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Computational Finance with R [[electronic resource] /] / by Rituparna Sen, Sourish Das
| Computational Finance with R [[electronic resource] /] / 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 |
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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Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics Finances Models matemàtics Estadística matemàtica Processos estocàstics Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNISA-996485661303316 |
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Hainaut Donatien
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics Finances Models matemàtics Estadística matemàtica Processos estocàstics Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNINA-9910590077503321 |
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Hainaut Donatien
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Control Theory Tutorial [[electronic resource] ] : Basic Concepts Illustrated by Software Examples / / by Steven A. Frank
| Control Theory Tutorial [[electronic resource] ] : Basic Concepts Illustrated by Software Examples / / by Steven A. Frank |
| Autore | Frank Steven A |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XI, 111 p. 32 illus., 22 illus. in color.) |
| Disciplina | 629.8 |
| Collana | SpringerBriefs in Applied Sciences and Technology |
| Soggetto topico |
Control engineering
System theory Control theory Biomathematics Mathematical physics Social sciences - Mathematics Control and Systems Theory Systems Theory, Control Mathematical and Computational Biology Mathematical Physics Mathematics in Business, Economics and Finance |
| ISBN | 3-319-91707-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Part I: Basic Principles -- Part II: Design Tradeoffs -- Part III: Common Challenges. |
| Record Nr. | UNINA-9910293143503321 |
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Frank Steven A
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dark and Bright Mathematics [[electronic resource] ] : Hidden Harmony in Art, History and Culture / / by Dirk Huylebrouck
| Dark and Bright Mathematics [[electronic resource] ] : Hidden Harmony in Art, History and Culture / / by Dirk Huylebrouck |
| Autore | Huylebrouck Dirk |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 |
| Descrizione fisica | 1 online resource (244 pages) |
| Disciplina | 510 |
| Collana | Copernicus Books, Sparking Curiosity and Explaining the World |
| Soggetto topico |
Mathematics
Social sciences - Mathematics Mathematics in Popular Science Mathematics in Business, Economics and Finance |
| ISBN |
9783031362552
9783031362545 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hell, Earth and Heaven in One Painting -- Hitler’s Math -- Guernica -- Architect-Alchemist -- War Hero, Math Genius, Martyr -- Murder and Higher Math -- Murdering Emperors -- When the Dead Talk in Code. |
| Record Nr. | UNINA-9910754089403321 |
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Huylebrouck Dirk
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| Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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How to Build a Modern Tontine [[electronic resource] ] : Algorithms, Scripts and Tips / / by Moshe Arye Milevsky
| How to Build a Modern Tontine [[electronic resource] ] : Algorithms, Scripts and Tips / / by Moshe Arye Milevsky |
| Autore | Milevsky Moshe Arye |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (XXI, 156 p. 35 illus., 30 illus. in color.) |
| Disciplina | 300.727 |
| Collana | Future of Business and Finance |
| Soggetto topico |
Statistics
Financial risk management Actuarial science Social sciences - Mathematics Statistics in Business, Management, Economics, Finance, Insurance Risk Management Actuarial Mathematics Mathematics in Business, Economics and Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Why Tontines? Why Now? -- 2. Financial & Actuarial Background -- 3. Building a Tontine Simulation in R -- 4. Statistical Risk Management -- 5. Death Benefits, Refunds & Covenants -- 6. Goodbye LogNormal Distribution -- 7. Squeezing the Most from Mortality -- 8. Managing a Competitive Tontine Business -- 9. Solutions & Advanced Hints -- 10. Concluding Remarks: Tontine Thinking. |
| Record Nr. | UNINA-9910576868103321 |
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Milevsky Moshe Arye
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein
| An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein |
| Autore | Capasso Vincenzo <1945-> |
| Edizione | [4th ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 |
| Descrizione fisica | 1 online resource (574 pages) |
| Disciplina | 519.2 |
| Collana | Modeling and Simulation in Science, Engineering and Technology |
| Soggetto topico |
Stochastic processes
Stochastic models Mathematical models Social sciences - Mathematics Biomathematics Stochastic Processes Stochastic Modelling Mathematical Modeling and Industrial Mathematics Mathematics in Business, Economics and Finance Mathematical and Computational Biology Processos estocàstics Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-69653-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface to the Fourth Edition -- Preface to the Third Edition -- Preface to the Second Edition -- Preface -- Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Diffusion Approximation of a Langevin System -- Elliptic and Parabolic Equations -- Semigroups of Linear Operators -- Stability of Ordinary Differential Equations -- References -- Nomenclature -- Index. |
| Record Nr. | UNISA-996466403203316 |
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Capasso Vincenzo <1945->
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein
| An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein |
| Autore | Capasso Vincenzo <1945-> |
| Edizione | [4th ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 |
| Descrizione fisica | 1 online resource (574 pages) |
| Disciplina | 519.2 |
| Collana | Modeling and Simulation in Science, Engineering and Technology |
| Soggetto topico |
Stochastic processes
Stochastic models Mathematical models Social sciences - Mathematics Biomathematics Stochastic Processes Stochastic Modelling Mathematical Modeling and Industrial Mathematics Mathematics in Business, Economics and Finance Mathematical and Computational Biology Processos estocàstics Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-69653-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface to the Fourth Edition -- Preface to the Third Edition -- Preface to the Second Edition -- Preface -- Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Diffusion Approximation of a Langevin System -- Elliptic and Parabolic Equations -- Semigroups of Linear Operators -- Stability of Ordinary Differential Equations -- References -- Nomenclature -- Index. |
| Record Nr. | UNINA-9910485588803321 |
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Capasso Vincenzo <1945->
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance [[electronic resource] /] / by Ernst Eberlein, Jan Kallsen
| Mathematical Finance [[electronic resource] /] / by Ernst Eberlein, Jan Kallsen |
| Autore | Eberlein Ernst |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (774 pages) |
| Disciplina | 330.0151 |
| Collana | Springer Finance |
| Soggetto topico |
Social sciences - Mathematics
Probabilities Financial engineering Financial risk management Mathematics in Business, Economics and Finance Probability Theory Financial Engineering Risk Management |
| ISBN | 3-030-26106-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models. |
| Record Nr. | UNINA-9910364957503321 |
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Eberlein Ernst
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematics in the social and life sciences : theories, models, and methods / M. A. Ball
| Mathematics in the social and life sciences : theories, models, and methods / M. A. Ball |
| Autore | Ball, M. A. |
| Pubbl/distr/stampa | Chichester : Ellis Horwood, 1985 |
| Descrizione fisica | 296 p. : ill. ; 25 cm |
| Disciplina | 515 |
| Collana | Ellis Horwood series in mathematics and its applications |
| Soggetto topico |
Life sciences - Mathematics
Social sciences - Mathematics |
| ISBN | 0853124868 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003510669707536 |
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Ball, M. A.
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| Chichester : Ellis Horwood, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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