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Algorithmic differentiation in finance explained [[electronic resource] /] / by Marc Henrard
| Algorithmic differentiation in finance explained [[electronic resource] /] / 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
Economics, Mathematical Financial Engineering Quantitative Finance |
| ISBN | 3-319-53979-5 |
| 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
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analytical Corporate Finance [[electronic resource] /] / by Angelo Corelli
| Analytical Corporate Finance [[electronic resource] /] / 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 |
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Corelli Angelo
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analytical Corporate Finance [[electronic resource] /] / by Angelo Corelli
| Analytical Corporate Finance [[electronic resource] /] / 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 |
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Corelli Angelo
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analytical Finance: Volume I [[electronic resource] ] : The Mathematics of Equity Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman
| Analytical Finance: Volume I [[electronic resource] ] : 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
Economics, Mathematical Capital market Risk management Financial Engineering Quantitative Finance Capital Markets Risk Management |
| ISBN | 3-319-34027-1 |
| 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 |
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Röman Jan R. M
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analytical Finance: Volume II [[electronic resource] ] : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman
| Analytical Finance: Volume II [[electronic resource] ] : 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
Economics, Mathematical Capital market Risk management Financial Engineering Quantitative Finance Capital Markets Risk Management |
| ISBN | 3-319-52584-0 |
| 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 |
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Röman Jan R. M
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Assessing Relative Valuation in Equity Markets [[electronic resource] ] : Bridging Research and Practice / / by Emanuele Rossi, Gianfranco Forte
| Assessing Relative Valuation in Equity Markets [[electronic resource] ] : 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 |
Investment banking
Securities Financial engineering Capital investments Corporations—Finance Risk management Investments and Securities Financial Engineering Investment Appraisal Corporate Finance Risk Management |
| ISBN | 1-137-56335-4 |
| 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 |
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Rossi Emanuele
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank Funding, Financial Instruments and Decision-Making in the Banking Industry [[electronic resource] /] / edited by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández
| Bank Funding, Financial Instruments and Decision-Making in the Banking Industry [[electronic resource] /] / 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 |
Corporations—Finance
Banks and banking Capital market Financial engineering Finance, Public Corporate Finance Banking Capital Markets Financial Engineering Public Finance |
| ISBN | 3-319-30701-0 |
| 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 | ||
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Bayesian Analysis of Demand Under Block Rate Pricing [[electronic resource] /] / by Koji Miyawaki
| Bayesian Analysis of Demand Under Block Rate Pricing [[electronic resource] /] / by Koji Miyawaki |
| Autore | Miyawaki Koji |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (120 pages) |
| Disciplina | 519.542 |
| Collana | JSS Research Series in Statistics |
| Soggetto topico |
Statistics
Financial engineering Economic policy Statistics for Business, Management, Economics, Finance, Insurance Statistical Theory and Methods Bayesian Inference Financial Engineering R & D/Technology Policy |
| ISBN | 981-15-1857-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Demand under Increasing Block Rate Pricing -- 3. Demand under Decreasing Block Rate Pricing -- 4. Extensions to Panel Data -- 5. Extensions to Areal Data -- 6. Block Normal Simulator. |
| Record Nr. | UNINA-9910364956303321 |
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Miyawaki Koji
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bitcoin and Mobile Payments [[electronic resource] ] : Constructing a European Union Framework / / edited by Gabriella Gimigliano
| Bitcoin and Mobile Payments [[electronic resource] ] : Constructing a European Union Framework / / edited by Gabriella Gimigliano |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XXIX, 314 p.) |
| Disciplina | 332.17 |
| Collana | Palgrave Studies in Financial Services Technology |
| Soggetto topico |
Bank marketing
Investment banking Securities Financial engineering Capital market European Union Financial Services Investments and Securities Financial Engineering Capital Markets European Union Politics |
| ISBN | 1-137-57512-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Approaching Mobile Payments and the Bitcoin within the EU Framework. Rationale and Objectives of the Study; Gambriella Gimigliano -- Part I. Institutional Strategies and Economic Background -- Chapter 1. The Regulatory machine: An Institutional Approach to Innovative Payments in Europe; Gino Giambelluca, Paola Masi -- Chapter 2. Economic Issues on M-Payments and Bitcoin; Gianni Bonaiuti -- Part II. The Framework: A European and a Comparative Outline -- Chapter 3. Bit by Bit: Assessing the Legal Nature of Virtual Currencies; Noah Vardi -- Chapter 4. Mobilizing Payments within the European Union Framework: A Legal Analysis; Gabriella Gimigliano -- Chapter 5. A Fuzzy Set in the Legal Domain: Bitcoins According to US Legal Formants; Andrea Borroni -- Chapter 6. M-Payments: How Much Regulation is Appropriate? Learning from the Global Experience; Elisabetta Cervone -- Part III. The Challenges -- Chapter 7. Security Issues of New Innovative Payments and their Regulatory Challenges; Safari Kasiyanto -- Chapter 8. EU Data Protection and Future Payment Services; Gloria Gonzalez Fuster -- Chapter 9. The Classification of Virtual Currencies and Mobile Payments in Terms of the Old and New European Anti-Money Laundering Frameworks; Carolin Kaiser -- Chapter 10. Virtual currencies, M-Payments and VAT – Ready for the Future; Redmar Wolf -- Chapter 11. Mobile Payments and Merger Regulation: A Case Law Analysis; Daniele D’Alvia -- Conclusions -- Chapter 12. Mobile Payments and Bitcoin: Concluding Reflections on the Digital Upheaval in Payments; Benjamin Geva. . |
| Record Nr. | UNINA-9910254885703321 |
| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Blockchain Economics and Financial Market Innovation [[electronic resource] ] : Financial Innovations in the Digital Age / / edited by Umit Hacioglu
| Blockchain Economics and Financial Market Innovation [[electronic resource] ] : Financial Innovations in the Digital Age / / edited by Umit Hacioglu |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (568 pages) |
| Disciplina | 330.0285574 |
| Collana | Contributions to Economics |
| Soggetto topico |
Capital market
Management Industrial management Financial engineering Investment banking Securities Capital Markets Innovation/Technology Management Financial Engineering Investments and Securities |
| ISBN | 3-030-25275-2 |
| Classificazione | JEL.E4.5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Blockchain Economics and Financial Market Innovation -- Corporate Finance in the New Business Ecosystem in Digital Age -- The Global Financial System's New Tool: Digital Money -- Redesigning Current Banknotes with Blockchain Infrastructure: A Model Proposal -- Initial Coin Offerings: Tokens as Innovative Financial Assets -- The Blockchain– Sustainability Nexus: Can this New Technology enhance Social, Environmental and Economic Sustainability? -- Part II. Crypto-Currency Investment Strategies and Crypto-Markets -- Herding Behavior in Cryptocurrency Market: CSSD and CSAD Analysis -- News Sentiment and Cryptocurrency Volatility.-Bitcoin Market Price Analysis and an Empirical Comparison with Main Currencies, Commodities, Securities and Altcoins -- The Causal Relationship between Returns and Trading Volume in Cryptocurrency Markets: Recursive Evolving Approach -- Assessment of the Crypto Market Efficiency: Empirical Evidence from Unit Root Tests with Different Approximations -- Forecasting the Prices of Cryptocurrencies Using GM(1,1) Rolling Model -- Part III. Economic and Financial Assessment of Crypto-Currencies -- Is It Possible To Understand The Dynamics of Cryptocurrency Markets Using Econophysics? Crypto – Econophysics -- The Linkage Between Cryptocurrencies and Macro-Financial Parameters: A Data Mining Approach -- Impact of Digital Technology and the Use of Blockchain Technology from Consumer Perspective -- Empirical Evidence of the Relationships between Bitcoin and Stock Exchanges: Case of Return and Volatility Spillover -- Crypto Currencies as an Investment Vehicle: The Asymmetric Relationships between Bitcoin and Precious Metals -- Part IV. Crypto Currency Taxation in Emerging Markets -- Effective Taxation System by Blockchain Technology -- Size and Taxation of Cryptocurrency: An Assessment for Emerging Economies -- Accounting and Taxation of Crypto Currencies in Emerging Markets -- Cryptocurrency and Tax Regulation: Global Challenges for Tax Administration -- Using Smart Contracts VIA Blockchain Technology for Effective Cost Management in Health Services -- Part V. Related Subjects, Political Agenda for Crypto Markets -- Cryptocurrencies in the Digital Era: The Role of Technological Trust and Its International Effects -- Existence of Speculative Bubbles for the US at times of Two Major Financial Crises in the Recent Past : An Econometric Check of BitCoin Prices -- Analysis of Relationship Between International Interest Rates and Cryptocurrency Prices: Case for Bitcoin and LIBOR -- Cryptocurrency Derivatives: The Case Of Bitcoin -- How Is A Machine Learning Algorithm Now-casting Stock Returns? A Test for ASELSAN -- A Comprehensive Framework For Accounting 4.0: Implications Of Industry 4.0 In Digital Era. |
| Record Nr. | UNINA-9910364949803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Financial Engineering
(65)
- Financial engineering (64)
- Risk Management (23)
- Risk management (21)
- Economics, Mathematical (19)