numerical Computational Technology -- 6. Quantum Trading and Hedging Strategy -- 7. AI Powerful Tools on Quantum Finance -- 8. Chaos and Fractals on Quantum Finance -- 9. Chaotic Neural Networks on Financial Prediction -- Part II – Quantum Finance Applications -- 10. Quantum Price Levels (QPL) for Worldwide Financial Products -- 11. QTime Series Chaotic Neural Oscillatory Networks (TSCNON) for Financial Prediction -- 12. Chaotic Type-2 Transient-Fuzzy Deep Neuro-Oscillatory Network (CT2TFDNN) for Worldwide Financial Prediction -- 13. Quantum Trader – A Multiagent-based Quantum Financial Forecast and Intel-ligent Trading System -- 14. Future Trend in Quantum Finance. |
| Record Nr. | UNISA-996465447803316 |
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Lee Raymond S. T
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Risk and Insurance [[electronic resource] ] : A Graduate Text / / by Søren Asmussen, Mogens Steffensen
| Risk and Insurance [[electronic resource] ] : A Graduate Text / / by Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen Søren |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XV, 505 p. 42 illus., 32 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Economics, Mathematical Risk management Actuarial science Probability Theory and Stochastic Processes Quantitative Finance Risk Management Actuarial Sciences |
| ISBN | 3-030-35176-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics. |
| Record Nr. | UNISA-996418187003316 |
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Asmussen Søren
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens
| The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens |
| Autore | De Spiegeleer Jan |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (viii, 106 pages) : illustrations |
| Disciplina | 332.6323 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Economics, Mathematical
Financial engineering Statistics Finance—Mathematics Probabilities Risk management Quantitative Finance Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance Financial Mathematics Probability Theory and Stochastic Processes Risk Management |
| ISBN | 3-030-01824-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface. - 1 A Primer on Contingent Convertible (CoCo) Bonds. - 2 Pricing Models of CoCos -- 3 Impact of a New CoCo Issue on the Outstanding CoCos. - 4 Rating of CoCos. - 5 Sensitivity Analysis of CoCos. - 6 Impact of Skewness on the Price of a CoCo. - 7 Distance to Trigger -- 8 Outlier Detection of CoCos -- 9 Conclusion -- A Derivation of Carr-Madan Formula for Vanilla Option Prices using FFT. - Bibliography. |
| Record Nr. | UNINA-9910300104703321 |
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De Spiegeleer Jan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Measurement : From Quantitative Measures to Management Decisions / / by Dominique Guégan, Bertrand K. Hassani
| Risk Measurement : From Quantitative Measures to Management Decisions / / by Dominique Guégan, Bertrand K. Hassani |
| Autore | Guégan Dominique |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIV, 215 p. 30 illus., 16 illus. in color.) |
| Disciplina | 658.155 |
| Soggetto topico |
Risk management
Business enterprises—Finance Financial engineering Economics, Mathematical Statistics Risk Management Business Finance Financial Engineering Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-030-02680-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics -- 7. Markov Switching modelling. |
| Record Nr. | UNINA-9910337681503321 |
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Guégan Dominique
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Measures and Attitudes [[electronic resource] /] / edited by Francesca Biagini, Andreas Richter, Harris Schlesinger
| Risk Measures and Attitudes [[electronic resource] /] / edited by Francesca Biagini, Andreas Richter, Harris Schlesinger |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 91 p. 4 illus. in color.) |
| Disciplina | 332.6 |
| Collana | EAA Series |
| Soggetto topico |
Actuarial science
Economics, Mathematical Applied mathematics Engineering mathematics Probabilities Actuarial Sciences Quantitative Finance Applications of Mathematics Probability Theory and Stochastic Processes |
| ISBN | 1-4471-4926-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures. |
| Record Nr. | UNINA-9910739461003321 |
| London : , : Springer London : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk-Return Relationship and Portfolio Management [[electronic resource] /] / by Raj S. Dhankar
| Risk-Return Relationship and Portfolio Management [[electronic resource] /] / by Raj S. Dhankar |
| Autore | Dhankar Raj S |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | New Delhi : , : Springer India : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (324 pages) |
| Disciplina | 332.609549209049 |
| Collana | India Studies in Business and Economics |
| Soggetto topico |
Finance
Accounting Bookkeeping Economics, Mathematical Finance, general Accounting/Auditing Quantitative Finance |
| ISBN | 81-322-3950-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Capital Asset Pricing Model: An Overview -- Indian Stock Market and Relevance of Capital Asset Pricing Mod -- Non-Linearties, Garch Effects and Emerging Stock Markets -- Indian Stock Market and Contrarian and Momentum Strategies -- Single Factor Model and Portfolio Management -- Variance Ratio Test , ARIMA Model and Stock Price Behaviour -- Multi-Factors Model and Portfolio Management -- Market Efficiency and Stock Market -- Risk-Return Analysis and Investment Decisions -- Risk-Return Analysis and Stock Markets -- Time-Series of Return and Volatility -- Correlation, Uncertainty and Investment Decisions -- Risk-Return Assessment: An Overview. |
| Record Nr. | UNINA-9910349522903321 |
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Dhankar Raj S
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| New Delhi : , : Springer India : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Saddlepoint Approximation Methods in Financial Engineering / / by Yue Kuen Kwok, Wendong Zheng
| Saddlepoint Approximation Methods in Financial Engineering / / by Yue Kuen Kwok, Wendong Zheng |
| Autore | Kwok Yue Kuen |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (134 pages) : illustrations |
| Disciplina | 332 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Quantitative Finance |
| ISBN | 3-319-74101-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910300106303321 |
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Kwok Yue Kuen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Schadenversicherungsmathematik [[electronic resource] /] / von Heinz-Willi Goelden, Klaus Th. Hess, Martin Morlock, Klaus Schmidt, Klaus Schröter
| Schadenversicherungsmathematik [[electronic resource] /] / von Heinz-Willi Goelden, Klaus Th. Hess, Martin Morlock, Klaus Schmidt, Klaus Schröter |
| Autore | Goelden Heinz-Willi |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Spektrum, , 2016 |
| Descrizione fisica | 1 online resource (X, 501 S. 11 Abb. in Farbe.) |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Economics, Mathematical Finance Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Finance, general |
| ISBN | 3-662-48860-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Teil I Risikomodelle -- 1 Grundlagen -- 2 Individuelles Modell -- 3 Kollektives Modell -- 4 Anwendungen des kollektiven Modells -- 5 Verallgemeinerungen des kollektiven Modells -- 6 Klausuraufgaben -- Teil II Tarifierung -- 7 Grundlagen -- 8 Daten und Tarifierungsstatistiken -- 9 Modelle und Statistiken -- 10 Selektion von Risiken -- 11 Klausuraufgaben -- Teil III Reservierung -- 12 Grundlagen -- 13 Abwicklungsmuster und Schadenquoten -- 14 Basisverfahren und Bornhuetter-Ferguson-Prinzip -- 15 Modelle mit Korrelationsstruktur -- 16 Anwendungsbezogene Fragen -- 17 Klausuraufgaben -- Teil IV Risikoverteilung -- 18 Grundlagen und Formen der Risikoteilung -- 19 Auswirkungen der Risikoteilung -- 20 Prämienkalkulation für Rückversicherungsverträge -- 21 Klausuraufgaben -- Anhang -- A Maß- und Integrationstheorie -- B Wahrscheinlichkeitstheorie -- C Verteilungen -- D Tabellen . |
| Record Nr. | UNINA-9910483604203321 |
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Goelden Heinz-Willi
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Spektrum, , 2016 | ||
| 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)