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Applied Quantitative Finance / / edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck
| Applied Quantitative Finance / / edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck |
| Edizione | [3rd ed. 2017.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (X, 372 p. 111 illus., 75 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Statistics and Computing |
| Soggetto topico |
Statistics
Economics, Mathematical Risk management Business enterprises—Finance Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Risk Management Business Finance |
| ISBN | 3-662-54486-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Market Risk: VaR in High-Dimensional Systems -- Multivariate Volatility Models -- Portfolio Selection with Spectral Risk Measures -- Implementation of Local Stochastic Volatility Model -- Part II Credit Risk: Estimating DTD via Sequential Monte Carlo.- Risk Measurement with Spectral Capital Allocation.- Market Based Credit Rating and its Applications.- Using Public Information to Predict Corporate Default Risk.- Stress Testing in Credit Portfolio Models.- Penalized Independent Factor.- Term Structure of Loss Cascades in Portfolio Securitisation.- Credit Rating Score Analysis -- Part III Dynamics Risk Measurement: Copulae in High Dimensions - An Introduction.- Measuring and Modeling Risk Using High-Frequency Data.- Measuring Financial Risk in Energy Markets.- Risk Analysis of Cryptocurrency as an Alternative Asset Class.- Time Varying Quantile Lasso.- Dynamic Topic Modelling for Cryptocurrency Community Forums. |
| Record Nr. | UNINA-9910254306803321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of Big Data Analytics / / edited by Wolfgang Karl Härdle, Henry Horng-Shing Lu, Xiaotong Shen
| Handbook of Big Data Analytics / / edited by Wolfgang Karl Härdle, Henry Horng-Shing Lu, Xiaotong Shen |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (VIII, 538 p. 147 illus., 109 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Handbooks of Computational Statistics |
| Soggetto topico |
Statistics
Data mining Applied mathematics Engineering mathematics Statistics and Computing/Statistics Programs Data Mining and Knowledge Discovery Mathematical and Computational Engineering Statistical Theory and Methods Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-18284-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Statistics, Statisticians, and the Internet of Things (John M. Jordan and Dennis K. J. Lin) -- Cognitive Data Analysis for Big Data (Jing Shyr, Jane Chu and Mike Woods) -- Statistical Leveraging Methods in Big Data (Xinlian Zhang, Rui Xie and Ping Ma) -- Scattered Data and Aggregated Inference (Xiaoming Huo, Cheng Huang and Xuelei Sherry Ni) -- Nonparametric Methods for Big Data Analytics (Hao Helen Zhang) -- Finding Patterns in Time Series (James E. Gentle and Seunghye J. Wilson) -- Variational Bayes for Hierarchical Mixture Models (Muting Wan, James G. Booth and Martin T. Wells) -- Hypothesis Testing for High-Dimensional Data (Wei Biao Wu, Zhipeng Lou and Yuefeng Han) -- High-Dimensional Classification (Hui Zou) -- Analysis of High-Dimensional Regression Models Using Orthogonal Greedy Algorithms (Hsiang-Ling Hsu, Ching-Kang Ing and Tze Leung Lai) -- Semi-Supervised Smoothing for Large Data Problems (Mark Vere Culp, Kenneth Joseph Ryan and George Michailidis) -- Inverse Modeling: A Strategy to Cope with Non-Linearity (Qian Lin, Yang Li and Jun S. Liu) -- Sufficient Dimension Reduction for Tensor Data (Yiwen Liu, Xin Xing and Wenxuan Zhong) -- Compressive Sensing and Sparse Coding (Kevin Chen and H. T. Kung) -- Bridging Density Functional Theory and Big Data Analytics with Applications (Chien-Chang Chen, Hung-Hui Juan, Meng-Yuan Tsai and Henry Horng-Shing Lu) -- Q3-D3-LSA: D3.js and generalized vector space models for Statistical Computing (Lukas Borke and Wolfgang Karl Härdle) -- A Tutorial on Libra: R Package for the Linearized Bregman Algorithm in High-Dimensional Statistics (Jiechao Xiong, Feng Ruan and Yuan Yao) -- Functional Data Analysis for Big Data: A Case Study on California Temperature Trends (Pantelis Zenon Hadjipantelis and Hans-Georg Müller) -- Bayesian Spatiotemporal Modeling for Detecting Neuronal Activation via Functional Magnetic Resonance Imaging (Martin Bezener, Lynn E. Eberly, John Hughes, Galin Jones and Donald R. Musgrove) -- Construction of Tight Frames on Graphs and Application to Denoising (Franziska Göbel, Gilles Blanchard and Ulrike von Luxburg) -- Beta-Boosted Ensemble for Big Credit Scoring Data (Maciej Zięba and Wolfgang Karl Härdle) -- . |
| Record Nr. | UNINA-9910300131303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistical Tools for Finance and Insurance [[electronic resource] /] / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron
| Statistical Tools for Finance and Insurance [[electronic resource] /] / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 |
| Descrizione fisica | 1 online resource (IV, 518 p.) |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Economics, Mathematical Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance |
| ISBN |
1-280-30608-4
9786610306084 3-540-27395-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric and Fuzzy Modelling of Indonesian Money Demand -- Nonparametric Productivity Analysis -- Insurance -- Loss Distributions -- Modeling of the Risk Process -- Ruin Probabilities in Finite and Infinite Time -- Stable Diffusion Approximation of the Risk Process -- Risk Model of Good and Bad Periods -- Premiums in the Individual and Collective Risk Models -- Pure Risk Premiums under Deductibles -- Premiums, Investments, and Reinsurance -- General -- Working with the XQC. |
| Record Nr. | UNISA-996218160203316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Statistics of Financial Markets : Exercises and Solutions / / by Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera
| Statistics of Financial Markets : Exercises and Solutions / / by Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera |
| Autore | Borak Szymon |
| Edizione | [2nd ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.015195 |
| Collana | Universitext |
| Soggetto topico |
Statistics
Economics, Mathematical Finance Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Finance, general |
| ISBN | 3-642-33929-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Option Pricing: Derivatives -- Introduction to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Di erential Equations -- Black-Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Models for the Interest Rate and Interest Rate Derivatives -- Part II Statistical Model of Financial Time Series: Financial Time Series Models -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Part III Selected Financial Applications: Value at Risk and Backtesting -- Copulae and Value at Risk -- Statistics of Extreme Risks -- Volatility Risk of Option Portfolios -- Portfolio Credit Risk -- References. |
| Record Nr. | UNINA-9910438143703321 |
Borak Szymon
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| 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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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 | [4th ed. 2015.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XIX, 555 p. 163 illus., 114 illus. in color.) |
| Disciplina | 332.015195 |
| Collana | Universitext |
| Soggetto topico |
Statistics
Economics, Mathematical Finance Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Finance, general |
| ISBN | 3-642-54539-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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: Copulae and Value at Risk -- Statistics of Extreme Risks -- Neural Networks -- Volatility Risk of Option Portfolios -- Nonparametric Estimators for the Probability of Default -- Credit Risk Management and Credit Derivatives -- Appendix: Integration Theory -- Portfolio Strategies. |
| Record Nr. | UNINA-9910299780903321 |
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Franke Jürgen
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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