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Applied impulsive mathematical models / / by Ivanka Stamova, Gani Stamov
| Applied impulsive mathematical models / / by Ivanka Stamova, Gani Stamov |
| Autore | Stamova Ivanka |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XII, 318 p.) |
| Disciplina | 519 |
| Collana | CMS Books in Mathematics, Ouvrages de mathématiques de la SMC |
| Soggetto topico |
System theory
Statistical physics Biomathematics Economics, Mathematical Systems Theory, Control Applications of Nonlinear Dynamics and Chaos Theory Mathematical and Computational Biology Quantitative Finance |
| ISBN | 3-319-28061-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-Basic Theory -- Impulsive Biological Models -- Impulsive Models in Population Dynamics -- Impulsive Neural Networks -- Impulsive Models in Economics -- References -- Index. |
| Record Nr. | UNINA-9910254076503321 |
Stamova Ivanka
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar
| Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar |
| Autore | Härdle Wolfgang Karl |
| Edizione | [5th ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XII, 558 p. 443 illus., 308 illus. in color.) |
| Disciplina | 519.535 |
| Soggetto topico |
Statistics
Economics, Mathematical Economic theory Statistical Theory and Methods Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-030-26006-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Descriptive Techniques -- 1 Comparison of Batches -- Part II Multivariate Random Variables -- 2 A Short Excursion into Matrix Algebra -- 3 Moving to Higher Dimensions -- 4 Multivariate Distributions -- 5 Theory of the Multinormal -- 6 Theory of Estimation -- 7 Hypothesis Testing -- Part III Multivariate Techniques -- 8 Regression Models -- 9 Variable Selection.-10 Decomposition of Data Matrices by Factors -- 11 Principal Components Analysis -- 12 Factor Analysis -- 13 Cluster Analysis -- 14 Discriminant Analysis -- 15 Correspondence Analysis -- 16 Canonical Correlation Analysis -- 17 Multidimensional Scaling -- 18 Conjoint Measurement Analysis -- 19 Applications in Finance -- 20 Computationally Intensive Techniques -- Part IV Appendix -- A Symbols and Notations -- B Data -- Index -- References. |
| Record Nr. | UNINA-9910360852903321 |
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Härdle Wolfgang Karl
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar
| Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar |
| Autore | Härdle Wolfgang Karl |
| Edizione | [4th ed. 2015.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.) |
| Disciplina | 519.535 |
| Soggetto topico |
Statistics
Economics, Mathematical Economic theory Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Economic Theory/Quantitative Economics/Mathematical Methods Statistical Theory and Methods |
| ISBN | 3-662-45171-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | I Descriptive Techniques: Comparison of Batches -- II Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III Multivariate Techniques: Regression Models -- Variable Selection -- Decomposition of Data Matrices by Factors -- Principal Components Analysis -- Factor Analysis -- Cluster Analysis -- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV Appendix: Symbols and Notations -- Data. |
| Record Nr. | UNINA-9910299784203321 |
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Härdle Wolfgang Karl
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Quantitative Finance / / edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck
| Applied Quantitative Finance / / edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck |
| Edizione | [3rd ed. 2017.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (X, 372 p. 111 illus., 75 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Statistics and Computing |
| Soggetto topico |
Statistics
Economics, Mathematical Risk management Business enterprises—Finance Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Risk Management Business Finance |
| ISBN | 3-662-54486-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Market Risk: VaR in High-Dimensional Systems -- Multivariate Volatility Models -- Portfolio Selection with Spectral Risk Measures -- Implementation of Local Stochastic Volatility Model -- Part II Credit Risk: Estimating DTD via Sequential Monte Carlo.- Risk Measurement with Spectral Capital Allocation.- Market Based Credit Rating and its Applications.- Using Public Information to Predict Corporate Default Risk.- Stress Testing in Credit Portfolio Models.- Penalized Independent Factor.- Term Structure of Loss Cascades in Portfolio Securitisation.- Credit Rating Score Analysis -- Part III Dynamics Risk Measurement: Copulae in High Dimensions - An Introduction.- Measuring and Modeling Risk Using High-Frequency Data.- Measuring Financial Risk in Energy Markets.- Risk Analysis of Cryptocurrency as an Alternative Asset Class.- Time Varying Quantile Lasso.- Dynamic Topic Modelling for Cryptocurrency Community Forums. |
| Record Nr. | UNINA-9910254306803321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Stochastic Control of Jump Diffusions / / by Bernt Øksendal, Agnès Sulem
| Applied Stochastic Control of Jump Diffusions / / by Bernt Øksendal, Agnès Sulem |
| Autore | Øksendal Bernt |
| Edizione | [3rd ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XVI, 436 p. 26 illus., 3 illus. in color.) |
| Disciplina |
519.2
629.8312 |
| Collana | Universitext |
| Soggetto topico |
Operations research
Management science Probabilities Economics, Mathematical Calculus of variations Operator theory System theory Operations Research, Management Science Probability Theory and Stochastic Processes Quantitative Finance Calculus of Variations and Optimal Control; Optimization Operator Theory Systems Theory, Control |
| ISBN | 3-030-02781-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Stochastic Calculus with Lévy Processes -- Financial Markets Modelled by Jump Diffusions -- Optimal Stopping of Jump Diffusions -- Backward Stochastic Differential Equations and Risk Measures -- Stochastic Control of Jump Diffusions -- Stochastic Differential Games -- Combined Optimal Stopping and Stochastic Control of Jump Diffusions -- Viscosity Solutions -- Solutions of Selected Exercises -- References -- Notation and Symbols. |
| Record Nr. | UNINA-9910338249503321 |
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Øksendal Bernt
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics / / edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos
| Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics / / edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XV, 344 p. 49 illus., 17 illus. in color.) |
| Disciplina | 658.15 |
| Collana | New Developments in Quantitative Trading and Investment |
| Soggetto topico |
Corporations—Finance
Investment banking Securities Banks and banking Risk management Economics, Mathematical Artificial intelligence - Financial applications Corporate Finance Investments and Securities Banking Risk Management Quantitative Finance Artificial Intelligence |
| ISBN | 1-137-48880-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index – ‘Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack – A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression — does it make a difference in the evaluation of the performance of mutual fund managers? |
| Record Nr. | UNINA-9910153100303321 |
| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Asset Management and Institutional Investors / / edited by Ignazio Basile, Pierpaolo Ferrari
| Asset Management and Institutional Investors / / edited by Ignazio Basile, Pierpaolo Ferrari |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIII, 468 p. 82 illus., 58 illus. in color.) |
| Disciplina | 332.6 |
| Soggetto topico |
Investment banking
Securities Business enterprises—Finance Economics, Mathematical Risk management Capital market Investments and Securities Business Finance Quantitative Finance Risk Management Capital Markets |
| ISBN | 3-319-32796-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Institutional Investors - Typologies, Roles and Products: Institutional Investors -- Collective Investment Vehicles and Other Asset Management Products -- Investment Management Policy: The Stages of Investment Management Policy -- Strategic Asset Allocation with Mean-Variance Optimisation -- Methods and Tools for Portfolio Selection -- Alternative Approaches to Traditional Mean-Variance Optimisation -- Performance Evaluation for Traditional Investment Portfolios: Performance Evaluation -- Returns-Based Style Analysis -- Performance Attribution -- Portfolio Diversification Towards Alternative Asset Classes: Portfolio Diversification Policies - Alternative Asset Classes -- Hedge Funds -- Hedge Fund Performance -- Private Equity -- Real Estate -- Commodities -- Currency Overlay Techniques. |
| Record Nr. | UNINA-9910254887803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps / / by Łukasz Delong
| Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps / / by Łukasz Delong |
| Autore | Delong Łukasz |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (X, 288 p.) |
| Disciplina | 519.2 |
| Collana | EAA Series |
| Soggetto topico |
Economics, Mathematical
Actuarial science Mathematical optimization Probabilities Quantitative Finance Actuarial Sciences Continuous Optimization Probability Theory and Stochastic Processes |
| ISBN | 1-4471-5331-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic Calculus -- Backward Stochastic Differential Equations – the General Case -- Forward-Backward Stochastic Differential Equations -- Numerical Methods for FBSDEs -- Nonlinear Expectations and g-Expectations -- Combined Financial and Insurance Model -- Linear BSDEs and Predictable Representations of Insurance Payment Processes -- Arbitrage-Free Pricing, Perfect Hedging and Superhedging -- Quadratic Pricing and Hedging -- Utility Maximization and Indifference Pricing and Hedging -- Pricing and Hedging under a Least Favorable Measure -- Dynamic Risk Measures -- Other Classes of BSDEs. |
| Record Nr. | UNINA-9910438152403321 |
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Delong Łukasz
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| London : , : Springer London : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank Management and Control : Strategy, Capital and Risk Management / / by Johannes Wernz
| Bank Management and Control : Strategy, Capital and Risk Management / / by Johannes Wernz |
| Autore | Wernz Johannes |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (131 p.) |
| Disciplina |
332.1
332.1068 |
| Collana | Management for Professionals |
| Soggetto topico |
Finance
Economics, Mathematical Statistics Macroeconomics Finance, general Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-642-40374-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital - Credit Risk (Loans) -- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital - Credit Risk (Securitizations) -- 7 Risk Modeling and Capital - Market Risk -- 8 Risk Modeling and Capital - Operational Risk -- 9 Risk Modeling - Asset Liability Management (ALM) -- 10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets -- 11 Appendix: Credit Portfolio Modeling -- 12 Appendix: Country Risk/Issuer Risk -- 13 Appendix: Settlement Risk ans Systemic Risk -- 14 Appendix: Historical Data. |
| Record Nr. | UNINA-9910298536703321 |
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Wernz Johannes
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Banking Beyond Banks and Money : A Guide to Banking Services in the Twenty-First Century / / edited by Paolo Tasca, Tomaso Aste, Loriana Pelizzon, Nicolas Perony
| Banking Beyond Banks and Money : A Guide to Banking Services in the Twenty-First Century / / edited by Paolo Tasca, Tomaso Aste, Loriana Pelizzon, Nicolas Perony |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (VI, 316 p. 64 illus., 54 illus. in color.) |
| Disciplina | 621 |
| Collana | New Economic Windows |
| Soggetto topico |
Sociophysics
Econophysics Finance Economics, Mathematical Data structures (Computer science) Social sciences Data-driven Science, Modeling and Theory Building Finance, general Quantitative Finance Data Structures and Information Theory Methodology of the Social Sciences |
| ISBN | 3-319-42448-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Classification of Crowdfunding in the Financial System -- Crowdfunding and bank stress -- How Peer to Peer Lending and Crowdfunding drive the FinTech Revolution in the UK -- FinTech in China: From Shadow Banking to P2P Lending -- Features or Bugs: The Seven Sins of Current Bitcoin -- Decentralized Banking: Monetary Technocracy in the Digital Age -- Trustless computing – the what not the how -- Reinventing Money and Lending for the Digital Age -- Banking Beyond Banks Chapter: Diana Biggs -- Scalability and Egalitarianism in peer-to-peer networks -- Are Transaction Costs Drivers of Financial Institutions? Contracts Made in Heaven, Hell, and The Cloud in Between -- Understanding Modern Banking Ledgers through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money -- Banking Beyond Banks & Money -- Blockchain 2.0 and Beyond: Adhocracies. |
| Record Nr. | UNINA-9910254641903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Economics, Mathematical
(197)
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- Probabilities (59)
- Probability Theory and Stochastic Processes (59)
- Statistics (55)