Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance / / Alonso Peña ; cover image by Ravi Kumar
| Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance / / Alonso Peña ; cover image by Ravi Kumar |
| Autore | Peña Alonso |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, [England] : , : Packt Publishing, , 2014 |
| Descrizione fisica | 1 online resource (124 p.) |
| Disciplina | 332.015195 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Finance - Mathematical models
C++ (Computer program language) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78216-723-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Author; Acknowledgments; About the Reviewer; www.PacktPub.com; Table of Contents; Preface; Chapter 1: What is Quantitative Finance?; Discipline 1 - finance (financial derivatives); Discipline 2 - mathematics; Discipline 3 - informatics (C++ programming); The Bento Box template; Summary; Chapter 2: Mathematical Models; Equity; Foreign exchange; Interest rates; Short rate models; Market models; Credit; Structural models; Intensity models; Summary; Chapter 3: Numerical Methods; The Monte Carlo simulation method; Algorithm of MC method; Example of MC method
Binomial Trees methodAlgorithm of the BT method; Example of the BT method; The Finite Difference method; Algorithm of FDM; Example of FD method; Summary; Chapter 4: Equity Derivatives in C++; Basic example - European Call; Advanced example - equity basket; Summary; Chapter 5: Foreign Exchange Derivatives with C++; Basic example - European FX Call (FX1); Advanced example - FX barrier option (FX2); Summary; Chapter 6: Interest Rate Derivatives with C++; Basic example - plain vanilla IRS (IR1); Advanced example - IRS with Cap (IR2); Summary; Chapter 7: Credit Derivatives with C++ Basic example - bankruptcy (CR1)Advanced example - CDS (CR2); Summary; Appendix A: C++ Numerical Libraries for Option Pricing; Numerical recipes; Financial numerical recipes; The QuantLib project; The Boost library; The GSL library; Appendix B: References; Index |
| Record Nr. | UNINA-9910464624203321 |
Peña Alonso
|
||
| Birmingham, [England] : , : Packt Publishing, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in finance and stochastics : essays in honour of Dieter Sondermann / Klaus Sandmann, Philipps J. Schobucher (eds.)
| Advances in finance and stochastics : essays in honour of Dieter Sondermann / Klaus Sandmann, Philipps J. Schobucher (eds.) |
| Pubbl/distr/stampa | Berlin : Springer, c2002 |
| Descrizione fisica | xix, 312 p. ; 24 cm |
| Disciplina | 332.015195 |
| Altri autori (Persone) |
Sandmann, Klausauthor
Schobucher, Philipp J |
| Soggetto (Persona) | Sondermann, Dieter |
| Soggetto topico |
Finanza - Modelli matematici - Saggi
Analisi stocastica - Applicazioni alla finanza - Saggi |
| ISBN | 354043464x |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003787629707536 |
| Berlin : Springer, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 2; Contents; List of Contributors; Chapter 1 Multinomial Lattices and Derivatives Pricing George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young; 1. Introduction; 2. A General Description of n-Order Multinomial Lattices; 3. Multinomial Lattices and Lognormally Distributed Asset Prices; 4. Practical Implementation and Numerical Results; 5. Conclusions; References; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; 1. Introduction; 2. Measuring Knowledge Spillovers; 3. Data; 3.1. Knowledge spillovers
3.2. Firm-specific financial data4. Empirical Formulation - The Ohlson Model; 5. Results; 6. Conclusions; Acknowledgments; References; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks Anthony Kozberg; 1. Introduction; 2. Literature Review; 3. Data Collection; 4. Methodology; 5. Results; 6. Expanded Testing; 7. Conclusions and Suggestions for Further Research; Acknowledgments; Appendix; References Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams 1. Introduction; 2. Different Textbook Approaches; 3. When Cash Flows Match Compounding Periods; 3.1. Example 1; 3.2. Algebraic method; 3.3. Formula method; 3.4. Financial calculator method; 4. When Cash Flows Occur More Frequently than Compounding Periods; 4.1. Example 2; 4.2. Algebraic method; 4.3. Formula method; 4.4. Financial calculator method; 5. When Cash Flows Occur Less Frequently than Compounding Periods; 5.1. Example 3; 5.2. Algebraic method 5.3. Formula method 5.4. Financial calculator method; 6. Relationships Among Different Interest Rates; 7. Conclusion; References; Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung; 1. Introduction; 2. Related Literature; 3. Research Design; 3.1. Sample; 3.2. Measurement of variables; 3.2.1. Disclosure of strategic operating information (SOI); 3.2.2. Analyst forecast errors (AFEs); 3.2.3. Control variables; 4. Results; 4.1. Descriptive statistics and univariate analysis; 4.2. Regression results 4.3. Sensitivity analyses 4.4. Additional tests; 5. Conclusion; Acknowledgments; References; Chapter 6 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness; 1. Introduction; 2. Literature and Background; 3. Data and Trading Characteristics; 4. Intraday Trading Behavior; 4.1. Number of trades and volume; 4.2. Trade size (in shares and in dollars); 5. Determinants of Trading and Volume; 6. Probability of Informed Trading; 7. Conclusion; References Chapter 7 The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30 Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr |
| Record Nr. | UNINA-9910450928503321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 2; Contents; List of Contributors; Chapter 1 Multinomial Lattices and Derivatives Pricing George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young; 1. Introduction; 2. A General Description of n-Order Multinomial Lattices; 3. Multinomial Lattices and Lognormally Distributed Asset Prices; 4. Practical Implementation and Numerical Results; 5. Conclusions; References; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; 1. Introduction; 2. Measuring Knowledge Spillovers; 3. Data; 3.1. Knowledge spillovers
3.2. Firm-specific financial data4. Empirical Formulation - The Ohlson Model; 5. Results; 6. Conclusions; Acknowledgments; References; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks Anthony Kozberg; 1. Introduction; 2. Literature Review; 3. Data Collection; 4. Methodology; 5. Results; 6. Expanded Testing; 7. Conclusions and Suggestions for Further Research; Acknowledgments; Appendix; References Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams 1. Introduction; 2. Different Textbook Approaches; 3. When Cash Flows Match Compounding Periods; 3.1. Example 1; 3.2. Algebraic method; 3.3. Formula method; 3.4. Financial calculator method; 4. When Cash Flows Occur More Frequently than Compounding Periods; 4.1. Example 2; 4.2. Algebraic method; 4.3. Formula method; 4.4. Financial calculator method; 5. When Cash Flows Occur Less Frequently than Compounding Periods; 5.1. Example 3; 5.2. Algebraic method 5.3. Formula method 5.4. Financial calculator method; 6. Relationships Among Different Interest Rates; 7. Conclusion; References; Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung; 1. Introduction; 2. Related Literature; 3. Research Design; 3.1. Sample; 3.2. Measurement of variables; 3.2.1. Disclosure of strategic operating information (SOI); 3.2.2. Analyst forecast errors (AFEs); 3.2.3. Control variables; 4. Results; 4.1. Descriptive statistics and univariate analysis; 4.2. Regression results 4.3. Sensitivity analyses 4.4. Additional tests; 5. Conclusion; Acknowledgments; References; Chapter 6 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness; 1. Introduction; 2. Literature and Background; 3. Data and Trading Characteristics; 4. Intraday Trading Behavior; 4.1. Number of trades and volume; 4.2. Trade size (in shares and in dollars); 5. Determinants of Trading and Volume; 6. Probability of Informed Trading; 7. Conclusion; References Chapter 7 The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30 Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr |
| Record Nr. | UNINA-9910784827003321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 2; Contents; List of Contributors; Chapter 1 Multinomial Lattices and Derivatives Pricing George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young; 1. Introduction; 2. A General Description of n-Order Multinomial Lattices; 3. Multinomial Lattices and Lognormally Distributed Asset Prices; 4. Practical Implementation and Numerical Results; 5. Conclusions; References; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; 1. Introduction; 2. Measuring Knowledge Spillovers; 3. Data; 3.1. Knowledge spillovers
3.2. Firm-specific financial data4. Empirical Formulation - The Ohlson Model; 5. Results; 6. Conclusions; Acknowledgments; References; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks Anthony Kozberg; 1. Introduction; 2. Literature Review; 3. Data Collection; 4. Methodology; 5. Results; 6. Expanded Testing; 7. Conclusions and Suggestions for Further Research; Acknowledgments; Appendix; References Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams 1. Introduction; 2. Different Textbook Approaches; 3. When Cash Flows Match Compounding Periods; 3.1. Example 1; 3.2. Algebraic method; 3.3. Formula method; 3.4. Financial calculator method; 4. When Cash Flows Occur More Frequently than Compounding Periods; 4.1. Example 2; 4.2. Algebraic method; 4.3. Formula method; 4.4. Financial calculator method; 5. When Cash Flows Occur Less Frequently than Compounding Periods; 5.1. Example 3; 5.2. Algebraic method 5.3. Formula method 5.4. Financial calculator method; 6. Relationships Among Different Interest Rates; 7. Conclusion; References; Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung; 1. Introduction; 2. Related Literature; 3. Research Design; 3.1. Sample; 3.2. Measurement of variables; 3.2.1. Disclosure of strategic operating information (SOI); 3.2.2. Analyst forecast errors (AFEs); 3.2.3. Control variables; 4. Results; 4.1. Descriptive statistics and univariate analysis; 4.2. Regression results 4.3. Sensitivity analyses 4.4. Additional tests; 5. Conclusion; Acknowledgments; References; Chapter 6 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness; 1. Introduction; 2. Literature and Background; 3. Data and Trading Characteristics; 4. Intraday Trading Behavior; 4.1. Number of trades and volume; 4.2. Trade size (in shares and in dollars); 5. Determinants of Trading and Volume; 6. Probability of Informed Trading; 7. Conclusion; References Chapter 7 The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30 Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr |
| Record Nr. | UNINA-9910819096403321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier
| Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier |
| Autore | Meunier Pierre |
| Pubbl/distr/stampa | Toulouse : , : Cepadues Editions, , [2017] |
| Descrizione fisica | 1 online resource (264 pages) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Monetary policy - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 2-36493-997-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910466776903321 |
|
Meunier Pierre
|
||
| Toulouse : , : Cepadues Editions, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier
| Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier |
| Autore | Meunier Pierre |
| Pubbl/distr/stampa | Toulouse : , : Cepadues Editions, , [2017] |
| Descrizione fisica | 1 online resource (264 pages) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Monetary policy - Mathematical models |
| ISBN | 2-36493-997-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910796938803321 |
|
Meunier Pierre
|
||
| Toulouse : , : Cepadues Editions, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier
| Agrégation Interne de Mathématiques . Tome 1 / / Pierre Meunier |
| Autore | Meunier Pierre |
| Pubbl/distr/stampa | Toulouse : , : Cepadues Editions, , [2017] |
| Descrizione fisica | 1 online resource (264 pages) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Monetary policy - Mathematical models |
| ISBN | 2-36493-997-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910815921203321 |
|
Meunier Pierre
|
||
| Toulouse : , : Cepadues Editions, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analisi statistica dei mercati monetari e finanziari / Giuseppe Storti, Cosimo D. Vitale
| Analisi statistica dei mercati monetari e finanziari / Giuseppe Storti, Cosimo D. Vitale |
| Autore | STORTI, Giuseppe |
| Pubbl/distr/stampa | Napoli ; Roma, : Edizioni scientifiche italiane, 2011 |
| Descrizione fisica | IX, 391 p. : ill. ; 24 cm |
| Disciplina | 332.015195 |
| Altri autori (Persone) | VITALE, Cosimo |
| Collana | Manlio Rossi-Doria |
| Soggetto topico | Matematica finanziaria - Metodi statistici |
| ISBN | 978-88-495-2151-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990003648530203316 |
|
STORTI, Giuseppe
|
||
| Napoli ; Roma, : Edizioni scientifiche italiane, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Analysis of financial time series / Ruey S. Tsay
| Analysis of financial time series / Ruey S. Tsay |
| Autore | Tsay, Ruey S. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Hoboken (NJ), : Wiley, c2010 |
| Descrizione fisica | XXIII, 677 p. ; 25 cm. |
| Disciplina | 332.015195 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Serie temporali - Analisi |
| ISBN | 9780470414354 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNISANNIO-MOD1575324 |
|
Tsay, Ruey S.
|
||
| Hoboken (NJ), : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
