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.
An introduction to the mathematics of financial derivatives / Ali Hirsa, Salih N. Neftci
| An introduction to the mathematics of financial derivatives / Ali Hirsa, Salih N. Neftci |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Amsterdam etc.!, : Elsevier, ©2014 |
| Descrizione fisica | VIII, 444 p. ; 24 cm. |
| Disciplina | 332.6015118 |
| Soggetto topico | Investimenti - Modelli matematici |
| ISBN | 9780123846822 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0362508 |
| Amsterdam etc.!, : Elsevier, ©2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino e del Lazio Meridionale | ||
| ||
Applied stochastic models and control for finance and insurance / by Charles S. Tapiero
| Applied stochastic models and control for finance and insurance / by Charles S. Tapiero |
| Autore | Tapiero, Charles S. |
| Pubbl/distr/stampa | Boston [etc.], : Kluwer, ©1998 |
| Descrizione fisica | 341 p. ; 24 cm. |
| Disciplina | 332.6015118 |
| Soggetto topico |
FINANZA - MODELLI STOCASTICI
ASSICURAZIONI - MODELLI STOCASTICI |
| ISBN | 0792381483 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISANNIO-UBO0327541 |
Tapiero, Charles S.
|
||
| Boston [etc.], : Kluwer, ©1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
Criteri per la selezione del portafoglio / Elio Canestrelli, Carla Nardelli
| Criteri per la selezione del portafoglio / Elio Canestrelli, Carla Nardelli |
| Autore | CANESTRELLI, Elio |
| Edizione | [2.rist. riv.] |
| Pubbl/distr/stampa | Torino : G. Gappichelli, 1998 |
| Descrizione fisica | 76 p. ; 24 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | NARDELLI, Carla |
| Soggetto topico | Investmenti - Modelli metematici |
| ISBN | 88-348-8157-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990000463680203316 |
|
CANESTRELLI, Elio
|
||
| Torino : G. Gappichelli, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Decisioni di investimento : modelli analitici e politiche economiche / a cura di Ferruccio Marzano ; contributi di F. Marzano, M. Bianchi, M. Mulino ... [et al.]
| Decisioni di investimento : modelli analitici e politiche economiche / a cura di Ferruccio Marzano ; contributi di F. Marzano, M. Bianchi, M. Mulino ... [et al.] |
| Pubbl/distr/stampa | Padova, : Cedam, 1993 |
| Descrizione fisica | 202 p. ; 24 cm |
| Disciplina | 332.6015118 |
| Soggetto non controllato |
Imprese - Investimenti
Investimenti industriali - Modelli matematici |
| ISBN | 88-13-18854-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990003044330403321 |
| Padova, : Cedam, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Decisioni di investimento : modelli analitici e politiche economiche / a cura di Ferruccio Marzano ; contributi di F. Marzano... [et al.]
| Decisioni di investimento : modelli analitici e politiche economiche / a cura di Ferruccio Marzano ; contributi di F. Marzano... [et al.] |
| Pubbl/distr/stampa | Padova : Cedam, 1993 |
| Descrizione fisica | 202 p. : 24 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | Marzano, Ferruccio |
| Soggetto topico | Investimenti industriali - Modelli matematici |
| ISBN | 8813188544 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991000468829707536 |
| Padova : Cedam, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette
| Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette |
| Autore | Malevergne, Yannick |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | xvi, 312 p. : ill. ; 24 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | Sornette, Didierauthor |
| Soggetto topico |
Investment analysis - Mathematical models
Stochastic models Risk management - Mathematical models |
| ISBN |
354027264X
9783540272649 |
| Classificazione |
AMS 91B30
LC HG4529.M34 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003798569707536 |
|
Malevergne, Yannick
|
||
| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Extreme financial risks and asset allocation / / Olivier Courtois, EM Lyon Business School, France, Christian Walter, Fondation Maison des Sciences de l'Homme, France
| Extreme financial risks and asset allocation / / Olivier Courtois, EM Lyon Business School, France, Christian Walter, Fondation Maison des Sciences de l'Homme, France |
| Autore | Le Courtois Olivier |
| Pubbl/distr/stampa | London : , : Imperial College Press, , [2014] |
| Descrizione fisica | 1 online resource (351 p.) |
| Disciplina |
332.6015118
658.155 |
| Collana | Series in quantitative finance |
| Soggetto topico |
Portfolio management
Investment analysis Stock price forecasting |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78326-309-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion. |
| Record Nr. | UNINA-9910464539003321 |
|
Le Courtois Olivier
|
||
| London : , : Imperial College Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France
| Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France |
| Autore | Le Courtois Olivier |
| Pubbl/distr/stampa | London : , : Imperial College Press, , [2014] |
| Descrizione fisica | 1 online resource (xvii, 351 pages) : illustrations |
| Disciplina |
332.6015118
658.155 |
| Collana | Series in quantitative finance |
| Soggetto topico |
Financial risk
Asset allocation |
| ISBN | 1-78326-309-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion. |
| Record Nr. | UNINA-9910789288103321 |
|
Le Courtois Olivier
|
||
| London : , : Imperial College Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France
| Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France |
| Autore | Le Courtois Olivier |
| Pubbl/distr/stampa | London : , : Imperial College Press, , [2014] |
| Descrizione fisica | 1 online resource (xvii, 351 pages) : illustrations |
| Disciplina |
332.6015118
658.155 |
| Collana | Series in quantitative finance |
| Soggetto topico |
Financial risk
Asset allocation |
| ISBN | 1-78326-309-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion. |
| Record Nr. | UNINA-9910810302503321 |
|
Le Courtois Olivier
|
||
| London : , : Imperial College Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial liberalization and investment / Kanhaya L. Gupta and Robert Lensink
| Financial liberalization and investment / Kanhaya L. Gupta and Robert Lensink |
| Autore | Gupta, Kanhaya Lal |
| Pubbl/distr/stampa | London; New York : Routledge, 1996 |
| Descrizione fisica | XII, 183 p. ; 23 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | Lensink, Robert |
| Collana | Routledge studies in development economics |
| Soggetto non controllato | InvestimentiModelli matematici |
| ISBN | 0415138795 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNIPARTHENOPE-000020357 |
|
Gupta, Kanhaya Lal
|
||
| London; New York : Routledge, 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Parthenope | ||
| ||
