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C++ for financial mathematics / / John Armstrong, King's College London, Strand, UK
| C++ for financial mathematics / / John Armstrong, King's College London, Strand, UK |
| Autore | Armstrong John <1972-, > |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , [2017] |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.0285513 |
| Collana | Chapman & Hall/CRC financial mathematics series |
| Soggetto topico |
Finance - Mathematical models
Finance - Mathematical models - Data processing C++ (Computer program language) |
| ISBN |
1-4987-5007-9
1-315-36838-2 1-4987-5006-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Getting started -- 2. Basic data types and operators -- 3. Functions -- 4. Flow of control -- 5. Working with multiple files -- 6. Unit testing -- 7. Using C++ classes -- 8. User-defined types -- 9. Monte Carlo pricing in C++ -- 10. Interfaces -- 11. Arrays, strings, and pointers -- 12. More sophisticated classes -- 13. The portfolio class -- 14. Delta hedging -- 15. Debugging and development tools -- 16. A matrix class -- 17. An overview of templates -- 18. The standard template library -- 19. Function objects and lambda functions -- 20. Threads -- 21. Next steps. |
| Record Nr. | UNINA-9910162857303321 |
Armstrong John <1972-, >
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| Boca Raton : , : CRC Press, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A celebration of the ties that bind us: connections between actuarial science and mathematical finance / / Albert Cohen, Special issue editor
| A celebration of the ties that bind us: connections between actuarial science and mathematical finance / / Albert Cohen, Special issue editor |
| Pubbl/distr/stampa | Basel, Switzerland ; , : MDPI AG - Multidisciplinary Digital Publishing Institute, 2018 |
| Descrizione fisica | 1 online resource (206 pages) |
| Altri autori (Persone) | CohenAlbert <1975-> |
| Soggetto topico |
Actuarial science - Mathematical models
Finance - Mathematical models Actuarial science - Mathematics Business mathematics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910258744503321 |
| Basel, Switzerland ; , : MDPI AG - Multidisciplinary Digital Publishing Institute, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A celebration of the ties that bind us: connections between actuarial science and mathematical finance / / Albert Cohen, Special issue editor
| A celebration of the ties that bind us: connections between actuarial science and mathematical finance / / Albert Cohen, Special issue editor |
| Pubbl/distr/stampa | Basel, Switzerland ; , : MDPI AG - Multidisciplinary Digital Publishing Institute, 2018 |
| Descrizione fisica | 1 online resource (206 pages) |
| Altri autori (Persone) | CohenAlbert <1975-> |
| Soggetto topico |
Actuarial science - Mathematical models
Finance - Mathematical models Actuarial science - Mathematics Business mathematics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674025803321 |
| Basel, Switzerland ; , : MDPI AG - Multidisciplinary Digital Publishing Institute, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational finance : MATLAB oriented modeling / / Francesco Cesarone
| Computational finance : MATLAB oriented modeling / / Francesco Cesarone |
| Autore | Cesarone Francesco |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, Taylor & Francis Group, , 2021 |
| Descrizione fisica | 1 online resource (243 pages) |
| Disciplina | 332.015195 |
| Collana | Routledge-Giappichelli studies in business and management |
| Soggetto topico |
Finance - Mathematical models
Finance |
| ISBN |
1-00-304558-8
1-003-04558-8 1-000-16903-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910794117303321 |
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Cesarone Francesco
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| London ; ; New York : , : Routledge, Taylor & Francis Group, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational finance : MATLAB oriented modeling / / Francesco Cesarone
| Computational finance : MATLAB oriented modeling / / Francesco Cesarone |
| Autore | Cesarone Francesco |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, Taylor & Francis Group, , 2021 |
| Descrizione fisica | 1 online resource (243 pages) |
| Disciplina | 332.015195 |
| Collana | Routledge-Giappichelli studies in business and management |
| Soggetto topico |
Finance - Mathematical models
Finance |
| ISBN |
1-00-304558-8
1-003-04558-8 1-000-16903-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910826800203321 |
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Cesarone Francesco
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| London ; ; New York : , : Routledge, Taylor & Francis Group, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.]
| Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.] |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2000 |
| Descrizione fisica | 1 online resource (732 p.) |
| Disciplina | 332/.0285 |
| Altri autori (Persone) | Abu-MostafaYaser S. <1957-> |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-262-29179-7
0-262-26674-1 0-585-37898-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets"" ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and Fundamentals� Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles"" ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to"" ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing"" ""A Computational Framework for Contingent Claim"" |
| Record Nr. | UNINA-9910455176303321 |
| Cambridge, Mass., : MIT Press, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.]
| Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.] |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2000 |
| Descrizione fisica | 1 online resource (732 p.) |
| Disciplina | 332/.0285 |
| Altri autori (Persone) | Abu-MostafaYaser S. <1957-> |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models |
| ISBN |
0-262-29179-7
0-262-26674-1 0-585-37898-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets"" ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and Fundamentals� Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles"" ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to"" ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing"" ""A Computational Framework for Contingent Claim"" |
| Record Nr. | UNINA-9910778843503321 |
| Cambridge, Mass., : MIT Press, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Computational finance 1999 / / edited by Yaser S. Abu-Mostafa ... [et al.]
| Computational finance 1999 / / edited by Yaser S. Abu-Mostafa ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2000 |
| Descrizione fisica | 1 online resource (732 p.) |
| Disciplina | 332/.0285 |
| Altri autori (Persone) | Abu-MostafaYaser S. <1957-> |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models |
| ISBN |
0-262-29179-7
0-262-26674-1 0-585-37898-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets"" ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and Fundamentals� Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles"" ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to"" ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing"" ""A Computational Framework for Contingent Claim"" |
| Altri titoli varianti | Computational finance nineteen ninety nine |
| Record Nr. | UNINA-9910821802003321 |
| Cambridge, Mass., : MIT Press, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational methods for quantitative finance : finite element methods for derivative pricing / / Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
| Computational methods for quantitative finance : finite element methods for derivative pricing / / Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter |
| Autore | Hilber Norbert |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg, : Springer-Verlag, 2013 |
| Descrizione fisica | 1 online resource (xiii, 299 pages) : illustrations (some color) |
| Disciplina |
332.63
332.63/2015118 332.6322101518 |
| Altri autori (Persone) |
ReichmannOleg
SchwabCh (Christoph) WinterChristoph |
| Collana | Springer finance |
| Soggetto topico |
Finance - Mathematical models
Finance - Data processing |
| ISBN |
1-299-33692-2
3-642-35401-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- Part I.Basic techniques and models: 2.Notions of mathematical finance -- 3.Elements of numerical methods for PDEs -- 4.Finite element methods for parabolic problems -- 5.European options in BS markets -- 6.American options -- 7.Exotic options -- 8.Interest rate models -- 9.Multi-asset options -- 10.Stochastic volatility models-. 11.Lévy models -- 12.Sensitivities and Greeks -- Part II.Advanced techniques and models: 13.Wavelet methods -- 14.Multidimensional diffusion models -- 15.Multidimensional Lévy models -- 16.Stochastic volatility models with jumps -- 17.Multidimensional Feller processes -- Apendices: A.Elliptic variational inequalities -- B.Parabolic variational inequalities -- References. - Index. |
| Record Nr. | UNINA-9910438135903321 |
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Hilber Norbert
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| Berlin ; ; Heidelberg, : Springer-Verlag, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The concepts and practice of mathematical finance / Mark S. Joshi
| The concepts and practice of mathematical finance / Mark S. Joshi |
| Autore | Joshi, Mark Suresh |
| Pubbl/distr/stampa | Cambridge, UK : Cambridge University Press, 2003 |
| Descrizione fisica | xvii, 473 p. : ill. ; 26 cm |
| Disciplina | 332.0151 |
| Collana | Mathematics, finance, and risk |
| Soggetto topico |
Derivative securities - Prices - Mathematical models
Options (Finance) - Prices - Mathematical models Interest rates - Mathematical models Finance - Mathematical models Investments - Mathematics Risk management - Mathematical models |
| ISBN | 0521823552 |
| Classificazione |
AMS 93A
LC HG6024.A3J67 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000497689707536 |
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Joshi, Mark Suresh
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| Cambridge, UK : Cambridge University Press, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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