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Advanced Calculus for Economics and Finance : Theory and Methods / / by Giulio Bottazzi
| Advanced Calculus for Economics and Finance : Theory and Methods / / by Giulio Bottazzi |
| Autore | Bottazzi Giulio |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (320 pages) |
| Disciplina | 515.02433 |
| Collana | Classroom Companion: Economics |
| Soggetto topico |
Econometrics
Social sciences—Mathematics Statistics Quantitative Economics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-031-30316-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Preliminaries -- Chapter 2. Topology -- Chapter 3. Metric Spaces -- Chapter 4. Normed Spaces -- Chapter 5. Sequences and Series -- Chapter 6. Differential Calculus of functions of one variable -- Chapter 7. Functions of several variables -- Chapter 8. Integral Calculus -- Chapter 9. Measure Theory. |
| Record Nr. | UNINA-9910746089703321 |
Bottazzi Giulio
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications / / edited by Pedro Macedo, Victor Moutinho, Mara Madaleno
| Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications / / edited by Pedro Macedo, Victor Moutinho, Mara Madaleno |
| Autore | Macedo Pedro |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (267 pages) |
| Disciplina | 330.0151 |
| Altri autori (Persone) |
MoutinhoVictor
MadalenoMara |
| Collana | Lecture Notes in Economics and Mathematical Systems |
| Soggetto topico |
Econometrics
Social sciences - Mathematics Power resources Environmental economics Quantitative Economics Mathematics in Business, Economics and Finance Resource and Environmental Economics |
| ISBN |
9783031295836
3031295838 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Part I -- Chapter 2. Production Economics and Economic Efficiency (Mónica Meireles) -- Chapter 3. Data Envelopment Analysis: A Review and Synthesis (Ana S. Camanho) -- Chapter 4. Stochastic Frontier Analysis: A Review and Synthesis (Mara Madaleno) -- Part II -- Chapter 5. Combining Directional Distances and ELECTRE Multicriteria Decision Analysis for Preferable Assessments of Efficiency (Thyago Nepomuceno) -- Chapter 6. Benefit-of-the-Doubt Composite Indicators and use of Weight Restrictions (Ana S. Camanho) -- Chapter 7. Multidirectional Dynamic Inefficiency Analysis: An Extension to Include Corporate Social Responsibility (Magdalena Kapelko) -- Chapter 8. Stochastic DEA (Samah Jradi) -- Chapter 9. Internal Benchmarking for Efficiency Evaluations using Data Envelopment Analysis: A Review of Applications and Directions for Future Research (Fabio Sartori Piran) -- Part III -- Chapter 10. Recent Advances in the Construction of Nonparametric Stochastic Frontier Models (Christopher F. Parmeter) -- Chapter 11. A Hierarchical Panel Data Model for the Estimation of Stochastic Metafrontiers: Computational Issues and an Empirical Application (Christine Amsler) -- Chapter 12. Robustness in Stochastic Frontier Analysis (Alexander D. Stead) -- Chapter 13. Is it MOLS or COLS? (Christopher F. Parmeter) -- Chapter 14. Stochastic Frontier Analysis with Maximum Entropy Estimation (Pedro Macedo). |
| Record Nr. | UNINA-9910734827403321 |
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Macedo Pedro
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advances in Collective Decision Making : Interdisciplinary Perspectives for the 21st Century / / edited by Sascha Kurz, Nicola Maaser, Alexander Mayer
| Advances in Collective Decision Making : Interdisciplinary Perspectives for the 21st Century / / edited by Sascha Kurz, Nicola Maaser, Alexander Mayer |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (409 pages) |
| Disciplina | 658.4036 |
| Collana | Studies in Choice and Welfare |
| Soggetto topico |
Social choice
Welfare economics Industrial organization Social sciences - Mathematics Elections Application software Social Choice and Welfare Industrial Organization Mathematics in Business, Economics and Finance Electoral Politics Computer and Information Systems Applications |
| ISBN | 3-031-21696-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Part I. Social Choice -- Chapter 2. Building Bridges over the Great Divide -- Chapter 3. Social Unacceptability for Simple Voting Procedures -- Chapter 4. Probability of Majority Inversion with Three States and Interval Preferences -- Chapter 5. Strategic Voting and Strategic Candidacy -- Chapter 6. Meta-Agreement and Rational Single-Peaked Preferences -- Chapter 7. On the Individual and Coalitional Manipulability of q-Paretian Social Choice Rules -- Part II. Weighted Voting -- Chapter 8. Effectiveness, Decisiveness, and Success in Weighted Voting Systems: Collective Behavior and Voting Measures -- Chapter 9. All Power Structures are Achievable in Basic Weighted Games -- Chapter 10. Bargaining in Legislatures: A New Donation Paradox -- Chapter 11. Egalitarian Collective Decisions as Good Corporate Governance -- Part III. Interpretation and Measurement of Power -- Chapter 12. Liability Situations with Successive Tortfeasors -- Chapter 13. Solidarity and Fair Taxation in TU Games -- Chapter 14. Analyzing the Zerkani Network with the Owen Value -- Chapter 15. The Power of Closeness in a Network -- Chapter 16. Political Power on a Line Graph -- Part IV. EU -- Chapter 17. Double Proportionality for the European Parliament: The Tandem System -- Chapter 18. Explaining Contestation: Votes in the Council of the European Union -- Chapter 19. Codecision in Context Revisited: The Implications of Brexit -- Part V. Field Experiments and Quasi-Experiments -- Chapter 20. Proximity-Based Preferences and Their Implications Based on Data from the Styrian Parliamentary Elections in 2019 -- Chapter 21. Participation in Voting over Budget Allocations: A Field Experiment -- Chapter 22. The Office makes the Politician. |
| Record Nr. | UNINA-9910720092903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Algorithmic Aspects of Discrete Choice in Convex Optimization / / by David Müller
| Algorithmic Aspects of Discrete Choice in Convex Optimization / / by David Müller |
| Autore | Müller David |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2024 |
| Descrizione fisica | 1 online resource (169 pages) |
| Disciplina | 519 |
| Collana | Mathematische Optimierung und Wirtschaftsmathematik / Mathematical Optimization and Economathematics |
| Soggetto topico |
Social sciences - Mathematics
Business mathematics Mathematics in Business, Economics and Finance Business Mathematics |
| ISBN | 9783658457051 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Discrete Choice Models -- Discrete Choice Prox-Functions -- Consumption Cycle -- Network Manipulation -- Dynamic Pricing. |
| Record Nr. | UNINA-9910908364903321 |
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Müller David
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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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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Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen Ole E |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | XXV, 402 p. : gráf. ; ; 25 cm |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Mathematical physics Social sciences - Mathematics Statistics Probability Theory Mathematical Physics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-94129-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I The purely temporal case -- 1 Volatility modulated Volterra processes -- 2 Simulation -- 3 Asymptotic theory for power variation of LSS processes -- 4 Integration with respect to volatility modulated Volterra processes -- Part II The spatio-temporal case -- 5 The ambit framework -- 6 Representation and simulation of ambit fields -- 7 Stochastic integration with ambit fields as integrators -- 8 Trawl processes -- Part III Applications -- 9 Turbulence modelling -- 10 Stochastic modelling of energy spot prices by LSS processes -- 11 Forward curve modelling by ambit fields -- Appendix A: Bessel functions -- Appendix B: Generalised hyperbolic distribution -- References -- Index. |
| Record Nr. | UNINA-9910300106803321 |
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Barndorff-Nielsen Ole E
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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 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 |
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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 : 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 |
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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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Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making / / by Michael C. I. Nwogugu
| Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making / / by Michael C. I. Nwogugu |
| Autore | Nwogugu Michael C. I |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (336 pages) : illustrations, tables |
| Disciplina | 658.15 |
| Soggetto topico |
Financial services industry
Social sciences - Mathematics Business enterprises - Finance Engineering mathematics Engineering - Data processing Financial Services Mathematics in Business, Economics and Finance Corporate Finance Mathematical and Computational Engineering Applications |
| ISBN |
9781137446985
1137446986 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1) Introduction -- Chapter 2) Spatio-Temporal Framing Anomalies in the NPV-MIRR-IRR Model and Related Approached, and Regret Theory -- Chapter 3) Regret Theory and Asset Pricing Anomalies in Incomplete Markets with Dynamic Un-aggregate Preferences -- Chapter 4) The Descartes Sign Rule and The Fourier-Budan Theorem are Wrong -- Chapter 5) MN-2 Invariants and Homomorphisms for Solving Polynomials; and Anomalies in The Binomial Theorem And The “Fundamental Theorem Of Algebra -- Chapter 6) The Historical And Current Concepts Of “Plain” Interest Rates and Forward Rates are, or Can Be, Misleading -- Chapter 7) On Algebraic Anomalies in Polynomials and Net Present Value Decisions -- Chapter 8) Some Biases And Evolutionary Homomorphisms Implicit in The Calculation Of Returns -- Chapter 9) Conclusion -- Chapter 10) References. |
| Record Nr. | UNINA-9910254865903321 |
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Nwogugu Michael C. I
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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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Applied Mathematics and Modelling in Finance, Marketing and Economics / / edited by Said Melliani, Oscar Castillo, Abdelmajid El Hajaji
| Applied Mathematics and Modelling in Finance, Marketing and Economics / / edited by Said Melliani, Oscar Castillo, Abdelmajid El Hajaji |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (245 pages) |
| Disciplina | 260 |
| Collana | Studies in Computational Intelligence |
| Soggetto topico |
Engineering mathematics
Engineering - Data processing Computational intelligence Social sciences - Mathematics Mathematical and Computational Engineering Applications Computational Intelligence Mathematics in Business, Economics and Finance |
| ISBN | 3-031-42847-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | High-Precision Method for Space-Time-Fractional Klein-Gordon equation -- Construction of a bivariate C2 septic quasi-interpolant using the blossoming approach -- Solving fuzzy linear programming using the parametric form -- Dynamic and Static Simulated Annealing for solving the Multi-Objective k-Minimum Spanning Tree Problem -- Numerical model of underground flow through porous media using a finites volumes scheme -- Parameter estimation for GARCH (p, q) Models based on Kalman Filter -- Asymptotic error analysis of Kantorovich and degenerate kernel methods for Fredholm integral equations. |
| Record Nr. | UNINA-9910831013803321 |
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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