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.
Algorithmic Differentiation in Finance Explained / / by Marc Henrard
| Algorithmic Differentiation in Finance Explained / / by Marc Henrard |
| Autore | Henrard Marc |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 103 p. 7 illus.) |
| Disciplina | 332 |
| Collana | Financial Engineering Explained |
| Soggetto topico |
Financial engineering
Social sciences - Mathematics Financial Engineering Mathematics in Business, Economics and Finance |
| ISBN |
9783319539799
3319539795 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter1 Introduction -- Chapter2 The Principles of Algorithmic Differentiation -- Chapter3 Applications to Finance -- Chapter4 Automated Algorithmic differentiation -- Chapter5 Derivatives to Non-inputs and Non-derivatives to Inputs -- Chapter 6 Calibration. |
| Record Nr. | UNINA-9910255043403321 |
Henrard Marc
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analytical Corporate Finance / / by Angelo Corelli
| Analytical Corporate Finance / / by Angelo Corelli |
| Autore | Corelli Angelo |
| Edizione | [2nd ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (xx, 501 pages) : illustrations |
| Disciplina | 658.15 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Business enterprises—Finance
Risk management Economics, Mathematical Financial engineering Accounting Business Finance Risk Management Quantitative Finance Financial Engineering Financial Accounting |
| ISBN |
3-319-95762-7
9783319957623 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic Concepts -- Valuation Tools -- The Relationship Between Risk and Return -- Business Analysis -- Debt Valuation -- Equity Valuation -- Capital Structure -- Company Valuation -- Financial and Real Options -- Long-Term Financing -- Working Capital Management -- Financial Planning -- International Corporate Finance -- Special Topics. |
| Record Nr. | UNINA-9910298198003321 |
|
Corelli Angelo
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analytical Corporate Finance / / by Angelo Corelli
| Analytical Corporate Finance / / by Angelo Corelli |
| Autore | Corelli Angelo |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVIII, 471 p. 50 illus., 2 illus. in color.) |
| Disciplina | 658.15 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Corporations—Finance
Business enterprises—Finance Risk management Financial engineering Accounting Corporate Finance Business Finance Risk Management Financial Engineering Financial Accounting |
| ISBN | 3-319-39549-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic Concepts -- Valuation Tools -- The Relationship Between Risk and Return -- Business Analysis -- Debt Valuation -- Equity Valuation -- Capital Structure -- Company Valuation -- Financial and Real Options -- Long-Term Financing -- Working Capital Management -- Financial Planning -- International Corporate Finance -- Special Topics -- Index. |
| Record Nr. | UNINA-9910254897403321 |
|
Corelli Angelo
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman
| Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman |
| Autore | Röman Jan R. M |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXVII, 492 p. 3 illus., 1 illus. in color.) |
| Disciplina | 332.6457015195 |
| Soggetto topico |
Financial engineering
Social sciences - Mathematics Capital market Financial risk management Financial Engineering Mathematics in Business, Economics and Finance Capital Markets Risk Management |
| ISBN |
9783319340272
3319340271 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.1. Clearing and settlement -- 1.2. About Risk -- 1.3. Credit and Counterparty Risk -- 1.4. Settlement Risk -- 1.5. Market Risk -- 1.6. Model Risk -- 2.1. Pricing via Arbitrage -- 2.2. Martingales -- 2.3. The Central Limit Theorem -- 2.4. A simple Random Walk -- 2.5. The Binomial model -- 2.6. Modern pricing theory based on risk-neutral valuation -- 2.7. More on Binomial models -- 2.8. Finite difference methods -- 2.9. Value-at-Risk - VaR -- 3.1. Introduction -- 3.2. A binomial model -- 3.3. Finite Probability Spaces -- 3.4. Properties of normal and log-normal distributions -- 3.5. The Itô Lemma -- 3.6. Stochastic integration -- 4.1. Classifications of Partial Differential Equations -- 4.2. Parabolic PDE's -- 4.3. The Black-Scholes-Merton model -- 4.4. Volatility -- 4.5. Parity relations -- 4.6. A practical guide to pricing -- 4.7. Currency options and the Garman-Kohlhagen model -- 4.8. Options on commodities -- 4.9. Black-Scholes and stochastic volatility -- 4.10. The Black-Scholes formulas -- 4.11. American versus European options -- 4.12. Analytical pricing formulas for American options -- 4.13. Poisson processes and jump diffusion -- 5.1. Martingale representation -- 5.2. Girsanov transformation -- 5.3. Securities paying dividends -- 5.4. Hedging -- 6.1. Contract for Difference - CFD -- 6.2. Binary options/ Digital options -- 6.3. Barrier options - Knock-out and Knock-in Options -- 6.4. Lookback Options -- 6.5. Asian Options -- 6.6. Chooser Options -- 6.7. Forward Options -- 6.8. Compound Options - Options on Options -- 6.9. Multi-Asset Options -- 6.10. Basket Options -- 6.11. Correlation Options -- 6.12. Exchange Options -- 6.13. Currency-Linked Options -- 6.14. Pay-Later Options -- 6.15. Extensible Options -- 6.16. Quantos -- 6.17. Structured products -- 6.18. Summary of exotic instruments -- 6.19. Something about weather derivatives -- 7.1. Introduction to deflators -- 8.1. Introduction -- 8.2. Strategies -- 8.3. A decreasing markets -- 8.4. An increasing market -- 8.5. Neutral markets -- 8.6.Volatile Markets -- 8.7. Using market indexes in pricing -- 8.8. Price direction matrix -- 8.9. Strategy matrix -- Appendix: Some source code. |
| Record Nr. | UNINA-9910163990303321 |
|
Röman Jan R. M
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman
| Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman |
| Autore | Röman Jan R. M |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXXI, 728 p. 141 illus.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Financial engineering
Social sciences - Mathematics Capital market Financial risk management Financial Engineering Mathematics in Business, Economics and Finance Capital Markets Risk Management |
| ISBN |
9783319525846
3319525840 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes. |
| Record Nr. | UNINA-9910255041503321 |
|
Röman Jan R. M
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher
| The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher |
| Autore | Larcher Gerhard |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (380 pages) |
| Disciplina |
332.015195
332.0151 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Financial engineering
Financial risk management Social sciences - Mathematics Capital market Financial Engineering Risk Management Mathematics in Business, Economics and Finance Capital Markets |
| ISBN |
9783031238673
9783031238666 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Risk measurement and credit risk management -- Optimal investment problems -- Case studies. |
| Record Nr. | UNINA-9910698640703321 |
|
Larcher Gerhard
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts / / by Gerhard Larcher
| The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts / / by Gerhard Larcher |
| Autore | Larcher Gerhard <1946-> |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (532 pages) |
| Disciplina | 332.0151 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Financial engineering
Capital market Social sciences - Mathematics Financial risk management Financial Engineering Capital Markets Mathematics in Business, Economics and Finance Risk Management |
| ISBN | 3-031-23873-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory. |
| Record Nr. | UNINA-9910686774303321 |
|
Larcher Gerhard <1946->
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher
| The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher |
| Autore | Larcher Gerhard |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (363 pages) |
| Disciplina |
332.015195
332.015 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Financial engineering
Capital market Social sciences - Mathematics Financial risk management Financial Engineering Capital Markets Mathematics in Business, Economics and Finance Risk Management |
| ISBN | 3-031-23870-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives. |
| Record Nr. | UNINA-9910683341103321 |
|
Larcher Gerhard
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Assessing Relative Valuation in Equity Markets : Bridging Research and Practice / / by Emanuele Rossi, Gianfranco Forte
| Assessing Relative Valuation in Equity Markets : Bridging Research and Practice / / by Emanuele Rossi, Gianfranco Forte |
| Autore | Rossi Emanuele |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XIV, 180 p. 6 illus.) |
| Disciplina | 332.6 |
| Collana | Palgrave Pivot |
| Soggetto topico |
Financial services industry
Financial engineering Valuation Business enterprises - Finance Financial risk management Financial Services Financial Engineering Investment Appraisal Corporate Finance Risk Management |
| ISBN |
9781137563354
1137563354 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Relative Valuation: Issues and General Framework -- Chapter 2.Literature Background -- Chapter 3.Accuracy Performance of Relative Valuation -- Chapter 4. A Portfolio Approach: Multiples' Accuracy and Stock Selection -- Conclusion. |
| Record Nr. | UNINA-9910254880303321 |
|
Rossi Emanuele
|
||
| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Funding, Financial Instruments and Decision-Making in the Banking Industry / / edited by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández
| Bank Funding, Financial Instruments and Decision-Making in the Banking Industry / / edited by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XX, 284 p. 20 illus., 6 illus. in color.) |
| Disciplina | 658.15 |
| Collana | Palgrave Macmillan Studies in Banking and Financial Institutions |
| Soggetto topico |
Business enterprises - Finance
Financial services industry Capital market Financial engineering Finance, Public Corporate Finance Financial Services Capital Markets Financial Engineering Public Finance |
| ISBN |
9783319307015
3319307010 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1) Does earnings management affect banks' cost of funding? An empirical investigation across an European sample; Federico Beltrame, Daniele Previtali and Alex Sclip -- 2) Volatility linkages and Co-movements between international stocks and the Sukuk market; Alberto Dreassi, Stefano Miani, Andrea Paltrinieri and Alex Sclip -- 3) Bank-specific, macroeconomic or structural variables: which explains bank enterprise lending? The evidence from transition countries; Ewa Miklaszewska and Krzysztof Kil -- 4) Bank-specific, macroeconomic or structural variables: which explains bank enterprise lending? The evidence from transition countries; Santiago Carbó-Valverde, Pedro J. Cuadros-Solas and Francisco Rodríguez-Fernández -- 5) New Financing Instruments to Bridge the Funding Gap: The Lesson from Italy; Elisa Giaretta and Giusy Chesini -- 6) Microfinance Impact Investments: How Far Are They from OECD Social Impact Investment Definition; Mario La Torre and Helen Chiappini -- 7) Intellectual Capital Disclosure and IPO Results: Is it a Matter of Classification?; Christiana Cardi, Camilla Mazzoli and Sabrina Severini -- 8) The Drivers of Dividend Policies in Europe; Giusy Chesini and Elisa Giaretta -- 9) Long-Range Financial Decision-Making: The Role of Episodic Prospection; Gianni Brighetti, Caterina Lucarelli, Nicoletta Marinelli and Giulia Giansiracusa. |
| Record Nr. | UNINA-9910254893403321 |
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||