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Mathematical Research for Blockchain Economy : 1st International Conference MARBLE 2019, Santorini, Greece / / edited by Panos Pardalos, Ilias Kotsireas, Yike Guo, William Knottenbelt
| Mathematical Research for Blockchain Economy : 1st International Conference MARBLE 2019, Santorini, Greece / / edited by Panos Pardalos, Ilias Kotsireas, Yike Guo, William Knottenbelt |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (viii, 249 pages) : illustrations |
| Disciplina | 005.824 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Financial engineering
Game theory Computer science - Mathematics Econometrics Business enterprises - Finance Financial Engineering Game Theory Mathematical Applications in Computer Science Quantitative Economics Corporate Finance |
| ISBN | 3-030-37110-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Topological analysis of bitcoin's lightning network -- Token locking for governance -- Collusion attack from hubs in the blockchain offline channel network -- Sharing of encrypted files in block chain made simpler -- Digital currencies: A multivariate GARCH approach -- Compact storage of superblocks for NIPoPoW applications -- On comparing the Influences of exogenous information on bitcoin prices and stock index values -- Performance of tip selection schemes in DAG blockchains -- Committing to quantum resistance, better: A speed-and-risk-configurable defence for bitcoin against a fast quantum computing attack -- Neural networks for cryptocurrency evaluation and price fluctuation forecasting -- Decentralized incentive-compatible and sybilproof transaction advertisement -- PoolSim: A discrete-event mining pool simulation framework -- Oceanic games: centralization risks and incentives in blockchain mining -- Smart contract-driven mechanism design to mitigate information diffusion in social networks -- Balancing cryptoassets and gold: A weighted-risk-contribution index for the alternative asset space -- An introduction to the use of zk-SNARKs in blockchains. |
| Record Nr. | UNINA-9910768162803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk / / by Michael C. Thomsett
| The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk / / by Michael C. Thomsett |
| Autore | Thomsett Michael C |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXII, 331 p. 59 illus.) |
| Disciplina | 332 |
| Soggetto topico |
Risk management
Financial engineering Risk Management Financial Engineering |
| ISBN | 3-319-56635-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction: The Variability of Derivatives Trading Chapter1 Trading Goals and Objectives -- Chapter2 The Role of Fundamental and Technical Analysis -- Chapter3 Pricing of the Option -- Chapter 4 The Dividend Effect -- Chapter5 Return Calculations -- Chapter6 Strategic Payoff: The Conservative Hedge -- Chapter7 Strategic Payoff: Spreads -- Chapter8 Strategic Payoff: Saddles -- Chapter9 Probability and Risk -- Chapter10 Option Pricing Models -- Chapter11 Alternatives to Pricing Models.-. |
| Record Nr. | UNINA-9910255048803321 |
Thomsett Michael C
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling German Covered Bonds [[electronic resource] /] / by Manuela Spangler
| Modelling German Covered Bonds [[electronic resource] /] / by Manuela Spangler |
| Autore | Spangler Manuela |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2018 |
| Descrizione fisica | 1 online resource (xv, 266 pages) : illustrations |
| Disciplina | 658.155 |
| Collana | Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics |
| Soggetto topico |
Economics, Mathematical
Risk management Financial engineering Quantitative Finance Risk Management Financial Engineering |
| ISBN | 3-658-23915-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pfandbrief Characteristics -- Credit Risk Models: A Literature Review -- The Pfandbrief Model -- Model Calibration and Scenario Generation -- Simulation Results. |
| Record Nr. | UNINA-9910300119903321 |
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Spangler Manuela
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Multifractal Detrended Analysis Method and Its Application in Financial Markets [[electronic resource] /] / by Guangxi Cao, Ling-Yun He, Jie Cao
| Multifractal Detrended Analysis Method and Its Application in Financial Markets [[electronic resource] /] / by Guangxi Cao, Ling-Yun He, Jie Cao |
| Autore | Cao Guangxi |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (255 pages) : illustrations |
| Disciplina | 332.015192 |
| Soggetto topico |
Financial engineering
Big data Financial Engineering Big Data/Analytics |
| ISBN | 981-10-7916-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Long Memory Methods and Comparative Analysis -- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 Multifractal Dentrend Method with Different Filtering -- Chapter 10 Risk Analysis Based on Multifractal Detrended Method. |
| Record Nr. | UNINA-9910299655903321 |
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Cao Guangxi
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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New Methods in Fixed Income Modeling : Fixed Income Modeling / / edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro
| New Methods in Fixed Income Modeling : Fixed Income Modeling / / edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XII, 297 p. 42 illus.) |
| Disciplina | 658.155 |
| Collana | Contributions to Management Science |
| Soggetto topico |
Risk management
Business enterprises—Finance Investment banking Securities Financial engineering Economics, Mathematical Risk Management Business Finance Investments and Securities Financial Engineering Quantitative Finance |
| ISBN | 3-319-95285-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates Modelling -- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced -- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework -- An Overview of Post-Crisis Term Structure Models -- A comparison of estimation techniques for the covariance matrix in a fixed-income framework -- The term structure under non-linearity assumptions: New methods in time series -- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance. |
| Record Nr. | UNINA-9910299629503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Partial Differential Equations in Finance Explained [[electronic resource] ] : An Introduction to Computational Finance / / by Karel in 't Hout
| Numerical Partial Differential Equations in Finance Explained [[electronic resource] ] : An Introduction to Computational Finance / / by Karel in 't Hout |
| Autore | in 't Hout Karel |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XIV, 128 p. 42 illus.) |
| Disciplina | 650.01513 |
| Collana | Financial Engineering Explained |
| Soggetto topico |
Financial engineering
Financial Engineering |
| ISBN | 1-137-43569-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter1. Financial option valuation.-Chapter2. Partial differential equations -- Chapter3 Spatial discretization I -- Chapter4. Spatial discretization II -- Chapter5. Numerical study: space -- Chapter6. The Greeks -- Chapter7. Temporal discretization -- Chapter8. Numerical study: time -- Chapter9. Cash-or-nothing options -- Chapter10. Barrier options -- Chapter11. American-style options -- Chapter12. Merton model -- Chapter13. Two-asset options. |
| Record Nr. | UNINA-9910255044303321 |
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in 't Hout Karel
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Optimum investment strategy in the power industry : mathematical models / / by Ryszard Bartnik, Berenika Bartnik, Anna Hnydiuk-Stefan
| Optimum investment strategy in the power industry : mathematical models / / by Ryszard Bartnik, Berenika Bartnik, Anna Hnydiuk-Stefan |
| Autore | Bartnik Ryszard |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (76 p.) |
| Disciplina | 620 |
| Collana | SpringerBriefs in Applied Sciences and Technology |
| Soggetto topico |
Power electronics
Energy storage Engineering economics Engineering economy Energy policy Energy and state Capital investments Financial engineering Power Electronics, Electrical Machines and Networks Energy Storage Engineering Economics, Organization, Logistics, Marketing Energy Policy, Economics and Management Investment Appraisal Financial Engineering |
| ISBN | 3-319-31872-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- A formulate of problem of seeking an optimum investment strategy in power engineering -- Value of the heat and electricity market and market worth of power stations and heat and power plants supplying the market. |
| Record Nr. | UNINA-9910254253303321 |
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Bartnik Ryszard
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs / / by João Baúto, Rui Neves, Nuno Horta
| Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs / / by João Baúto, Rui Neves, Nuno Horta |
| Autore | Baúto João |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (91 pages) : illustrations (some color), graphs |
| Disciplina | 519.7 |
| Collana | SpringerBriefs in Computational Intelligence |
| Soggetto topico |
Computational intelligence
Financial engineering Economics, Mathematical Computational Intelligence Financial Engineering Quantitative Finance |
| ISBN | 3-319-73329-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- State-of-the-Art in Pattern Recognition Techniques -- SAX/GA CPU Approach -- GPU-accelerated SAX/GA -- Conclusions and Future Work in the Field. |
| Record Nr. | UNINA-9910299933503321 |
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Baúto João
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Predicting Stock Returns : Implications for Asset Pricing / / by David G McMillan
| Predicting Stock Returns : Implications for Asset Pricing / / by David G McMillan |
| Autore | McMillan David G |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Pivot, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 136 p. 7 illus., 5 illus. in color.) |
| Disciplina | 336 |
| Collana | Palgrave pivot |
| Soggetto topico |
Finance, Public
Financial engineering Capital market Behavioral economics Statistics Public Finance Financial Engineering Capital Markets Behavioral Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-69008-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration -- Chapter 3. Forecasting Stock Returns – Historical Mean vs. Dividend Yield: Rolling Regressions and Time-Variation -- Chapter 4. Returns and Dividend Growth Switching Predictability -- Chapter 5. Which Variables Predict and Forecast Stock Market Returns? -- Chapter 6. Forecast and Market Timing Power of the FED Model and the Role of Inflation -- Chapter 7. Summary and Conclusion. |
| Record Nr. | UNINA-9910299367103321 |
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McMillan David G
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Pivot, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Pricing and Liquidity of Complex and Structured Derivatives : Deviation of a Risk Benchmark Based on Credit and Option Market Data / / by Mathias Schmidt
| Pricing and Liquidity of Complex and Structured Derivatives : Deviation of a Risk Benchmark Based on Credit and Option Market Data / / by Mathias Schmidt |
| Autore | Schmidt Mathias |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVII, 114 p. 32 illus., 16 illus. in color.) |
| Disciplina | 332.0415 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Banks and banking
Business enterprises—Finance Financial engineering Capital market Banking Business Finance Financial Engineering Capital Markets |
| ISBN | 3-319-45970-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Different Approaches on CDS Valuation - an Empirical Study -- Credit Default Swaps from an Equity Option View -- Strike of Default: Sensitivity and Times Series Analysis -- Conclusion. |
| Record Nr. | UNINA-9910148789103321 |
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Schmidt Mathias
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Engineering
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