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Finanzmathematik in diskreter Zeit / / von Nicole Bäuerle, Ulrich Rieder
| Finanzmathematik in diskreter Zeit / / von Nicole Bäuerle, Ulrich Rieder |
| Autore | Bäuerle Nicole |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Spektrum, , 2017 |
| Descrizione fisica | 1 online resource (XIV, 238 S. 28 Abb.) |
| Disciplina | 519 |
| Collana | Masterclass |
| Soggetto topico |
Economics, Mathematical
Statistics Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-662-53531-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Einführung und erste Beispiele -- Endliche Finanzmärkte -- Das Cox-Ross-Rubinstein Modell -- Arbitragefreiheit und Äquivalente Martingalmaße -- Vollständigkeit und Äquivalente Martingalmaße -- Risikoneutrale Bewertung von Zahlungsansprüchen -- Amerikanische Optionen -- Präferenzen -- Portfolio-Optimierung -- Erwartungswert-Varianz-Portfolios -- Risikomaße -- Anhang A: Hilfreiches aus der Stochastik -- Anhang B: Martingale und Stoppzeiten -- Anhang C: Lineare und konvexe Optimierung -- Lösungen der Übungsaufgaben -- Sachverzeichnis. |
| Record Nr. | UNINA-9910484266503321 |
Bäuerle Nicole
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Spektrum, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Finanzmathematik kompakt : für Studierende und Praktiker / / von Rainer Schwenkert, Yvonne Stry
| Finanzmathematik kompakt : für Studierende und Praktiker / / von Rainer Schwenkert, Yvonne Stry |
| Autore | Schwenkert Rainer |
| Edizione | [2nd ed. 2016.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Gabler, , 2016 |
| Descrizione fisica | 1 online resource (XII, 188 S. 30 Abb.) |
| Disciplina | 332 |
| Soggetto topico |
Finance
Public finance Applied mathematics Engineering mathematics Economics, Mathematical Finance, general Public Economics Applications of Mathematics Quantitative Finance |
| ISBN | 3-662-49692-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | 1. Einführung -- 2. Zinsrechnung -- 3. Äquivalenzprinzip der Finanzmathematik -- 4. Rentenrechnung -- 5. Tilgungsrechnung -- 6. Investitionsrechnung -- 7. Abschreibungen -- 8. Anhang -- Sachverzeichnis. |
| Record Nr. | UNINA-9910484925403321 |
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Schwenkert Rainer
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer Gabler, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fixed Income Analytics : Bonds in High and Low Interest Rate Environments / / by Wolfgang Marty
| Fixed Income Analytics : Bonds in High and Low Interest Rate Environments / / by Wolfgang Marty |
| Autore | Marty Wolfgang |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVII, 204 p. 79 illus., 7 illus. in color.) |
| Disciplina | 658.15 |
| Soggetto topico |
Capital market
Business enterprises—Finance Banks and banking Risk management Economics, Mathematical Capital Markets Business Finance Banking Risk Management Quantitative Finance |
| ISBN | 3-319-48541-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The Time Value of Money -- The Flat Yield Curve Concept -- The Term Structure of Interest Rate -- Spread Analysis -- Different Fixed Income Instruments -- Fixed Income Benchmarks -- Convertible -- Appendix. . |
| Record Nr. | UNINA-9910255050303321 |
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Marty Wolfgang
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / / by David Jamieson Bolder
| Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / / by David Jamieson Bolder |
| Autore | Bolder David Jamieson |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (559 p.) |
| Disciplina |
330
332.041 519 650 657.8333 658.152 |
| Soggetto topico |
Finance
Economics, Mathematical Personal finance Pension plans Management Finance, general Quantitative Finance Personal Finance/Wealth Management/Pension Planning |
| ISBN | 3-319-12667-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index. |
| Record Nr. | UNINA-9910298494703321 |
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Bolder David Jamieson
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fluctuations of Lévy Processes with Applications : Introductory Lectures / / by Andreas E. Kyprianou
| Fluctuations of Lévy Processes with Applications : Introductory Lectures / / by Andreas E. Kyprianou |
| Autore | Kyprianou Andreas E |
| Edizione | [2nd ed. 2014.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (461 p.) |
| Disciplina | 519.282 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Economics, Mathematical Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-642-37632-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Lévy Processes and Applications -- The Lévy–Itô Decomposition and Path Structure -- More Distributional and Path-Related Properties -- General Storage Models and Paths of Bounded Variation -- Subordinators at First Passage and Renewal Measures -- The Wiener–Hopf Factorisation -- Lévy Processes at First Passage -- Exit Problems for Spectrally Negative Processes -- More on Scale Functions -- Ruin Problems and Gerber-Shiu Theory -- Applications to Optimal Stopping Problems -- Continuous-State Branching Processes -- Positive Self-similar Markov Processes -- Epilogue -- Hints for Exercises -- References -- Index. |
| Record Nr. | UNINA-9910300156403321 |
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Kyprianou Andreas E
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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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A Forward-Backward SDEs Approach to Pricing in Carbon Markets / / by Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / / by Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux Jean-François |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (VI, 104 p. 35 illus., 29 illus. in color.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Mathematics of Planet Earth, Weather, Climate, Oceans |
| Soggetto topico |
Probabilities
Mathematical models Energy policy Energy and state Economics, Mathematical Statistics Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Energy Policy, Economics and Management Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-63115-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 A description of the carbon markets and their role in climate change mitigation -- 2 Introduction to Forward-Backward Stochastic Differential Equations -- 3 A mathematical model for carbon emissions markets -- 4 Numerical approximation of FBSDEs -- 5 A case study of the UK energy market -- References. . |
| Record Nr. | UNINA-9910254285103321 |
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Chassagneux Jean-François
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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FPGA Based Accelerators for Financial Applications / / edited by Christian De Schryver
| FPGA Based Accelerators for Financial Applications / / edited by Christian De Schryver |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (288 p.) |
| Disciplina | 620 |
| Soggetto topico |
Electronic circuits
Microprocessors Electronics Microelectronics Energy Economics, Mathematical Circuits and Systems Processor Architectures Electronics and Microelectronics, Instrumentation Energy, general Quantitative Finance |
| ISBN | 3-319-15407-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 10 Computational Challenges in Finance -- From model to application: calibration to market data -- Comparative study of acceleration platforms for Heston’s stochastic volatility model -- Towards Automated Benchmarking and Evaluation of Heterogeneous Systems in Finance -- Is High Level Synthesis ready for business? An Option Pricing Case Study -- High-Bandwidth Low-Latency Interfacing with FPGA Accelerators Using PCI Express -- Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems -- Bringing Flexibility to FPGA Based Pricing Systems -- Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs -- Accelerating Closed-Form Heston Prices for Calibration. |
| Record Nr. | UNINA-9910299839103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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From Analysis to Visualization [[electronic resource] ] : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / / edited by David H. Bailey, Naomi Simone Borwein, Richard P. Brent, Regina S. Burachik, Judy-anne Heather Osborn, Brailey Sims, Qiji J. Zhu
| From Analysis to Visualization [[electronic resource] ] : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / / edited by David H. Bailey, Naomi Simone Borwein, Richard P. Brent, Regina S. Burachik, Judy-anne Heather Osborn, Brailey Sims, Qiji J. Zhu |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXIII, 439 p. 71 illus., 32 illus. in color.) |
| Disciplina | 510 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Mathematical analysis
Analysis (Mathematics) Mathematics—Study and teaching Economics, Mathematical Number theory Analysis Mathematics Education Quantitative Finance Number Theory |
| ISBN | 3-030-36568-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Section I: Applied Analysis, Optimisation, and Convexity -- Burachik, R. and Li, G: Introduction .-Borwein, D., Borwein, J. M., and Sims, B: Symmetry and the Monotonicity of Certain Riemann Sums.-Rockafellar, R. T.: Risk and Utility in the Duality Framework of Convex Analysis -- Dinh, N., Goberna, M. A., and Volle, M: Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems .-Millán, R. D., Lindstrom, S. B., and Roshchina, V: Comparing Averaged Relaxed Cutters and Projection Methods: Theory and Examples -- Section II: Education -- Borwein, N. S.: Introduction -- Borwein, N. S. and Osborn, J-a. H: On the Educational Legacies of Jonathan M. Borwein -- Devlin, K.: How Mathematicians Learned to Stop Worrying and Love the Computer -- Goos, M.: Crossing Boundaries: Fostering Collaboration between Mathematics Educators and Mathematicians in Initial Teacher Education Programs -- Holmes, K.: Mathematics Education in the Computational Age: Challenges and Opportunities -- Phillips, C. and Ly, F. K: Mathematics Education for Indigenous Students in Preparation for Engineering and Information Technologies -- Assis, M. and Donovan, M: Origami as a Teaching Tool for Indigenous Mathematics Education -- Jungić, D. and Jungić, V.: Dynamic Visual Models: Ancient Ideas and New -- Chan, E. Y. S. and Corless, R. M: A Random Walk Through Experimental Mathematics -- Section III: Financial Mathematics -- Bailey, D. and Zhu, Q. J: Introduction -- Altman, M.: A Holistic Approach to Empirical Analysis: The Insignificance of P, Hypothesis Testing, and Statistical Significance -- Bailey, D. H, Borwein, J. M, Salehipour, A. and Prado, M. L: Do Financial Gurus Produce Reliable Forecasts? -- Borwein, J. M and Zhu, Q. J: Entropy Maximization in Finance -- Section IV: Number Theory, Special Functions, and Pi -- Brent, R.: Introduction -- Baake, M., Coons, M, and Mañibo, N: Binary Constant-Length Substitutions and Mahler Measures of Borwein Polynomials -- Brent, R.: The Borwein Brothers, Pi and the AGM -- Calude, C. S. and Calude, E: The Road to Quantum Computational Supremacy -- Dilcher, Karl.: Nonlinear Identities for Bernoulli and Euler Polynomials -- Hussain, M. Mahboubi, S. H. and Motahari, A. S: Metrical Theory for Small Linear Forms and Applications to Interference Alignment -- Platt, D. and Trudgian, T: Improved Bounds on Brun’s Constant -- Skerritt, M. P. and Vrbik, P: Extending the PSLQ Algorithm to Algebraic Integer Relations -- Straub, A. and Zudilin, W: Short Walk Adventures. |
| Record Nr. | UNISA-996418279403316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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From Analysis to Visualization : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / / edited by David H. Bailey, Naomi Simone Borwein, Richard P. Brent, Regina S. Burachik, Judy-anne Heather Osborn, Brailey Sims, Qiji J. Zhu
| From Analysis to Visualization : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / / edited by David H. Bailey, Naomi Simone Borwein, Richard P. Brent, Regina S. Burachik, Judy-anne Heather Osborn, Brailey Sims, Qiji J. Zhu |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXIII, 439 p. 71 illus., 32 illus. in color.) |
| Disciplina | 510 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Mathematical analysis
Analysis (Mathematics) Mathematics—Study and teaching Economics, Mathematical Number theory Analysis Mathematics Education Quantitative Finance Number Theory |
| ISBN | 3-030-36568-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Section I: Applied Analysis, Optimisation, and Convexity -- Burachik, R. and Li, G: Introduction .-Borwein, D., Borwein, J. M., and Sims, B: Symmetry and the Monotonicity of Certain Riemann Sums.-Rockafellar, R. T.: Risk and Utility in the Duality Framework of Convex Analysis -- Dinh, N., Goberna, M. A., and Volle, M: Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems .-Millán, R. D., Lindstrom, S. B., and Roshchina, V: Comparing Averaged Relaxed Cutters and Projection Methods: Theory and Examples -- Section II: Education -- Borwein, N. S.: Introduction -- Borwein, N. S. and Osborn, J-a. H: On the Educational Legacies of Jonathan M. Borwein -- Devlin, K.: How Mathematicians Learned to Stop Worrying and Love the Computer -- Goos, M.: Crossing Boundaries: Fostering Collaboration between Mathematics Educators and Mathematicians in Initial Teacher Education Programs -- Holmes, K.: Mathematics Education in the Computational Age: Challenges and Opportunities -- Phillips, C. and Ly, F. K: Mathematics Education for Indigenous Students in Preparation for Engineering and Information Technologies -- Assis, M. and Donovan, M: Origami as a Teaching Tool for Indigenous Mathematics Education -- Jungić, D. and Jungić, V.: Dynamic Visual Models: Ancient Ideas and New -- Chan, E. Y. S. and Corless, R. M: A Random Walk Through Experimental Mathematics -- Section III: Financial Mathematics -- Bailey, D. and Zhu, Q. J: Introduction -- Altman, M.: A Holistic Approach to Empirical Analysis: The Insignificance of P, Hypothesis Testing, and Statistical Significance -- Bailey, D. H, Borwein, J. M, Salehipour, A. and Prado, M. L: Do Financial Gurus Produce Reliable Forecasts? -- Borwein, J. M and Zhu, Q. J: Entropy Maximization in Finance -- Section IV: Number Theory, Special Functions, and Pi -- Brent, R.: Introduction -- Baake, M., Coons, M, and Mañibo, N: Binary Constant-Length Substitutions and Mahler Measures of Borwein Polynomials -- Brent, R.: The Borwein Brothers, Pi and the AGM -- Calude, C. S. and Calude, E: The Road to Quantum Computational Supremacy -- Dilcher, Karl.: Nonlinear Identities for Bernoulli and Euler Polynomials -- Hussain, M. Mahboubi, S. H. and Motahari, A. S: Metrical Theory for Small Linear Forms and Applications to Interference Alignment -- Platt, D. and Trudgian, T: Improved Bounds on Brun’s Constant -- Skerritt, M. P. and Vrbik, P: Extending the PSLQ Algorithm to Algebraic Integer Relations -- Straub, A. and Zudilin, W: Short Walk Adventures. |
| Record Nr. | UNINA-9910483913903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 440 p. 43 illus., 20 illus. in color.) |
| Disciplina | 519.5 |
| Soggetto topico |
Statistics
Probabilities Economics, Mathematical Statistical Theory and Methods Probability Theory and Stochastic Processes Quantitative Finance Statistics for Life Sciences, Medicine, Health Sciences Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-50986-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Review Chapters on Winfried Stute's Work, e.g. Stute's Work in Survival Analysis -- Novikov: Kolmogorov-Smirnov Statistics -- Albrecher: Insurance Mathematics -- Rüschendorf: Risk Bounds and Partial Dependence Information -- Schumacher: Kaplan-Meier Integrals -- Overbeck: Backward SDEs -- Häusler: On Empirical Distribution Functions Under Auxiliary Information -- Eichner: KARDE - An R package for Kernel-Adaptive Regression and Density Estimation -- Ferger: Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models -- Dikta: Semi-parametric Random Censorship Models -- Schmidt: Shot-Noise Processes in Finance -- Koul: Estimating the Error Distribution in a Single-index Model -- Zhu: A Review on Dimension Reduction-based Tests for Regressions -- Roussas: Limiting Experiments and Asymptotic Bounds on the Performance of Sequences of Estimators -- Bhattacharya: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families -- Cao: A Review on Bandwidth Selection for Density Estimation with Dependent Data -- de Uña: On Nonparametric Estimation from Truncated Samples -- Ferreira: Stochastic Processes Applied to Gender Gaps -- Delgado: On the Efficiency of Directional Model Checks for Regression -- Gonzalez-Manteiga: Goodness-of-fit Tests for Stochastic Volatility Models -- Eberlein: Option Pricing with Levy Processes -- Huskova: Change Point Detection with Multivariate Observations Based on Characteristic Functions. |
| Record Nr. | UNINA-9910254287103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Economics, Mathematical
(197)
- Quantitative Finance (197)
- Probabilities (59)
- Probability Theory and Stochastic Processes (59)
- Statistics (55)