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Finanz- und Wirtschaftsmathematik im Unterricht Band 1 [[electronic resource] ] : Zinsen, Steuern und Aktien / / von Peggy Daume
| Finanz- und Wirtschaftsmathematik im Unterricht Band 1 [[electronic resource] ] : 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 |
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 [[electronic resource] ] : Teoria e problemi per modelli multiperiodali / / by Andrea Pascucci, Wolfgang J. Runggaldier
| Finanza matematica [[electronic resource] ] : 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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Finanzmathematik in diskreter Zeit [[electronic resource] /] / von Nicole Bäuerle, Ulrich Rieder
| Finanzmathematik in diskreter Zeit [[electronic resource] /] / 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 |
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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 [[electronic resource] ] : für Studierende und Praktiker / / von Rainer Schwenkert, Yvonne Stry
| Finanzmathematik kompakt [[electronic resource] ] : 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 [[electronic resource] ] : Bonds in High and Low Interest Rate Environments / / by Wolfgang Marty
| Fixed Income Analytics [[electronic resource] ] : 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 [[electronic resource] ] : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / / by David Jamieson Bolder
| Fixed-Income Portfolio Analytics [[electronic resource] ] : 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 [[electronic resource] ] : Introductory Lectures / / by Andreas E. Kyprianou
| Fluctuations of Lévy Processes with Applications [[electronic resource] ] : 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 [[electronic resource] /] / by Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets [[electronic resource] /] / 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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Fourier-Malliavin volatility estimation [[electronic resource] ] : theory and practice / / by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
| Fourier-Malliavin volatility estimation [[electronic resource] ] : theory and practice / / by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| Autore | Mancino Maria Elvira |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (X, 138 p. 25 illus. in color.) |
| Disciplina | 519 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Game theory Data mining Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- A First Glance at Fourier Method -- Estimation of Integrated Volatility -- Estimation of Instantaneous Volatility -- High Frequency Analysis: Market Microstructure Noise Issues -- Getting Inside the Latent Volatility -- Mathematical Essentials -- Codes for the Fourier Estimator. |
| Record Nr. | UNINA-9910254312303321 |
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Mancino Maria Elvira
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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 [[electronic resource] /] / edited by Christian De Schryver
| FPGA Based Accelerators for Financial Applications [[electronic resource] /] / 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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Soggetto topico
-
Economics, Mathematical
(239)
- Quantitative Finance (239)
- Probabilities (75)
- Probability Theory and Stochastic Processes (75)
- Statistics (69)