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Applied Probability and Stochastic Processes [[electronic resource] /] / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky
| 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
| 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
| 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
| 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 Stochastic Processes Statistics as Topic Time Factors 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
| 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.
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Matematica per la gestione finanziaria / Elisa Luciano, Lorenzo Peccati
| 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 |
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Luciano, Elisa
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| Roma : Editori Riuniti, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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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
| 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 | ||
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The Risk Management of Contingent Convertible (CoCo) Bonds / / by Jan De Spiegeleer, Ine Marquet, Wim Schoutens
| 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 |
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De Spiegeleer Jan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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