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AI Assisted Business Analytics [[electronic resource] ] : Techniques for Reshaping Competitiveness / / by Joseph Boffa
| AI Assisted Business Analytics [[electronic resource] ] : Techniques for Reshaping Competitiveness / / by Joseph Boffa |
| Autore | Boffa Joseph |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (133 pages) |
| Disciplina | 300.727 |
| Soggetto topico |
Statistics
Stochastic models Multivariate analysis Statistics in Business, Management, Economics, Finance, Insurance Stochastic Modelling in Statistics Multivariate Analysis |
| ISBN | 3-031-40821-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Business Prosperity -- Analytics Case Studies -- Statistical Audit Design -- The Sales Tax Audit -- Forensic Accounting Using Benford Formula -- Financial Projections -- Planning Expenses and Investments -- Market Research. |
| Record Nr. | UNINA-9910755079503321 |
Boffa Joseph
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes / / Yaroslav Chabanyuk, Anatolii Nikitin, Uliana Khimka
| Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes / / Yaroslav Chabanyuk, Anatolii Nikitin, Uliana Khimka |
| Autore | Chabanyuk Yaroslav |
| Pubbl/distr/stampa | London : , : Wiley-ISTE, , [2020] |
| Descrizione fisica | 1 online resource (239 pages) |
| Disciplina | 003.76 |
| Soggetto topico | Stochastic models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-77975-8
1-119-77974-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555121303321 |
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Chabanyuk Yaroslav
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| London : , : Wiley-ISTE, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes / / Yaroslav Chabanyuk, Anatolii Nikitin, Uliana Khimka
| Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes / / Yaroslav Chabanyuk, Anatolii Nikitin, Uliana Khimka |
| Autore | Chabanyuk Yaroslav |
| Pubbl/distr/stampa | London : , : Wiley-ISTE, , [2020] |
| Descrizione fisica | 1 online resource (239 pages) |
| Disciplina | 003.76 |
| Soggetto topico | Stochastic models |
| ISBN |
1-119-77975-8
1-119-77974-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910830723103321 |
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Chabanyuk Yaroslav
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| London : , : Wiley-ISTE, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Battery control using stochastic model predictive control / / Michael Blonsky
| Battery control using stochastic model predictive control / / Michael Blonsky |
| Autore | Blonsky Michael |
| Pubbl/distr/stampa | Golden, CO : , : National Renewable Energy Laboratory, , [2021] |
| Descrizione fisica | 1 online resource (13 pages) : color illustrations |
| Collana | NREL/PR |
| Soggetto topico |
Stochastic models
Predictive control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910716729903321 |
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Blonsky Michael
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| Golden, CO : , : National Renewable Energy Laboratory, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus Remigijus |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (99 pages) |
| Disciplina | 519.24 |
| Altri autori (Persone) |
SiaulysJonas
KonstantinidesDimitrios |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Stochastic models Actuarial science Applied Probability Distribution Theory Probability Theory Stochastic Modelling in Statistics Actuarial Mathematics Distribució (Teoria de la probabilitat) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-34553-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- 1 Introduction -- 1.1 An Overview of the Book -- 1.2 Notations and Definitions -- 2 Heavy-Tailed and Related Classes of Distributions -- 2.1 Heavy-Tailed Distributions -- 2.2 Regularly Varying Distributions -- 2.3 Consistently Varying Distributions -- 2.4 Dominatedly Varying Distributions -- 2.5 Long-Tailed Distributions -- 2.6 Exponential-Like-Tailed Distributions -- 2.7 Generalized Long-Tailed Distributions -- 2.8 Subexponential Distributions -- 2.9 Strong Subexponential Distributions -- 2.10 Convolution Equivalent Distributions -- 2.11 Generalized Subexponential Distributions -- 2.12 Bibliographical Notes -- 3 Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum -- 3.1 Ruin Probability in the Cramér-Lundberg Risk Model in the Case of Heavy-Tailed Claims -- 3.2 Convolution Closure and Max-Sum Equivalence -- 3.3 Closure Properties for Heavy-Tailed Class of Distributions -- 3.4 Closure Properties for Regularly Varying Class of Distributions -- 3.5 Closure Properties for Consistently Varying Class of Distributions -- 3.6 Closure Properties for Dominatedly Varying Class of Distributions -- 3.7 Closure Properties for Long-Tailed Class of Distributions -- 3.8 Closure Properties for Exponential-Like-Tailed Class of Distributions -- 3.9 Closure Properties for Generalized Long-Tailed Class of Distributions -- 3.10 Closure Properties for Subexponential Class of Distributions -- 3.11 Closure Properties for Strong Subexponential Class of Distributions -- 3.12 Closure Properties for Convolution Equivalent Class of Distributions -- 3.13 Closure Properties for Generalized Subexponential Class of Distributions -- 3.14 Bibliographical Notes -- 4 Convolution-Root Closure -- 4.1 Distribution Classes Closed Under Convolution Roots.
4.2 Distribution Classes Not Closed Under Convolution Roots -- 4.3 Bibliographical Notes -- 5 Product-Convolution of Heavy-Tailed and Related Distributions -- 5.1 Product-Convolution -- 5.2 From Light Tails to Heavy Tails Through Product-Convolution -- 5.3 Product-Convolution Closure Properties for Heavy-Tailed Class of Distributions -- 5.4 Product-Convolution Closure Properties for Regularly Varying Class of Distributions -- 5.5 Product-Convolution Closure Properties for Consistently Varying Class of Distributions -- 5.6 Product-Convolution Closure Properties for Dominatedly Varying Class of Distributions -- 5.7 Product-Convolution Closure Properties for Exponential-Like-Tailed Distributions -- 5.8 Product-Convolution Closure Properties for Generalized Long-Tailed Class of Distributions -- 5.9 Product-Convolution Closure Properties for Convolution Equivalent Class of Distributions -- 5.10 Product-Convolution Closure Properties for Generalized Subexponential Class of Distributions -- 5.11 Some Extensions -- 5.12 Bibliographical Notes -- 6 Summary of Closure Properties -- References -- Index. |
| Record Nr. | UNINA-9910746099003321 |
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Leipus Remigijus
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910462558603321 |
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Privault Nicolas
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| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910790318703321 |
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Privault Nicolas
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| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910821107503321 |
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Privault Nicolas
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| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette
| Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette |
| Autore | Malevergne, Yannick |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | xvi, 312 p. : ill. ; 24 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | Sornette, Didierauthor |
| Soggetto topico |
Investment analysis - Mathematical models
Stochastic models Risk management - Mathematical models |
| ISBN |
354027264X
9783540272649 |
| Classificazione |
AMS 91B30
LC HG4529.M34 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003798569707536 |
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Malevergne, Yannick
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| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Higher moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem [[electronic resource] /] / Baoline Chen, Peter A. Zadrozny
| Higher moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem [[electronic resource] /] / Baoline Chen, Peter A. Zadrozny |
| Autore | Chen Baoline |
| Pubbl/distr/stampa | [Washington, D.C.] : , : U.S. Dept. of Labor, Bureau of Labor Statistics, Office of Prices and Living Conditions, , [2001] |
| Descrizione fisica | 27 pages : digital, PDF file |
| Altri autori (Persone) | ZadroznyPeter A |
| Collana | Working paper |
| Soggetto topico |
Economics - Statistical methods
Gaussian processes Stochastic models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910696553803321 |
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Chen Baoline
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| [Washington, D.C.] : , : U.S. Dept. of Labor, Bureau of Labor Statistics, Office of Prices and Living Conditions, , [2001] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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