Mathematical and Statistical Methods for Actuarial Sciences and Finance / / edited by Marco Corazza, Claudio Pizzi |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina |
368.01
368/.01 |
Soggetto topico |
Economics, Mathematical
Actuarial science Statistics Finance Macroeconomics Quantitative Finance Actuarial Sciences Statistics for Business, Management, Economics, Finance, Insurance Finance, general Macroeconomics/Monetary Economics//Financial Economics |
ISBN | 3-319-02499-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna) -- An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini) -- A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre) -- Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli) -- Firm’s volatility risk under microstructure noise (F. Barsotti, S. Sanfelici) -- Socially responsible mutual funds: an efficiency comparison among the European countries (A. Basso, S. Funari) -- Fitting financial returns distributions: a mixture normality approach (R. Bramante, D. Zappa) -- Single-name concentration risk measurements in credit portfolios (R. Calabrese, F. Porro) -- Bifactorial pricing models: light and shadows in correlation role (R. Cocozza, A. De Simone) -- Dynamic strategies for Defined Benefit pension plans risk management (I. Colivicchi, G. Piscopo, E. Vannucci) -- Particle Swarm Optimization for preference disaggregation in multicriteria credit scoring problems (M. Corazza, S. Funari, R. Gusso) -- Time series clustering on lower tail dependence for portfolio selection (G. De Luca, P. Zuccolotto) -- Solvency Analysis of Defined Benefit pension schemes (P. Devolder, G. Piscopo) -- Stochastic actuarial valuations in double-indexed pension annuity assessment (E. Di Lorenzo, A. Orlando, M. Sibillo) -- Testing for Normality when the sampled distribution is Extended Skew-Normal (C. Franceschini, N. Loperfido) -- On the RODEO method for variable selection (F. Giordano, M.L. Parrella) -- Portfolio allocation using Omega function: an empirical analysis (A. Hitaj, F. Martinelli, G. Zambruno) -- Investment rankings via an objective measure of riskiness: a case study (M.E. Marina, M. Resta) -- A squared rank assessment of the difference between US and European firm valuation ratios (M. Marozzi) -- A behavioural approach to the pricing of European options (M. Nardon, P. Pianca) -- Threshold structures in economic and financial time series (M. Niglio, C.D. Vitale) -- Intelligent algorithms for trading the Euro-Dollar in the foreign exchange market (D. Pelusi, M. Tivegna, P. Ippoliti) -- Risk management and capital allocation for Non-Life insurance companies (M. Pirra, S. Forte, M. Ialenti) -- Modelling asymmetric behaviour in time series: identification through PSO (C. Pizzi, F. Parpinel) -- Valuation of collateralized funds of hedge fund obligations: a Basket Option pricing approach (G.L. Tassinari, C. Corradi) -- Valuation of R&D investment opportunities using the Least-Squares Monte Carlo method (G. Villani) -- The determinants of interbank contagion: do patterns matter? (S. Zedda, G. Cannas, C. Galliani). |
Record Nr. | UNINA-9910299969003321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Project-Based Knowledge in Organizing Open Innovation / / Sara Bonesso, Anna Comacchio, Claudio Pizzi, editors |
Pubbl/distr/stampa | London : , : Springer, , [2014] |
Descrizione fisica | 1 recurs en línia (xv, 99 pàgines) |
Altri autori (Persone) | BonessoSara |
Soggetto topico |
Economia industrial
Enginyeria - Aspectes econòmics Administració Política econòmica |
Soggetto genere / forma | Llibres electrònics |
ISBN | 1-4471-6509-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Conté: 1. Leveraging on Projects to Strategically Organize Open Innovation / Sara Bonesso and Anna Comacchio -- 2. Exploring the Knowledge Space ThroughProject-Based Sourcing / Sara Bonesso, Anna Comacchio and Claudio Pizzi -- 3. A Project-Based Perspective on ComplexProduct Development / Markus Becker, Luisa Errichiello and Francesco Zirpoli -- 4. Analysis of In-licensing Decisions at a Project and Firm-Level:Evidence from the Biopharmaceutical Industry / Giulia Trombini -- 5. Open Innovation at Project Level: Key Issues and Future Research Agenda/ Sara Bonesso, Anna Comacchio and Claudio Pizzi |
Record Nr. | UNINA-9910299738003321 |
London : , : Springer, , [2014] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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