Applied Probability and Stochastic Processes [[electronic resource] /] / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (518 pages) |
Disciplina | 519.2 |
Collana | Infosys Science Foundation Series in Mathematical Sciences |
Soggetto topico |
Probabilities
Operations research Management science Finance—Mathematics Decision making Computer engineering Probability Theory and Stochastic Processes Operations Research, Management Science Financial Mathematics Operations Research/Decision Theory Computer Engineering |
ISBN | 981-15-5951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Hermann Thorisson, Shift-Coupling and Maximality -- Ashok Krishnan K. S, Vinod Sharma, Diffusion Approximation Analysis of Multihop Wireless Networks: Quality of Service and Convergence of Stationary Distribution -- Liu Mei, Alexander Dudin, Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process -- Krishna B. Athreya, What is Standard Brownian Motion? -- Srinivas R. Chakravarthy, Busy Period Analysis of multi-server retrial queueing systems -- Alexander Rumyantsev, Garimella Rama Murthy, Steady State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking -- Shruti Kapoor, S. Dharmaraja, Applications of Fluid Queues in Rechargeable Batteries -- Souvik Ghosh, A. D. Banik, M. L. Chaudhry, Analysis of BMAP/R/1 Queues under Gated–limited Service with the Server’s Single Vacation Policy -- G. Arivarignan, M. Keerthana, B. Sivakumar, A Production Inventory System with Renewal and Retrial Demands -- U. C. Gupta, Nitin Kumar, F. P. Barbhuiya, A Queueing System with Batch Renewal Input and Negative Arrivals -- Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev, Asymptotic Analysis Methods for Multi-sever Retrial Queueing Systems -- Ekaterina Lisovskaya, Michele Pagano, On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers -- Ari Arapostathis, Vivek S. Borkar, Controlled Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae -- Malini S, DhanyaShajin, An (s, S) Production Inventory System with State Dependent Production Rate and Lost Sales -- Dibu A. S., M. J. Jacob, Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier -- Salini S. Nair, K. P. Jose, A PH Distributed Production Inventory Model with Different Modes of Service and Map Arrivals -- Kavya P., M. Manoharan, On a Generalized Lifetime Model Using DUS Transformation -- V. P. Praveen, M. Manoharan, Analysis of Inventory Control Model for Items Having General Deterioration Rate -- A. Krishnamoorthy, V. Divya, A Two-Server Queueing System with Processing of Service Items by a Sever -- SinuLal T. S, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky, A Two Stage Tandem Queue with Specialist Servers -- Jomy Punalal, S. Babu, Retrial Queueing System with Self-Generation of Priorities and Customer Induced Interruption -- D. Kannan, Lina Ma, Valuation of Reverse Mortgage -- Rostislav Razumchik, LusineMeykhanadzhyan, Stationary Distribution of Discrete-Time and Finite-Capacity Queue with Resequencing -- ChiranjibMukherjee, S. R. S. Varadhan, The Polaron Measure -- Tuan Phung Duc, Batch Arrival Multiserver Queue with State-Dependent Setup for Energy Saving Data Center -- T. E. Govindan, Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations -- Vladimir Vishnevsky, Andrey Larionov, Stochastic Multiphase Models and Their Application for Analysis of End-To-End Delays in Wireless Multihop Networks -- Garimella Rama Murthy, Variance Laplacian: Quadratic Forms in Statistics -- B. Rajeev, On the Feynman–Kac Formula -- Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova, Heterogeneous Resource Queueing System with Renewal Arrival Process. |
Record Nr. | UNISA-996418270703316 |
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Applied Probability and Stochastic Processes [[electronic resource] /] / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (518 pages) |
Disciplina | 519.2 |
Collana | Infosys Science Foundation Series in Mathematical Sciences |
Soggetto topico |
Probabilities
Operations research Management science Finance—Mathematics Decision making Computer engineering Probability Theory and Stochastic Processes Operations Research, Management Science Financial Mathematics Operations Research/Decision Theory Computer Engineering |
ISBN | 981-15-5951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Hermann Thorisson, Shift-Coupling and Maximality -- Ashok Krishnan K. S, Vinod Sharma, Diffusion Approximation Analysis of Multihop Wireless Networks: Quality of Service and Convergence of Stationary Distribution -- Liu Mei, Alexander Dudin, Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process -- Krishna B. Athreya, What is Standard Brownian Motion? -- Srinivas R. Chakravarthy, Busy Period Analysis of multi-server retrial queueing systems -- Alexander Rumyantsev, Garimella Rama Murthy, Steady State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking -- Shruti Kapoor, S. Dharmaraja, Applications of Fluid Queues in Rechargeable Batteries -- Souvik Ghosh, A. D. Banik, M. L. Chaudhry, Analysis of BMAP/R/1 Queues under Gated–limited Service with the Server’s Single Vacation Policy -- G. Arivarignan, M. Keerthana, B. Sivakumar, A Production Inventory System with Renewal and Retrial Demands -- U. C. Gupta, Nitin Kumar, F. P. Barbhuiya, A Queueing System with Batch Renewal Input and Negative Arrivals -- Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev, Asymptotic Analysis Methods for Multi-sever Retrial Queueing Systems -- Ekaterina Lisovskaya, Michele Pagano, On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers -- Ari Arapostathis, Vivek S. Borkar, Controlled Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae -- Malini S, DhanyaShajin, An (s, S) Production Inventory System with State Dependent Production Rate and Lost Sales -- Dibu A. S., M. J. Jacob, Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier -- Salini S. Nair, K. P. Jose, A PH Distributed Production Inventory Model with Different Modes of Service and Map Arrivals -- Kavya P., M. Manoharan, On a Generalized Lifetime Model Using DUS Transformation -- V. P. Praveen, M. Manoharan, Analysis of Inventory Control Model for Items Having General Deterioration Rate -- A. Krishnamoorthy, V. Divya, A Two-Server Queueing System with Processing of Service Items by a Sever -- SinuLal T. S, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky, A Two Stage Tandem Queue with Specialist Servers -- Jomy Punalal, S. Babu, Retrial Queueing System with Self-Generation of Priorities and Customer Induced Interruption -- D. Kannan, Lina Ma, Valuation of Reverse Mortgage -- Rostislav Razumchik, LusineMeykhanadzhyan, Stationary Distribution of Discrete-Time and Finite-Capacity Queue with Resequencing -- ChiranjibMukherjee, S. R. S. Varadhan, The Polaron Measure -- Tuan Phung Duc, Batch Arrival Multiserver Queue with State-Dependent Setup for Energy Saving Data Center -- T. E. Govindan, Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations -- Vladimir Vishnevsky, Andrey Larionov, Stochastic Multiphase Models and Their Application for Analysis of End-To-End Delays in Wireless Multihop Networks -- Garimella Rama Murthy, Variance Laplacian: Quadratic Forms in Statistics -- B. Rajeev, On the Feynman–Kac Formula -- Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova, Heterogeneous Resource Queueing System with Renewal Arrival Process. |
Record Nr. | UNINA-9910484811103321 |
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied Probability and Stochastic Processes / / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Springer Singapore, 2020 |
Descrizione fisica | 1 online resource (518 pages) |
Disciplina | 519.2 |
Collana | Infosys Science Foundation Series in Mathematical Sciences |
Soggetto topico |
Probabilities
Operations research Management science Finance—Mathematics Decision making Computer engineering Probability Theory and Stochastic Processes Operations Research, Management Science Financial Mathematics Operations Research/Decision Theory Computer Engineering |
ISBN | 981-15-5951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Hermann Thorisson, Shift-Coupling and Maximality -- Ashok Krishnan K. S, Vinod Sharma, Diffusion Approximation Analysis of Multihop Wireless Networks: Quality of Service and Convergence of Stationary Distribution -- Liu Mei, Alexander Dudin, Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process -- Krishna B. Athreya, What is Standard Brownian Motion? -- Srinivas R. Chakravarthy, Busy Period Analysis of multi-server retrial queueing systems -- Alexander Rumyantsev, Garimella Rama Murthy, Steady State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking -- Shruti Kapoor, S. Dharmaraja, Applications of Fluid Queues in Rechargeable Batteries -- Souvik Ghosh, A. D. Banik, M. L. Chaudhry, Analysis of BMAP/R/1 Queues under Gated–limited Service with the Server’s Single Vacation Policy -- G. Arivarignan, M. Keerthana, B. Sivakumar, A Production Inventory System with Renewal and Retrial Demands -- U. C. Gupta, Nitin Kumar, F. P. Barbhuiya, A Queueing System with Batch Renewal Input and Negative Arrivals -- Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev, Asymptotic Analysis Methods for Multi-sever Retrial Queueing Systems -- Ekaterina Lisovskaya, Michele Pagano, On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers -- Ari Arapostathis, Vivek S. Borkar, Controlled Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae -- Malini S, DhanyaShajin, An (s, S) Production Inventory System with State Dependent Production Rate and Lost Sales -- Dibu A. S., M. J. Jacob, Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier -- Salini S. Nair, K. P. Jose, A PH Distributed Production Inventory Model with Different Modes of Service and Map Arrivals -- Kavya P., M. Manoharan, On a Generalized Lifetime Model Using DUS Transformation -- V. P. Praveen, M. Manoharan, Analysis of Inventory Control Model for Items Having General Deterioration Rate -- A. Krishnamoorthy, V. Divya, A Two-Server Queueing System with Processing of Service Items by a Sever -- SinuLal T. S, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky, A Two Stage Tandem Queue with Specialist Servers -- Jomy Punalal, S. Babu, Retrial Queueing System with Self-Generation of Priorities and Customer Induced Interruption -- D. Kannan, Lina Ma, Valuation of Reverse Mortgage -- Rostislav Razumchik, LusineMeykhanadzhyan, Stationary Distribution of Discrete-Time and Finite-Capacity Queue with Resequencing -- ChiranjibMukherjee, S. R. S. Varadhan, The Polaron Measure -- Tuan Phung Duc, Batch Arrival Multiserver Queue with State-Dependent Setup for Energy Saving Data Center -- T. E. Govindan, Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations -- Vladimir Vishnevsky, Andrey Larionov, Stochastic Multiphase Models and Their Application for Analysis of End-To-End Delays in Wireless Multihop Networks -- Garimella Rama Murthy, Variance Laplacian: Quadratic Forms in Statistics -- B. Rajeev, On the Feynman–Kac Formula -- Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova, Heterogeneous Resource Queueing System with Renewal Arrival Process. |
Record Nr. | UNISA-996601666403316 |
Springer Singapore, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Applied Probability and Stochastic Processes / / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Springer Singapore, 2020 |
Descrizione fisica | 1 online resource (518 pages) |
Disciplina | 519.2 |
Collana | Infosys Science Foundation Series in Mathematical Sciences |
Soggetto topico |
Probabilities
Operations research Management science Finance—Mathematics Decision making Computer engineering Probability Theory and Stochastic Processes Operations Research, Management Science Financial Mathematics Operations Research/Decision Theory Computer Engineering |
ISBN | 981-15-5951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Hermann Thorisson, Shift-Coupling and Maximality -- Ashok Krishnan K. S, Vinod Sharma, Diffusion Approximation Analysis of Multihop Wireless Networks: Quality of Service and Convergence of Stationary Distribution -- Liu Mei, Alexander Dudin, Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process -- Krishna B. Athreya, What is Standard Brownian Motion? -- Srinivas R. Chakravarthy, Busy Period Analysis of multi-server retrial queueing systems -- Alexander Rumyantsev, Garimella Rama Murthy, Steady State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking -- Shruti Kapoor, S. Dharmaraja, Applications of Fluid Queues in Rechargeable Batteries -- Souvik Ghosh, A. D. Banik, M. L. Chaudhry, Analysis of BMAP/R/1 Queues under Gated–limited Service with the Server’s Single Vacation Policy -- G. Arivarignan, M. Keerthana, B. Sivakumar, A Production Inventory System with Renewal and Retrial Demands -- U. C. Gupta, Nitin Kumar, F. P. Barbhuiya, A Queueing System with Batch Renewal Input and Negative Arrivals -- Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev, Asymptotic Analysis Methods for Multi-sever Retrial Queueing Systems -- Ekaterina Lisovskaya, Michele Pagano, On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers -- Ari Arapostathis, Vivek S. Borkar, Controlled Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae -- Malini S, DhanyaShajin, An (s, S) Production Inventory System with State Dependent Production Rate and Lost Sales -- Dibu A. S., M. J. Jacob, Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier -- Salini S. Nair, K. P. Jose, A PH Distributed Production Inventory Model with Different Modes of Service and Map Arrivals -- Kavya P., M. Manoharan, On a Generalized Lifetime Model Using DUS Transformation -- V. P. Praveen, M. Manoharan, Analysis of Inventory Control Model for Items Having General Deterioration Rate -- A. Krishnamoorthy, V. Divya, A Two-Server Queueing System with Processing of Service Items by a Sever -- SinuLal T. S, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky, A Two Stage Tandem Queue with Specialist Servers -- Jomy Punalal, S. Babu, Retrial Queueing System with Self-Generation of Priorities and Customer Induced Interruption -- D. Kannan, Lina Ma, Valuation of Reverse Mortgage -- Rostislav Razumchik, LusineMeykhanadzhyan, Stationary Distribution of Discrete-Time and Finite-Capacity Queue with Resequencing -- ChiranjibMukherjee, S. R. S. Varadhan, The Polaron Measure -- Tuan Phung Duc, Batch Arrival Multiserver Queue with State-Dependent Setup for Energy Saving Data Center -- T. E. Govindan, Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations -- Vladimir Vishnevsky, Andrey Larionov, Stochastic Multiphase Models and Their Application for Analysis of End-To-End Delays in Wireless Multihop Networks -- Garimella Rama Murthy, Variance Laplacian: Quadratic Forms in Statistics -- B. Rajeev, On the Feynman–Kac Formula -- Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova, Heterogeneous Resource Queueing System with Renewal Arrival Process. |
Record Nr. | UNINA-9910863121403321 |
Springer Singapore, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / / by Robert A. Jarrow |
Autore | Jarrow Robert A |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
Descrizione fisica | 1 online resource (XXIII, 448 p.) |
Disciplina | 519 |
Collana | Springer Finance Textbooks |
Soggetto topico |
Economics, Mathematical
Probabilities Mathematical optimization Finance—Mathematics Quantitative Finance Probability Theory and Stochastic Processes Optimization Financial Mathematics |
ISBN | 3-319-77821-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. - Part III Equilibrium. - Part IV Trading Constraints. - References -- Index. |
Record Nr. | UNINA-9910799494903321 |
Jarrow Robert A | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Logistics, Supply Chain and Financial Predictive Analytics [[electronic resource] ] : Theory and Practices / / edited by Kusum Deep, Madhu Jain, Said Salhi |
Edizione | [1st ed. 2019.] |
Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (VII, 254 p. 54 illus., 38 illus. in color.) |
Disciplina | 658.4038 |
Collana | Asset Analytics, Performance and Safety Management |
Soggetto topico |
Big data
Business logistics Finance—Mathematics Big Data/Analytics Supply Chain Management Logistics Financial Mathematics |
ISBN | 981-13-0872-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Chapter 1: Co-operative/non-cooperative supply chain models for imperfect quality items with trade-credit financing -- Chapter 2: Determination of initial basic feasible solution for transportation problems using supply demand reparation method and continuous allocation method -- Chapter 3: Comparison study on exponential smoothing and arima model for the fuel price -- Chapter 4: An optimal policy for weibull distributed deteriorating items varying with ramp type demand rate and shortages -- Chapter 5: Inventory model with shortages and deterioration for three different demand rates -- Chapter 6: Outlier labeling methods for medical data -- Chapter 7: Goal programming model to budgetary allocation in garbage disposal plant -- Chapter 8: A validated model of a fault-tolerant system -- Chapter 9: Formation and designing of “least cost ration formulation application of cattle” using excel vba -- Chapter 10: New stable numerical inversion of generalized abel integral equation -- Chapter 11: Empirical analysis of probabilistic bounds -- Chapter 12: A graph-theoretical approach for comparison between the pair of allied ragas bhupali and deshkar of north indian classical music -- Chapter 13: A general class of tests for testing homogeneity of location parameters against ordered alternatives -- Chapter 14: Modelling of male age at marriage: evidences from western region of uttar pradesh (india) -- Chapter 15: Copula functions and applications in engineering -- Chapter 16: A preservation technology model for deteriorating items with advertisement dependent demand and trade credit -- Chapter 17: Time series model for stock price forecasting in india -- Chapter 18: asset pricing through capital market curve -- Chapter 19: Non-dominated sorting water cycle algorithm for optimal selection of cardinality constrained portfolio problem -- Chapter 20: Tqm indicators implemented by teachers of the primary school. |
Record Nr. | UNINA-9910350214803321 |
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Matematica per la gestione finanziaria / Elisa Luciano, Lorenzo Peccati |
Autore | Luciano, Elisa |
Pubbl/distr/stampa | Roma : Editori Riuniti, 1997 |
Descrizione fisica | 530 p. ; 22 cm |
Disciplina | 332.0151 |
Altri autori (Persone) | Peccati, Lorenzoauthor |
Collana | Nuova biblioteca di cultura. Serie scientifica |
Soggetto topico | Financial Mathematics |
ISBN | 883594421X |
Classificazione | AMS 91B28 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNISALENTO-991000464839707536 |
Luciano, Elisa | ||
Roma : Editori Riuniti, 1997 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Mathematical Topics on Representations of Ordered Structures and Utility Theory : Essays in Honor of Professor Ghanshyam B. Mehta / / edited by Gianni Bosi, María J. Campión, Juan C. Candeal, Esteban Indurain |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (xxii, 368 pages) |
Disciplina | 006.3 |
Collana | Studies in Systems, Decision and Control |
Soggetto topico |
Computational intelligence
Finance—Mathematics Operations research Decision making Algebra Ordered algebraic structures Computational Intelligence Financial Mathematics Operations Research/Decision Theory Order, Lattices, Ordered Algebraic Structures |
ISBN | 3-030-34226-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Topology and preference relations -- The existence and the non-existence of utility functions -- Open questions in Utility Theory -- Representations of interval orders on connected separable -- Searching for a Debreu's open gap lemma for semiorders -- A note on Candeal and Indurain’s semiorder separability -- Chain Representations of Nested Families of Biorders -- A note on representable group topologies -- Preferences in abstract convex structures -- Strictly monotonic preferences -- Continuity and continuous multi-utility representations -- Jointly continuous multy-utility representation -- Subjective States without the Completeness Axiom -- Preference for Flexibility: A Continuous Representation -- The Arrow-Hahn Construction in a locally compact -- Continuous Utility Representation of Fuzzy Preferences -- Similarity relation by using money-metric utility functions -- The interplay between intergenerational justice -- Comparative Risk Aversion for State-Dependent Preferences. |
Record Nr. | UNINA-9910484285803321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Qualitative Investment Decision-Making Methods under Hesitant Fuzzy Environments / / by Wei Zhou, Zeshui Xu |
Autore | Zhou Wei |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (XIV, 144 p. 27 illus., 21 illus. in color.) |
Disciplina | 519.542 |
Collana | Studies in Fuzziness and Soft Computing |
Soggetto topico |
Computational intelligence
Financial engineering Operations research Decision making Finance—Mathematics Computational Intelligence Financial Engineering Operations Research/Decision Theory Financial Mathematics |
ISBN | 3-030-11349-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Investment decision making based on the asymmetric hesitant fuzzy sigmoid preference relations -- Investment decision making based on the hesitant fuzzy trade-off and portfolio selection -- Investment decision making based on the hesitant fuzzy preference envelopment analysis -- Investment decision making based on the hesitant fuzzy peer-evaluation and strategy fusion -- Investment decision making based on the EHVaR measurement and tail analysis -- Conclusions. |
Record Nr. | UNINA-9910484384603321 |
Zhou Wei | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens |
Autore | De Spiegeleer Jan |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
Descrizione fisica | 1 online resource (viii, 106 pages) : illustrations |
Disciplina | 332.6323 |
Collana | SpringerBriefs in Finance |
Soggetto topico |
Economics, Mathematical
Financial engineering Statistics Finance—Mathematics Probabilities Risk management Quantitative Finance Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance Financial Mathematics Probability Theory and Stochastic Processes Risk Management |
ISBN | 3-030-01824-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface. - 1 A Primer on Contingent Convertible (CoCo) Bonds. - 2 Pricing Models of CoCos -- 3 Impact of a New CoCo Issue on the Outstanding CoCos. - 4 Rating of CoCos. - 5 Sensitivity Analysis of CoCos. - 6 Impact of Skewness on the Price of a CoCo. - 7 Distance to Trigger -- 8 Outlier Detection of CoCos -- 9 Conclusion -- A Derivation of Carr-Madan Formula for Vanilla Option Prices using FFT. - Bibliography. |
Record Nr. | UNINA-9910300104703321 |
De Spiegeleer Jan | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|