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Time Series in Economics and Finance [[electronic resource] /] / by Tomas Cipra
| Time Series in Economics and Finance [[electronic resource] /] / by Tomas Cipra |
| Autore | Cipra Tomas |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (409 pages) : illustrations |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Econometrics Economics, Mathematical Financial engineering Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Financial Engineering |
| ISBN | 3-030-46347-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- I. Subject of Time Series -- 2. Random Processes -- II. Decomposition of Economic Time Series -- 3. Trend -- 4. Seasonality and Periodicity -- 5. Residual Component -- III. Autocorrelation Methods for Univariate Time Series -- 6. Box-Jenkins Methodology -- 7. Autocorrelation Methods in Regression Models -- IV. Financial Time Series -- 8. Volatility of Financial Time Series -- 9. Other Methods for Financial Time Series -- 10. Models of Development of Financial Assets -- 11. Value at Risk -- V. Multivariate Time Series -- 12. Methods for Multivariate Time Series -- 13. Multivariate Volatility Modeling -- 14. State Space Models of Time Series -- References -- Index. |
| Record Nr. | UNISA-996418252203316 |
Cipra Tomas
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Time Series in Economics and Finance / / by Tomas Cipra
| Time Series in Economics and Finance / / by Tomas Cipra |
| Autore | Cipra Tomas |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (409 pages) : illustrations |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Econometrics Economics, Mathematical Financial engineering Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Financial Engineering |
| ISBN | 3-030-46347-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- I. Subject of Time Series -- 2. Random Processes -- II. Decomposition of Economic Time Series -- 3. Trend -- 4. Seasonality and Periodicity -- 5. Residual Component -- III. Autocorrelation Methods for Univariate Time Series -- 6. Box-Jenkins Methodology -- 7. Autocorrelation Methods in Regression Models -- IV. Financial Time Series -- 8. Volatility of Financial Time Series -- 9. Other Methods for Financial Time Series -- 10. Models of Development of Financial Assets -- 11. Value at Risk -- V. Multivariate Time Series -- 12. Methods for Multivariate Time Series -- 13. Multivariate Volatility Modeling -- 14. State Space Models of Time Series -- References -- Index. |
| Record Nr. | UNINA-9910484538103321 |
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Cipra Tomas
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Time-Inconsistent Control Theory with Finance Applications / / by Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / / by Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk Tomas |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (328 pages) |
| Disciplina |
515.642
629.8312 |
| Collana | Springer Finance |
| Soggetto topico |
Social sciences - Mathematics
Game theory Mathematical optimization Financial engineering Capital market Mathematics in Business, Economics and Finance Game Theory Optimization Financial Engineering Capital Markets Teoria de control |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-81843-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- Part I Optimal Control in Discrete Time -- 2 Dynamic Programming Theory -- 3 The Linear Quadratic Regulator -- 4 A Simple Equilibrium Model -- Part II Time-Inconsistent Control in Discrete Time -- 5 Time-Inconsistent Control Theory -- 6 Extensions and Further Results -- 7 Non-Exponential Discounting -- 8 Mean-Variance Portfolios -- 9 Time-Inconsistent Regulator Problems -- 10 A Time-Inconsistent Equilibrium Model -- Part III Optimal Control in Continuous Time -- 11 Dynamic Programming Theory -- 12 The Continuous-Time Linear Quadratic Regulator -- 13 Optimal Consumption and Investment -- 14 A Simple Equilibrium Model -- Part IV Time-Inconsistent Control in Continuous Time -- 15 Time-Inconsistent Control Theory -- 16 Special Cases and Extensions -- 17 Non-Exponential Discounting -- 18 Mean-Variance Control -- 19 The Inconsistent Linear Quadratic Regulator -- 20 A Time-Inconsistent Equilibrium Model -- Part V Optimal Stopping Theory -- 21 Optimal Stopping in Discrete Time -- 22 Optimal Stopping in Continuous Time -- Part VI Time-Inconsistent Stopping Problems -- 23 Time-Inconsistent Stopping in Discrete Time -- 24 Time-Inconsistent Stopping in Continuous Time -- 25 Time-Inconsistent Stopping Under Distorted Probabilities -- A Basic Arbitrage Theory -- References. |
| Record Nr. | UNINA-9910508437803321 |
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Björk Tomas
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Valuation and Sustainability [[electronic resource] ] : A Guide to Include Environmental, Social, and Governance Data in Business Valuation / / edited by Dejan Glavas
| Valuation and Sustainability [[electronic resource] ] : A Guide to Include Environmental, Social, and Governance Data in Business Valuation / / edited by Dejan Glavas |
| Autore | Glavas Dejan |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (228 pages) |
| Disciplina | 658.15 |
| Collana | Sustainable Finance |
| Soggetto topico |
Business enterprises—Finance
Industrial management—Environmental aspects Financial engineering Sustainability Accounting Corporate Finance Corporate Environmental Management Financial Engineering Financial Accounting |
| ISBN | 3-031-30533-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Value and Externalities in Economics and Finance -- Chapter 2. Reminder on Common Valuation Techniques -- Chapter 3. ESG Data and Scores -- Chapter 4. Cash Flow Valuation and ESG -- Chapter 5. Cash Flow Valuation and ESG – Case Study -- Chapter 6. Multiple Valuation and ESG -- Chapter 7. Research Advances in Valuation and ESG. |
| Record Nr. | UNINA-9910734884903321 |
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Glavas Dejan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Venture Capital and the Inventive Process [[electronic resource] ] : VC Funds for Ideas-Led Growth / / by Tamir Agmon, Stefan Sjögren
| Venture Capital and the Inventive Process [[electronic resource] ] : VC Funds for Ideas-Led Growth / / by Tamir Agmon, Stefan Sjögren |
| Autore | Agmon Tamir |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Pivot, , 2016 |
| Descrizione fisica | 1 online resource (XIV, 123 p. 7 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Palgrave Pivot |
| Soggetto topico |
Investment banking
Securities Capital investments Business enterprises - Finance Bank marketing Corporations - Finance Financial engineering Investments and Securities Investment Appraisal Business Finance Financial Services Corporate Finance Financial Engineering |
| ISBN | 1-137-53660-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 A Comprehensive Economic Look at VC Funds .-2 The Size and the Characteristics of the Venture Capital Industry -- 3 VC Funds and the Semiconductor Industry: an Illustration .-4 A Macro Perspective on the Unique Role of VC Funds in the Process from Ideas to Growth -- 5 Government Intervention to Promote Radical Ideas and VC Funds as a Functional Form to Facilitate their Financing .-6 How the Contracts Between the LPs, GP and the Entrepreneurs Facilitate Investments in High Risk Radical Ideas .-7 The Allocation of Savings to VC Funds, Consumers' Surplus and Life-Cycle Savings Model .-8 Externalities, Consumers' Surplus and the Long-Term Return on Investments by VC Funds .-9 The future of VC Funds: The Effects of Technology and Globalization -- Afterword. |
| Record Nr. | UNINA-9910254889903321 |
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Agmon Tamir
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Pivot, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Zero Lower Bound Term Structure Modeling [[electronic resource] ] : A Practitioner’s Guide / / by L. Krippner
| Zero Lower Bound Term Structure Modeling [[electronic resource] ] : A Practitioner’s Guide / / by L. Krippner |
| Autore | Krippner L |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2015 |
| Descrizione fisica | 1 online resource (XXVIII, 409 p.) |
| Disciplina | 339.5/30151953 |
| Collana | Applied Quantitative Finance |
| Soggetto topico |
Macroeconomics
Financial engineering Statistics Finance, Public Corporations - Finance Macroeconomics/Monetary Economics//Financial Economics Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance Public Finance Corporate Finance |
| ISBN | 1-137-40182-6 |
| Classificazione | BUS027000BUS051000BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910794740103321 |
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Krippner L
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| New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Zero Lower Bound Term Structure Modeling [[electronic resource] ] : A Practitioner’s Guide / / by L. Krippner
| Zero Lower Bound Term Structure Modeling [[electronic resource] ] : A Practitioner’s Guide / / by L. Krippner |
| Autore | Krippner L |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2015 |
| Descrizione fisica | 1 online resource (XXVIII, 409 p.) |
| Disciplina | 339.5/30151953 |
| Collana | Applied Quantitative Finance |
| Soggetto topico |
Macroeconomics
Financial engineering Statistics Finance, Public Corporations - Finance Macroeconomics/Monetary Economics//Financial Economics Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance Public Finance Corporate Finance |
| ISBN | 1-137-40182-6 |
| Classificazione | BUS027000BUS051000BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910828371503321 |
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Krippner L
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| New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Financial Engineering
(67)
- Financial engineering (66)
- Risk Management (24)
- Risk management (22)
- Economics, Mathematical (19)