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Finance with Monte Carlo / / by Ronald W. Shonkwiler
| Finance with Monte Carlo / / by Ronald W. Shonkwiler |
| Autore | Shonkwiler Ronald W |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (260 p.) |
| Disciplina | 332.01518282 |
| Collana | Springer Undergraduate Texts in Mathematics and Technology |
| Soggetto topico |
Economics, Mathematical
Mathematical models Probabilities Numerical analysis Quantitative Finance Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Numerical Analysis |
| ISBN | 1-4614-8511-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Geometric Brownian Motion and the Efficient Market Hypothesis -- 2. Return and Risk -- 3. Forward and Option Contracts and their Pricing -- 4. Pricing Exotic Options -- 5. Option Trading Strategies -- 6. Alternative to GBM Prices -- 7. Kelly's Criterion -- Appendices -- A. Some Mathematical Background Topics -- B. Stochastic Calculus -- C. Convergence of the Binomial Method -- D. Variance Reduction Techniques -- E. Shell Sort -- F. Next Day Prices Program -- References -- List of Notation -- List of Algorithms -- Index. |
| Record Nr. | UNINA-9910438027703321 |
Shonkwiler Ronald W
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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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Financial Decision Aid Using Multiple Criteria : Recent Models and Applications / / edited by Hatem Masri, Blanca Pérez-Gladish, Constantin Zopounidis
| Financial Decision Aid Using Multiple Criteria : Recent Models and Applications / / edited by Hatem Masri, Blanca Pérez-Gladish, Constantin Zopounidis |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XII, 241 p. 28 illus., 19 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Multiple Criteria Decision Making |
| Soggetto topico |
Operations research
Decision making Corporations—Finance Management science Financial engineering Business enterprises—Finance Economics, Mathematical Operations Research/Decision Theory Corporate Finance Operations Research, Management Science Financial Engineering Business Finance Quantitative Finance |
| ISBN | 3-319-68876-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910298172203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Econometrics and Empirical Market Microstructure / / edited by Anil K. Bera, Sergey Ivliev, Fabrizio Lillo
| Financial Econometrics and Empirical Market Microstructure / / edited by Anil K. Bera, Sergey Ivliev, Fabrizio Lillo |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (282 p.) |
| Disciplina |
332.015195
658.152 |
| Soggetto topico |
Finance
Econometrics Economics, Mathematical Macroeconomics Statistics Finance, general Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-09946-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Mathematical Models of Price Impact and Optimal Portfolio Management in Illiquid Markets -- Evidence of Microstructure Variables' Nonlinear Dynamics from Noised High-Frequency Data -- Revisiting of Empirical Zero Intelligence Models -- Construction and Backtesting of a Multi-Factor Stress-Scenario for the Stock Market -- Modeling Financial Market Using Percolation Theory -- How Tick Size Affects the High Frequency Scaling of Stock Return Distributions -- Market Shocks: Review of Studies -- The Synergy of Rating Agencies' Efforts: Russian Experience -- Spread Modelling Under Asymmetric Information -- On the Modeling of Financial Time Series -- Adaptive Stress Testing: Amplifying Network Intelligence by Integrating Outlier Information -- On Some Approaches to Managing Market Risk Using Var Limits: A Note -- Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets -- Raising Issues About Impact of High Frequency Trading on Market Liquidity -- Application of Copula Models for Modeling One-Dimensional Time Series -- Modeling Demand for Mortgage Loans Using Loan-Level Data -- Sample Selection Bias in Mortgage Market Credit Risk Modeling -- Global Risk Factor Theory and Risk Scenario Generation Based on the Rogov-Causality Test of Time Series Time-Warped Longest Common Subsequence -- Stress-Testing Model for Corporate Borrower Portfolios. |
| Record Nr. | UNINA-9910298498803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / / by Cheng-Few Lee, Hong-Yi Chen, John Lee
| Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / / by Cheng-Few Lee, Hong-Yi Chen, John Lee |
| Autore | Lee Cheng-Few |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XX, 655 p. 129 illus., 57 illus. in color.) |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Econometrics Economics, Mathematical Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance |
| ISBN | 1-4939-9429-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to Financial Econometrics and Statistics -- Part A: Regression and Financial Econometrics -- Multiple Linear Regression -- Other Topics in Applied Regression Analysis.-Simultaneous Equation Models.-Econometric Approach to Financial Analysis, Planning, and Forecasting -- Fixed Effect vs Random Effect in Finance Research -- Alternative Methods to Deal with Measurement Error.-Three Alternative Errors-in-Variables Estimation Methods in Testing Capital Asset Pricing Model -- Spurious Regression and Data Mining in Conditional Asset Pricing Models.-Time-Series Analysis and Its Applications.-Time-Series: Analysis, Model, and Forecasting.-Hedge Ratio and Time-Series Analysis -- The Binomial, Multi-Nominal Distributions and Option Pricing Model -- Two Alternative Binomial Option Pricing Model Approaches to Derive Black-Scholes Option Pricing Model.-Normal, Lognormal Distribution, and Option Pricing Model.-Copula, Correlated Defaults, and Credit VaR.-Multivariate Analysis: Discriminant Analysis and Factor Analysis.-Stochastic Volatility Option Pricing Models -- Alternative Method to Estimate Implied Variance: Review and Comparison -- Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution.-Itô’s Calculus: Derivation of the Black-Scholes Option Pricing Model.-Alternative Methods to Derive Option Pricing Models.-Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation -- Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates.-Non-Parametric Method for European Option Bounds. |
| Record Nr. | UNINA-9910338246503321 |
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Lee Cheng-Few
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Economics : A Concise Introduction to Classical and Behavioral Finance / / by Thorsten Hens, Marc Oliver Rieger
| Financial Economics : A Concise Introduction to Classical and Behavioral Finance / / by Thorsten Hens, Marc Oliver Rieger |
| Autore | Hens Thorsten |
| Edizione | [2nd ed. 2016.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XI, 363 p. 87 illus., 10 illus. in color.) |
| Disciplina | 658.4034 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Macroeconomics
Finance Microeconomics Economic theory Operations research Decision making Economics, Mathematical Macroeconomics/Monetary Economics//Financial Economics Finance, general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Quantitative Finance |
| ISBN | 3-662-49688-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foundations: Introduction -- Decision Theory -- Financial Markets: Two-Period Model: Mean-Variance Approach -- Two-Period Model: State-Preference Approach -- Multiple-Periods Model -- Advanced Topics: Theory of the Firm -- Information Asymmetries on Financial Markets -- Time-Continuous Model. Appendices: Mathematics -- Solutions to Tests -- Index. |
| Record Nr. | UNINA-9910254894403321 |
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Hens Thorsten
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Markets Theory : Equilibrium, Efficiency and Information / / by Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / / by Emilio Barucci, Claudio Fontana |
| Autore | Barucci Emilio |
| Edizione | [2nd ed. 2017.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XV, 836 p. 16 illus.) |
| Disciplina | 332/.041/0151 |
| Collana | Springer Finance Textbooks |
| Soggetto topico |
Economics, Mathematical
Macroeconomics Economic theory Actuarial science Finance Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Economic Theory/Quantitative Economics/Mathematical Methods Actuarial Sciences Finance, general |
| ISBN | 1-4471-7322-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prerequisites -- Choices under Risk -- Portfolio, Insurance and Saving Decisions -- General Equilibrium Theory and No-arbitrage -- Factor Asset Pricing Models: CAPM and APT -- Multi-period Models: Portfolio Choice, Equilibrium and No-arbitrage -- Multi-period Models: Empirical Tests -- Information and Financial Markets -- Uncertainty, Rationality and Heterogeneity -- Financial Markets Microstructure -- Solutions of Selected Exercises. |
| Record Nr. | UNINA-9910254279503321 |
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Barucci Emilio
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| London : , : Springer London : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Modeling : A Backward Stochastic Differential Equations Perspective / / by Stephane Crepey
| Financial Modeling : A Backward Stochastic Differential Equations Perspective / / by Stephane Crepey |
| Autore | Crepey Stephane |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (463 p.) |
| Disciplina | 332.015195 |
| Collana | Springer Finance Textbooks |
| Soggetto topico |
Computer mathematics
Economics, Mathematical Partial differential equations Computational Science and Engineering Quantitative Finance Partial Differential Equations |
| ISBN | 3-642-37113-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: An Introductory Course in Stochastic Processes -- 1.Some classes of Discrete-Time Stochastic Processes.-2.Some Classes of Continuous-Time Stochastic Processes -- 3.Elements of Stochastic Analysis -- Part II: Pricing Equations -- 4.Martingale Modeling -- 5.Benchmark Models -- Part III: Numerical Solutions -- 6.Monte Carlo Methods -- 7.Tree Methods -- 8.Finite Differences -- 9.Callibration Methods -- Part IV: Applications -- 10.Simulation/ Regression Pricing Schemes in Diffusive Setups -- 11.Simulation/ Regression Pricing Schemes in Pure Jump Setups -- Part V: Jump-Diffusion Setup with Regime Switching (**) -- 12.Backward Stochastic Differential Equations -- 13.Analytic Approach -- 14.Extensions -- Part VI: Appendix -- A.Technical Proofs (**) -- B.Exercises -- C.Corrected Problem Sets. |
| Record Nr. | UNINA-9910735400903321 |
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Crepey Stephane
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing / / by Nadi Serhan Aydın
| Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing / / by Nadi Serhan Aydın |
| Autore | Aydın Nadi Serhan |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVII, 98 p. 25 illus., 24 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Contributions to Management Science |
| Soggetto topico |
Financial engineering
Operations research Decision making Business enterprises—Finance Economics, Mathematical Computer mathematics Financial Engineering Operations Research/Decision Theory Business Finance Quantitative Finance Computational Mathematics and Numerical Analysis |
| ISBN | 3-319-57147-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion. . |
| Record Nr. | UNINA-9910255033803321 |
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Aydın Nadi Serhan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Finanz- und Wirtschaftsmathematik im Unterricht Band 1 : Zinsen, Steuern und Aktien / / von Peggy Daume
| Finanz- und Wirtschaftsmathematik im Unterricht Band 1 : Zinsen, Steuern und Aktien / / von Peggy Daume |
| Autore | Daume Peggy |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2016 |
| Descrizione fisica | 1 online resource (XII, 281 S. 101 Abb.) |
| Disciplina | 519 |
| Soggetto topico |
Economics, Mathematical
Mathematics—Study and teaching Quantitative Finance Mathematics Education |
| ISBN | 3-658-10615-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Teil I: Finanzmathematik als Teil einer Fachwissenschaft -- Zinsrechnung -- Tilgungsrechnung -- Steuern -- Aktien -- Teil II: Finanzmathematik als Unterrichtsgegenstand -- Allgemeinbildender Mathematikunterricht (Schwerpunkt: finanzielle und ökonomische Allgemeinbildung) -- Anwendungsbezogener Mathematikunterricht -- Teil III: Vorstellung der Unterrichtseinheiten -- Sparen für den Führerschein -- Leben auf Pump -- Steuern mathematisch betrachtet -- Statistik der Aktienmärkte -- Die zufällige Irrfahrt einer Aktie. |
| Record Nr. | UNINA-9910483668503321 |
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Daume Peggy
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Finanza matematica : Teoria e problemi per modelli multiperiodali / / by Andrea Pascucci, Wolfgang J. Runggaldier
| Finanza matematica : Teoria e problemi per modelli multiperiodali / / by Andrea Pascucci, Wolfgang J. Runggaldier |
| Autore | Pascucci Andrea |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Milano : , : Springer Milan : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.01
332.01/5195 332.015195 |
| Collana | La Matematica per il 3+2 |
| Soggetto topico |
Mathematics
Business Management science Economics, Mathematical Finance Applied mathematics Engineering mathematics Mathematics, general Business and Management, general Quantitative Finance Finance, general Applications of Mathematics |
| ISBN |
1-280-78333-8
9786613693723 88-470-1442-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Nota di contenuto | Valutazione e copertura -- Ottimizzazione di portafoglio -- Opzioni Americane -- Tassi d’interesse. |
| Record Nr. | UNINA-9910483801003321 |
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Pascucci Andrea
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| Milano : , : Springer Milan : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Economics, Mathematical
(197)
- Quantitative Finance (197)
- Probabilities (59)
- Probability Theory and Stochastic Processes (59)
- Statistics (55)