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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 | 3-031-29583-8 |
| 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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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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Asymptotic Chaos Expansions in Finance : Theory and Practice / / by David Nicolay
| Asymptotic Chaos Expansions in Finance : Theory and Practice / / by David Nicolay |
| Autore | Nicolay David |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (503 p.) |
| Disciplina | 330.0151 |
| Collana | Springer Finance Lecture Notes |
| Soggetto topico |
Differential equations
Social sciences - Mathematics Numerical analysis Mathematical models Probabilities Differential Equations Mathematics in Business, Economics and Finance Numerical Analysis Mathematical Modeling and Industrial Mathematics Probability Theory |
| ISBN | 1-4471-6506-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Volatility dynamics for a single underlying: foundations -- Volatility dynamics for a single underlying: advanced methods -- Practical applications and testing -- Volatility dynamics in a term structure -- Implied Dynamics in the SV-HJM framework -- Implied Dynamics in the SV-LMM framework -- Conclusion. |
| Record Nr. | UNINA-9910299969103321 |
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Nicolay David
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| London : , : Springer London : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / / by Jianfeng Zhang
| Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / / by Jianfeng Zhang |
| Autore | Zhang Jianfeng |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVI, 388 p.) |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Game theory Differential equations Numerical analysis Econometrics Probability Theory Mathematics in Business, Economics and Finance Game Theory Differential Equations Numerical Analysis Quantitative Economics |
| ISBN | 1-4939-7256-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- Part I The Basic Theory of SDEs and BSDEs -- Basics of Stochastic Calculus -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs -- Part II Further Theory of BSDEs -- Reflected BSDEs -- BSDEs with Quadratic Growth in Z -- Forward Backward SDEs -- Part III The Fully Nonlinear Theory of BSDEs -- Stochastic Calculus Under Weak Formulation -- Nonlinear Expectation -- Path Dependent PDEs -- Second Order BSDEs.. Bibliography -- Index. |
| Record Nr. | UNINA-9910254302803321 |
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Zhang Jianfeng
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank Management and Control : Strategy, Pricing, Capital and Risk Management / / by Johannes Wernz
| Bank Management and Control : Strategy, Pricing, Capital and Risk Management / / by Johannes Wernz |
| Autore | Wernz Johannes |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (141 pages) |
| Disciplina | 332.1068 |
| Collana | Management for Professionals |
| Soggetto topico |
Finance
Financial services industry Social sciences - Mathematics Statistics Macroeconomics Financial Economics Financial Services Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics |
| ISBN | 3-030-42866-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital - Credit Risk (Loans) -- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital - Credit Risk (Securitizations) -- 7 Risk Modeling and Capital - Market Risk -- 8 Risk Modeling and Capital - Operational Risk -- 9 Risk Modeling - Asset Liability Management (ALM). |
| Record Nr. | UNINA-9910409668203321 |
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Wernz Johannes
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Brownian Motion : A Rigorous but Gentle Introduction for Economists / / by Andreas Löffler, Lutz Kruschwitz
| The Brownian Motion : A Rigorous but Gentle Introduction for Economists / / by Andreas Löffler, Lutz Kruschwitz |
| Autore | Löffler Andreas |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (X, 125 p. 49 illus., 15 illus. in color.) |
| Disciplina | 332 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Finance
Econometrics Business enterprises - Finance Social sciences - Mathematics Statistics Financial Economics Quantitative Economics Corporate Finance Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-030-20103-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. |
| Record Nr. | UNINA-9910349363003321 |
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Löffler Andreas
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Brownian Motion, Martingales, and Stochastic Calculus / / by Jean-François Le Gall
| Brownian Motion, Martingales, and Stochastic Calculus / / by Jean-François Le Gall |
| Autore | Le Gall Jean-François |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIII, 273 p. 5 illus., 1 illus. in color.) |
| Disciplina | 519.23 |
| Collana | Graduate Texts in Mathematics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Measure theory Mathematical models System theory Control theory Probability Theory Mathematics in Business, Economics and Finance Measure and Integration Mathematical Modeling and Industrial Mathematics Systems Theory, Control |
| ISBN | 3-319-31089-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References. |
| Record Nr. | UNINA-9910254069803321 |
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Le Gall Jean-François
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational Finance with R / / by Rituparna Sen, Sourish Das
| Computational Finance with R / / by Rituparna Sen, Sourish Das |
| Autore | Sen Rituparna |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 332.028553 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Social sciences - Mathematics Stochastic analysis Machine learning Statistics - Computer programs Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Stochastic Analysis Machine Learning Statistical Software Enginyeria financera R (Llenguatge de programació) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-19-2008-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Numerical Methods -- 1. Preliminaries -- 2. Solving a System of Linear Equations -- 3. Solving Non-Linear Equations -- 4. Numerical Integration -- 5. Numerical Differentiation -- 6. Numerical Methods for PDE -- 7. Optimization -- Part II. Simulation Methods -- 8. Monte-Carlo Methods -- 9. Lattice Models -- 10. Simulating Brownian Motion -- 11. Variance Reduction -- 12. Bayesian Computation with Stan -- 13. Resampling -- Part III. Statistical Methods -- 14. Descriptive Methods -- 15. Inferential Statistics -- 16. Statistical Risk Analysis -- 17. Multivariate Analysis -- 18. Univariate Time Series -- 19. Multivariate Time Series -- 20. High Frequency Data -- 21. Supervised Learning -- 22. Unsupervised Learning -- Appendix -- A. Basics of Mathematical Finance -- B. Introduction to R -- C. Extreme Value Theory in Finance -- Bibliography. . |
| Record Nr. | UNINA-9910733712103321 |
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Sen Rituparna
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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