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Qualitative Investment Decision-Making Methods under Hesitant Fuzzy Environments / / by Wei Zhou, Zeshui Xu
| Qualitative Investment Decision-Making Methods under Hesitant Fuzzy Environments / / by Wei Zhou, Zeshui Xu |
| Autore | Zhou Wei |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XIV, 144 p. 27 illus., 21 illus. in color.) |
| Disciplina | 519.542 |
| Collana | Studies in Fuzziness and Soft Computing |
| Soggetto topico |
Computational intelligence
Financial engineering Operations research Decision making Finance—Mathematics Computational Intelligence Financial Engineering Operations Research/Decision Theory Financial Mathematics |
| ISBN | 3-030-11349-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Investment decision making based on the asymmetric hesitant fuzzy sigmoid preference relations -- Investment decision making based on the hesitant fuzzy trade-off and portfolio selection -- Investment decision making based on the hesitant fuzzy preference envelopment analysis -- Investment decision making based on the hesitant fuzzy peer-evaluation and strategy fusion -- Investment decision making based on the EHVaR measurement and tail analysis -- Conclusions. |
| Record Nr. | UNINA-9910484384603321 |
Zhou Wei
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Management in Finance and Logistics [[electronic resource] /] / by Chunhui Xu, Takayuki Shiina
| Risk Management in Finance and Logistics [[electronic resource] /] / by Chunhui Xu, Takayuki Shiina |
| Autore | Xu Chunhui |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 185 p. 48 illus., 13 illus. in color.) |
| Disciplina | 332.015195 |
| Collana | Translational Systems Sciences |
| Soggetto topico |
Financial engineering
Risk management Investment banking Securities Business enterprises—Finance Business logistics Engineering economics Engineering economy Financial Engineering Risk Management Investments and Securities Business Finance Logistics Engineering Economics, Organization, Logistics, Marketing |
| ISBN |
981-13-0317-7
978-981-13-0317-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Risk Management in Finance -- Financial Investment, Financial Risk and Risk Management -- Market Risk Measures in Financial Investments -- Market Risk Control in Investment Decisions -- Market Risk Measures for Flexible Investments -- Market Risk Control in Flexible Investment Decisions -- Part II Risk Management in Logistics -- Basic Results on Stochastic Programming -- Inventory Distribution Problem -- Reorganization of Logistics Network -- Notations in Part I -- Historical prices and monthly profit rates of IBM and INTC: Data used in Chapter 2 -- Historical prices of 10 components of the DJIA: data used in Chapter 5. |
| Record Nr. | UNINA-9910299368703321 |
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Xu Chunhui
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens
| The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens |
| Autore | De Spiegeleer Jan |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (viii, 106 pages) : illustrations |
| Disciplina | 332.6323 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Economics, Mathematical
Financial engineering Statistics Finance—Mathematics Probabilities Risk management Quantitative Finance Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance Financial Mathematics Probability Theory and Stochastic Processes Risk Management |
| ISBN | 3-030-01824-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface. - 1 A Primer on Contingent Convertible (CoCo) Bonds. - 2 Pricing Models of CoCos -- 3 Impact of a New CoCo Issue on the Outstanding CoCos. - 4 Rating of CoCos. - 5 Sensitivity Analysis of CoCos. - 6 Impact of Skewness on the Price of a CoCo. - 7 Distance to Trigger -- 8 Outlier Detection of CoCos -- 9 Conclusion -- A Derivation of Carr-Madan Formula for Vanilla Option Prices using FFT. - Bibliography. |
| Record Nr. | UNINA-9910300104703321 |
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De Spiegeleer Jan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Measurement : From Quantitative Measures to Management Decisions / / by Dominique Guégan, Bertrand K. Hassani
| Risk Measurement : From Quantitative Measures to Management Decisions / / by Dominique Guégan, Bertrand K. Hassani |
| Autore | Guégan Dominique |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIV, 215 p. 30 illus., 16 illus. in color.) |
| Disciplina | 658.155 |
| Soggetto topico |
Risk management
Business enterprises—Finance Financial engineering Economics, Mathematical Statistics Risk Management Business Finance Financial Engineering Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-030-02680-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics -- 7. Markov Switching modelling. |
| Record Nr. | UNINA-9910337681503321 |
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Guégan Dominique
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Securitization: Past, Present and Future / / by Solomon Y Deku, Alper Kara
| Securitization: Past, Present and Future / / by Solomon Y Deku, Alper Kara |
| Autore | Deku Solomon Y |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (177 pages) : illustrations, tables |
| Disciplina | 332.632 |
| Collana | Palgrave Macmillan Studies in Banking and Financial Institutions |
| Soggetto topico |
Investment banking
Securities Risk management Financial engineering Finance, Public Investments and Securities Risk Management Financial Engineering Public Finance |
| ISBN | 3-319-60128-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Introduction -- Chapter 2: Mechanics of Securitization.-Chapter 3: Securitization Structures.-Chapter 4: A Historical and Regional Overview of Securitization -- Chapter 5: Effects of Securitization on Banks and the Financial System -- Chapter 6: Valuation of ABS under Asymmetric Information.-Chapter 7: The Role of Securitization in 2007-2009 Crisis.-Chapter 8: Securitization: Key Trends since the Crisis.-Chapter 9: Concluding remarks. |
| Record Nr. | UNINA-9910255054203321 |
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Deku Solomon Y
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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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Shadow Banking and the Rise of Capitalism in China [[electronic resource] /] / by Andrew Collier
| Shadow Banking and the Rise of Capitalism in China [[electronic resource] /] / by Andrew Collier |
| Autore | Collier Andrew |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (IX, 205 p. 10 illus. in color.) |
| Disciplina | 332.10951 |
| Soggetto topico |
Bank marketing
Financial engineering Asia—Economic conditions Financial Services Financial Engineering Asian Economics |
| ISBN | 981-10-2996-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. The Size of Shadow Banking -- 3. The Global Crisis and China’s Big Financial Push -- 4. The Shadow Lenders -- 5. China’s Property Bubble and Shadow Banking -- 6. Chinese Politics and Shadow Banking -- 7. Shadow Banking and Capitalism: What Does the Future Hold?. |
| Record Nr. | UNINA-9910255028903321 |
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Collier Andrew
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| Singapore : , : Springer Singapore : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistics of Financial Markets : An Introduction / / by Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner
| Statistics of Financial Markets : An Introduction / / by Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner |
| Autore | Franke Jürgen |
| Edizione | [5th ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XXXVI, 585 p. 337 illus., 288 illus. in color.) |
| Disciplina |
332.015195
332.0727 |
| Collana | Universitext |
| Soggetto topico |
Statistics
Economics, Mathematical Financial engineering Econometrics Risk management Macroeconomics Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Financial Engineering Risk Management Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-030-13751-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface to the Fith Edition -- Part I Option Pricing -- Derivatives -- Introduction to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Differential Equations -- Black–Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Exotic Options -- Interest Rates and Interest Rate Derivatives -- Part II Statistical Models of Financial Time Series -- Introduction: Definitions and Concepts -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Long Memory Time Series -- Non-Parametric and Flexible Time Series Estimators -- Part III Selected Financial Applications -- Value at Risk and Backtesting -- Copulae and Value at Risk -- Statistics of Extreme Risks -- Neural Networks and Deep Learning -- Volatility Risk of Option Portfolios -- Nonparametric Estimators for the Probability of Default -- Credit Risk Management and Credit Derivatives -- Financial econometrics of Crypto-currencies -- A Technical Appendix -- Index -- Symbols and Notations. |
| Record Nr. | UNINA-9910338254703321 |
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Franke Jürgen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Supply Chain Finance and Blockchain Technology : The Case of Reverse Securitisation / / by Erik Hofmann, Urs Magnus Strewe, Nicola Bosia
| Supply Chain Finance and Blockchain Technology : The Case of Reverse Securitisation / / by Erik Hofmann, Urs Magnus Strewe, Nicola Bosia |
| Autore | Hofmann Erik |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (91 pages) |
| Disciplina | 332.178 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Business logistics
Bank marketing Financial engineering Supply Chain Management Financial Services Financial Engineering |
| ISBN | 3-319-62371-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction - Why to pay attention on blockchain-driven supply chain finance? -- Background I - What is buyer-led supply chain finance? -- Background II - What is reverse securitisation? -- Background III - What is blockchain technology? -- Concept - Where are the opportunities of blockchain-driven supply chain finance? -- Discussion - How does the full potential of blockchain technology in supply chain finance look like? -- Conclusion - What can we learn from blockchain-driven supply chain finance?. |
| Record Nr. | UNINA-9910298213303321 |
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Hofmann Erik
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Testing and Tuning Market Trading Systems : Algorithms in C++ / / by Timothy Masters
| Testing and Tuning Market Trading Systems : Algorithms in C++ / / by Timothy Masters |
| Autore | Masters Timothy |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Berkeley, CA : , : Apress : , : Imprint : Apress, , 2018 |
| Descrizione fisica | 1 online resource (325 pages) |
| Disciplina | 005.1 |
| Soggetto topico |
Programming languages (Electronic computers)
Financial engineering Software engineering Algorithms Programming Languages, Compilers, Interpreters Financial Engineering Software Engineering Algorithm Analysis and Problem Complexity |
| ISBN | 1-4842-4173-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Pre-Optimization Issues -- 3. Optimization Issues -- 4. Post-Optimization Issues -- 5. Estimating Future Performance I: Unbiased Trade Simulation -- 6. Estimating Future Performance II: Trade Analysis -- 7. Permutation Tests. |
| Record Nr. | UNINA-9910300758303321 |
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Masters Timothy
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| Berkeley, CA : , : Apress : , : Imprint : Apress, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Theory of Credit Contracts : With a Focus on Group Lending / / by Christian Prem
| The Theory of Credit Contracts : With a Focus on Group Lending / / by Christian Prem |
| Autore | Prem Christian |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2020 |
| Descrizione fisica | 1 online resource (288 pages) |
| Disciplina | 332.7 |
| Soggetto topico |
Bank marketing
Game theory Financial engineering Financial Services Game Theory Financial Engineering |
| ISBN | 3-658-29362-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A structural analysis of credit contract theory -- The treatment of credit contract theory in the literature -- A standardisation of credit contract theory -- Joint liability and its potential to cause adverse selection instead of resolving it -- The perverse effect of joint liability and its disappearance under adaptive punishment -- Cross-reporting with zero equilibrium punishment load. |
| Record Nr. | UNINA-9910380755603321 |
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Prem Christian
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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