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Measuring risk in complex stochastic systems / Jürgen Franke, Wolfgang Härdle, Gerhard Stahl, editors
| Measuring risk in complex stochastic systems / Jürgen Franke, Wolfgang Härdle, Gerhard Stahl, editors |
| Pubbl/distr/stampa | New York : Springer, 2000 |
| Descrizione fisica | 257 p. ; 24 cm |
| Disciplina | 658.155 |
| Collana | Lecture notes in statistics |
| Soggetto non controllato |
Risk management - modelli matematici
Economia - metodi matematici |
| ISBN | 0-387-98996-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990003830010403321 |
| New York : Springer, 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin
| Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | ix, 286 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Analysis
Correlation Estimator Series Time Time series Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268724 |
| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin
| Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | ix, 286 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Analysis
Correlation Estimator Series Time Time series Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268724 |
| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Härdle, Wolfgang Karl
Hafner, Christian Matthias |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127166 |
Franke, Jurgen
|
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127166 |
|
Franke, Jurgen
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
| Soggetto topico |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127166 |
|
Franke, Jurgen
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Härdle, Wolfgang Karl
Hafner, Christian Matthias |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113921 |
|
Franke, Jurgen
|
||
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Discrete Time Dynamics Exotic Options Financial Time Series Neural networks Option Management Option Portfolios Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113921 |
|
Franke, Jurgen
|
||
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
| Soggetto topico |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Discrete Time Dynamics Exotic Options Financial Time Series Neural networks Option Management Option Portfolios Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113921 |
|
Franke, Jurgen
|
||
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [3. ed.] |
| Pubbl/distr/stampa | Berlin : Springer, 2011 |
| Descrizione fisica | XXII, 599 p. ; 24 cm |
| Disciplina |
519.3
332 |
| Altri autori (Persone) |
Härdle, Wolfang Karl
Hafner, Christian M. |
| Collana | Universitext |
| Soggetto non controllato |
Teoria dei giochi - Scienze economiche sociali e comportamentali
Matematica finanziaria - Modelli matematici |
| ISBN |
978-3-642-16520-7
978-3-642-16521-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009335110403321 |
|
Franke, Jurgen
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||
| Berlin : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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