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Big data science in finance / / by Irene Aldridge, Marco Avellaneda
| Big data science in finance / / by Irene Aldridge, Marco Avellaneda |
| Autore | Aldridge Irene <1975-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (339 pages) |
| Disciplina | 005.7 |
| Soggetto topico |
Big data
Finance - Decision making - Data processing |
| ISBN |
1-119-60299-8
1-119-60297-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Why big data? -- Neural networks in finance -- Supervised models -- Semi-supervised learning -- Letting the data speak with unsupervised learning -- Big data factor models -- Data as a signal versus noise -- Applications : big data in options pricing and stochastic modeling -- Data clustering. |
| Record Nr. | UNINA-9910798929203321 |
Aldridge Irene <1975->
|
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| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Big data science in finance / / by Irene Aldridge, Marco Avellaneda
| Big data science in finance / / by Irene Aldridge, Marco Avellaneda |
| Autore | Aldridge Irene <1975-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (339 pages) |
| Disciplina | 005.7 |
| Soggetto topico |
Big data
Finance - Decision making - Data processing |
| ISBN |
1-119-60299-8
1-119-60297-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Why big data? -- Neural networks in finance -- Supervised models -- Semi-supervised learning -- Letting the data speak with unsupervised learning -- Big data factor models -- Data as a signal versus noise -- Applications : big data in options pricing and stochastic modeling -- Data clustering. |
| Record Nr. | UNINA-9910816064703321 |
|
Aldridge Irene <1975->
|
||
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda |
| Pubbl/distr/stampa | Singapore ; ; River Edge, NJ, : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (xviii, 359p. ) : ill |
| Disciplina | 332.015118 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-95632-5
9786611956325 981-281-066-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part 1 Estimation and data-driven models: transition densities for interest rate and other nonlinear diffusions, Y. Ait-Sahalia; hidden Markov experts, A. Weigend and S.-M. Shi; when is time continuous?, A. Lo et al; asset prices are Brownian motion - only in business time, H. Geman et al; hedging under stochastic volatility, K. Ronnie Sircar. Part 2 Model calibration and volatility smile: determining volatility surfaces and option values from an implied volatility smile, P. Carr and D. Madan; reconstructing the unknown local volatility function, T. Coleman et al; building a consistent pricing model from observed option prices, J.-P. Laurent and D. Leisen; weighted Monte Carlo -a new technique for calibrating asset-pricing models, M. Avellaneda et al. Part 3 Pricing and risk management: one-and multi-factor valuation of mortgages - computational problems and shortcuts, A. Levin; simulating Bermudan interest-rate derivatives, P. Carr and G. Yang; how to use self-similarities to discover similarities of path-dependent options, A. Lipton; Monte Carlo within a day, J. Cardenas et al; decomposition and search techniques in disjunctive programmes for portfolio selection, K. Wyatt. |
| Record Nr. | UNINA-9910453182403321 |
| Singapore ; ; River Edge, NJ, : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda |
| Pubbl/distr/stampa | Singapore ; ; River Edge, N.J., : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (364p.) |
| Disciplina | 332.01515 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-277-845-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. |
| Record Nr. | UNINA-9910450934303321 |
| Singapore ; ; River Edge, N.J., : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda |
| Pubbl/distr/stampa | Singapore ; ; River Edge, NJ, : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (xviii, 359p. ) : ill |
| Disciplina | 332.015118 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Economics |
| ISBN |
1-281-95632-5
9786611956325 981-281-066-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part 1 Estimation and data-driven models: transition densities for interest rate and other nonlinear diffusions, Y. Ait-Sahalia; hidden Markov experts, A. Weigend and S.-M. Shi; when is time continuous?, A. Lo et al; asset prices are Brownian motion - only in business time, H. Geman et al; hedging under stochastic volatility, K. Ronnie Sircar. Part 2 Model calibration and volatility smile: determining volatility surfaces and option values from an implied volatility smile, P. Carr and D. Madan; reconstructing the unknown local volatility function, T. Coleman et al; building a consistent pricing model from observed option prices, J.-P. Laurent and D. Leisen; weighted Monte Carlo -a new technique for calibrating asset-pricing models, M. Avellaneda et al. Part 3 Pricing and risk management: one-and multi-factor valuation of mortgages - computational problems and shortcuts, A. Levin; simulating Bermudan interest-rate derivatives, P. Carr and G. Yang; how to use self-similarities to discover similarities of path-dependent options, A. Lipton; Monte Carlo within a day, J. Cardenas et al; decomposition and search techniques in disjunctive programmes for portfolio selection, K. Wyatt. |
| Record Nr. | UNINA-9910782277203321 |
| Singapore ; ; River Edge, NJ, : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda |
| Pubbl/distr/stampa | Singapore ; ; River Edge, N.J., : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (364p.) |
| Disciplina | 332.01515 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Finance |
| ISBN | 981-277-845-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. |
| Record Nr. | UNINA-9910777321803321 |
| Singapore ; ; River Edge, N.J., : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume II / / editor, Marco Avellaneda |
| Pubbl/distr/stampa | Singapore ; ; River Edge, NJ, : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (xviii, 359p. ) : ill |
| Disciplina | 332.015118 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Economics |
| ISBN |
1-281-95632-5
9786611956325 981-281-066-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part 1 Estimation and data-driven models: transition densities for interest rate and other nonlinear diffusions, Y. Ait-Sahalia; hidden Markov experts, A. Weigend and S.-M. Shi; when is time continuous?, A. Lo et al; asset prices are Brownian motion - only in business time, H. Geman et al; hedging under stochastic volatility, K. Ronnie Sircar. Part 2 Model calibration and volatility smile: determining volatility surfaces and option values from an implied volatility smile, P. Carr and D. Madan; reconstructing the unknown local volatility function, T. Coleman et al; building a consistent pricing model from observed option prices, J.-P. Laurent and D. Leisen; weighted Monte Carlo -a new technique for calibrating asset-pricing models, M. Avellaneda et al. Part 3 Pricing and risk management: one-and multi-factor valuation of mortgages - computational problems and shortcuts, A. Levin; simulating Bermudan interest-rate derivatives, P. Carr and G. Yang; how to use self-similarities to discover similarities of path-dependent options, A. Lipton; Monte Carlo within a day, J. Cardenas et al; decomposition and search techniques in disjunctive programmes for portfolio selection, K. Wyatt. |
| Record Nr. | UNINA-9910825442503321 |
| Singapore ; ; River Edge, NJ, : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda
| Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore ; ; River Edge, N.J., : World Scientific, 2001 |
| Descrizione fisica | 1 online resource (364p.) |
| Disciplina | 332.01515 |
| Altri autori (Persone) | AvellanedaMarco <1955-> |
| Soggetto topico |
Finance - Mathematical models
Finance |
| ISBN | 981-277-845-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. |
| Record Nr. | UNINA-9910822230403321 |
| Singapore ; ; River Edge, N.J., : World Scientific, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||