Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Financial models with Lévy processes and volatility clustering [[electronic resource] /] / Svetlozar T. Rachev ... [et al.]
| Financial models with Lévy processes and volatility clustering [[electronic resource] /] / Svetlozar T. Rachev ... [et al.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2011 |
| Descrizione fisica | 1 online resource (416 p.) |
| Disciplina |
332.0415015192
332/.0415015192 |
| Altri autori (Persone) | RachevS. T (Svetlozar Todorov) |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Capital assets pricing model
Lévy processes Finance - Mathematical models Probabilities |
| ISBN |
1-283-02564-7
9786613025647 1-118-26807-5 0-470-93716-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Models with Levy Processes and Volatility Clustering; Contents; Preface; About the Authors; CHAPTER 1 Introduction; CHAPTER 2 Probability Distributions; CHAPTER 3 Stable and Tempered Stable Distributions; CHAPTER 4 Stochastic Processes in Continuous Time; CHAPTER 5 Conditional Expectation and Change of Measure; CHAPTER 6 Exponential Levy Models; CHAPTER 7 Option Pricing in Exponential L ́evy Models; CHAPTER 8 Simulation; CHAPTER 9 Multi-Tail t-Distribution; CHAPTER 10 Non-Gaussian Portfolio Allocation; CHAPTER 11 Normal GARCH models
CHAPTER 12 Smoothly Truncated Stable GARCH Models CHAPTER 13 Infinitely Divisible GARCH Models; CHAPTER 14 Option Pricing with Monte Carlo Methods; CHAPTER 15 American Option Pricing with Monte Carlo Methods; Index |
| Record Nr. | UNINA-9910139212303321 |
| Hoboken, NJ, : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial models with Lévy processes and volatility clustering [[electronic resource] /] / Svetlozar T. Rachev ... [et al.]
| Financial models with Lévy processes and volatility clustering [[electronic resource] /] / Svetlozar T. Rachev ... [et al.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2011 |
| Descrizione fisica | 1 online resource (416 p.) |
| Disciplina |
332.0415015192
332/.0415015192 |
| Altri autori (Persone) | RachevS. T (Svetlozar Todorov) |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Capital assets pricing model
Lévy processes Finance - Mathematical models Probabilities |
| ISBN |
1-283-02564-7
9786613025647 1-118-26807-5 0-470-93716-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Models with Levy Processes and Volatility Clustering; Contents; Preface; About the Authors; CHAPTER 1 Introduction; CHAPTER 2 Probability Distributions; CHAPTER 3 Stable and Tempered Stable Distributions; CHAPTER 4 Stochastic Processes in Continuous Time; CHAPTER 5 Conditional Expectation and Change of Measure; CHAPTER 6 Exponential Levy Models; CHAPTER 7 Option Pricing in Exponential L ́evy Models; CHAPTER 8 Simulation; CHAPTER 9 Multi-Tail t-Distribution; CHAPTER 10 Non-Gaussian Portfolio Allocation; CHAPTER 11 Normal GARCH models
CHAPTER 12 Smoothly Truncated Stable GARCH Models CHAPTER 13 Infinitely Divisible GARCH Models; CHAPTER 14 Option Pricing with Monte Carlo Methods; CHAPTER 15 American Option Pricing with Monte Carlo Methods; Index |
| Record Nr. | UNINA-9910807814803321 |
| Hoboken, NJ, : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finanza quantitativa e modelli matematici / Giuseppe Curci ; a cura di Mario Dell'Era
| Finanza quantitativa e modelli matematici / Giuseppe Curci ; a cura di Mario Dell'Era |
| Autore | Curci, Giuseppe |
| Pubbl/distr/stampa | Pisa : Plus, 2007 |
| Descrizione fisica | 406 p. ; 26 cm |
| Disciplina | 332.0151 |
| Collana | Didattica e Ricerca. Manuali |
| Soggetto topico | Finance - Mathematical models |
| ISBN | 9788884924995 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991001999009707536 |
Curci, Giuseppe
|
||
| Pisa : Plus, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Finanzmathematik / / Rüdiger E. Ziethen
| Finanzmathematik / / Rüdiger E. Ziethen |
| Autore | Ziethen Rüdiger E. |
| Edizione | [2., überarbeitete und erweiterte Auflage. Reprint 2015] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : Oldenbourg Wissenschaftsverlag, , [2015] |
| Descrizione fisica | 1 online resource (212 pages) : illustrations, tables |
| Disciplina | 650.01513 |
| Soggetto topico |
Business mathematics
Finance - Mathematical models |
| ISBN | 3-486-78412-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Frontmatter -- Inhaltsverzeichnis -- Vorwort zur zweiten Auflage -- Einleitung -- 1. Kapitel: Grundlagen -- 2. Kapitel: Zins- und Zinseszinsrechnung -- 3. Kapitel: Rentenrechnung -- 4. Kapitel: Tilgungsrechnung -- 5. Kapitel: Kurs- und Rentabilitätsrechnung -- 6. Kapitel: Spezielle Anwendungen -- 7. Kapitel: Aufgaben mit Lösungen -- 8. Anhang -- 9. Literaturverzeichnis -- Register |
| Record Nr. | UNINA-9910149632103321 |
|
Ziethen Rüdiger E.
|
||
| Berlin ; ; Boston : , : Oldenbourg Wissenschaftsverlag, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finding alphas : a quantitative approach to building trading strategies / / edited by Igor Tulchinsk [and others]
| Finding alphas : a quantitative approach to building trading strategies / / edited by Igor Tulchinsk [and others] |
| Autore | Tulchinsky Igor |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley, , [2020] |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 332.640151 |
| Soggetto topico | Finance - Mathematical models |
| ISBN |
1-119-57127-8
1-119-57125-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555127603321 |
|
Tulchinsky Igor
|
||
| Chichester, West Sussex : , : Wiley, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finding alphas : a quantitative approach to building trading strategies / / edited by Igor Tulchinsk [and others]
| Finding alphas : a quantitative approach to building trading strategies / / edited by Igor Tulchinsk [and others] |
| Autore | Tulchinsky Igor |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley, , [2020] |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 332.640151 |
| Soggetto topico | Finance - Mathematical models |
| ISBN |
1-119-57127-8
1-119-57125-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910807430203321 |
|
Tulchinsky Igor
|
||
| Chichester, West Sussex : , : Wiley, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn
| The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn |
| Autore | MacMinn Richard D |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2005 |
| Descrizione fisica | 1 online resource (121 p.) |
| Disciplina | 332/.01/5118 |
| Soggetto topico |
Corporations - Finance - Mathematical models
Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-37264-1
9786611372644 981-270-097-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Dedication; Contents; Preface; Chapter 1 The Fisher Model with Certainty; Chapter 2 The Fisher Model; Chapter 3 Financial Values; Chapter 4 Fisher Separation; Chapter 5 More Values; Chapter 6 Corporate Finance Theorems; Chapter 7 Agency Problems; Chapter 8 Information Problems: Hidden Knowledge; Chapter 9 Corporate Risk Management; Chapter 10 Concluding Remarks; Bibliography; Index |
| Record Nr. | UNINA-9910450694303321 |
|
MacMinn Richard D
|
||
| Hackensack, NJ, : World Scientific Pub., 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn
| The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn |
| Autore | MacMinn Richard D |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2005 |
| Descrizione fisica | 1 online resource (121 p.) |
| Disciplina | 332/.01/5118 |
| Soggetto topico |
Corporations - Finance - Mathematical models
Finance - Mathematical models |
| ISBN |
1-281-37264-1
9786611372644 981-270-097-8 |
| Classificazione | 85.33 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Dedication; Contents; Preface; Chapter 1 The Fisher Model with Certainty; Chapter 2 The Fisher Model; Chapter 3 Financial Values; Chapter 4 Fisher Separation; Chapter 5 More Values; Chapter 6 Corporate Finance Theorems; Chapter 7 Agency Problems; Chapter 8 Information Problems: Hidden Knowledge; Chapter 9 Corporate Risk Management; Chapter 10 Concluding Remarks; Bibliography; Index |
| Record Nr. | UNINA-9910784044803321 |
|
MacMinn Richard D
|
||
| Hackensack, NJ, : World Scientific Pub., 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn
| The Fisher model and financial markets [[electronic resource] /] / by Richard D. MacMinn |
| Autore | MacMinn Richard D |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2005 |
| Descrizione fisica | 1 online resource (121 p.) |
| Disciplina | 332/.01/5118 |
| Soggetto topico |
Corporations - Finance - Mathematical models
Finance - Mathematical models |
| ISBN |
1-281-37264-1
9786611372644 981-270-097-8 |
| Classificazione | 85.33 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Dedication; Contents; Preface; Chapter 1 The Fisher Model with Certainty; Chapter 2 The Fisher Model; Chapter 3 Financial Values; Chapter 4 Fisher Separation; Chapter 5 More Values; Chapter 6 Corporate Finance Theorems; Chapter 7 Agency Problems; Chapter 8 Information Problems: Hidden Knowledge; Chapter 9 Corporate Risk Management; Chapter 10 Concluding Remarks; Bibliography; Index |
| Record Nr. | UNINA-9910826074703321 |
|
MacMinn Richard D
|
||
| Hackensack, NJ, : World Scientific Pub., 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi
| Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi |
| Autore | Peterson Drake Pamela <1954-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina |
332
332.4/1 |
| Altri autori (Persone) | FabozziFrank J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Finance - Mathematical models
Money - Mathematical models Business mathematics Time - Economic aspects |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-52602-5
1-282-27994-7 9786612279942 1-118-26786-9 0-470-52600-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foundations and Applications of the Time Value of Money; Contents; Preface; About the Authors; Introduction; OUTLINE OF THE BOOK; OUR APPROACH; THE KEYS TO LEARNING THE TIME VALUE OF MONEY; Part I: The Basics of the Time Value of Money; Chapter 1: The Value of Compounding; Chapter 2: Don't Discount Discounting; Chapter 3: Cash Happens; Chapter 4: Yielding for Yields; Part II: A Few Applications; Chapter 5: Loans; Chapter 6: Saving to Spend; Chapter 7: Values Tied to Bonds; Chapter 8: Taking Stock; Chapter 9: A Capital Idea; Chapter 10: Finance Fact or Fiction?
Appendix A: Using Financial CalculatorsPREPARING THE CALCULATOR; THE BASICS; FINANCIAL FUNCTIONS; TIPS; TROUBLESHOOTING PROBLEMS; Appendix B: Using Spreadsheets in Financial Calculations; THE BASICS; TIME VALUE OF MONEY FUNCTIONS; CASH FLOW FUNCTIONS; OTHER USEFUL FUNCTIONS FOR FINANCIAL MATHEMATICS; Appendix C: Formulas; NOTATION; CHAPTER 3; CHAPTER 4; CHAPTER 8; CHAPTER 9; Appendix D: Glossary; Appendix E: Solutions to End-of-Chapter Problems; Index |
| Record Nr. | UNINA-9910139802103321 |
|
Peterson Drake Pamela <1954->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
