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ARCH Models and Financial Applications / Christian Gouriéroux
| ARCH Models and Financial Applications / Christian Gouriéroux |
| Autore | Gouriéroux, Christian |
| Pubbl/distr/stampa | New York, : Springer, 1997 |
| Descrizione fisica | ix, 228 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Calculus Differential equations Dynamics Economics Efficiency Equilibrium Hedging Latent variables Monetary economics Regression Statistical Theory Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297701 |
Gouriéroux, Christian
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| New York, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
90C25 - Convex programming [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 49N15 - Duality theory (optimization) [MSC 2020] 26B25 - Convexity of real functions of several variables, generalizations [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility function |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124620 |
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Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
26B25 - Convexity of real functions of several variables, generalizations [MSC 2020]
49N15 - Duality theory (optimization) [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 90C25 - Convex programming [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124620 |
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Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu
| Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu |
| Pubbl/distr/stampa | New York, : Plenum, 1980 |
| Descrizione fisica | x, 269 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Calculus Conflict Dynamics Growth Mathematical Economics Modeling Optimal Control Optimization Research Sets Stabilization Time |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268323 |
| New York, : Plenum, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu
| Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu |
| Pubbl/distr/stampa | New York, : Plenum, 1980 |
| Descrizione fisica | x, 269 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Calculus Conflict Dynamics Growth Mathematical Economics Modeling Optimal Control Optimization Research Sets Stabilization Time |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268323 |
| New York, : Plenum, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor
| Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor |
| Autore | Boguslavskiy, Josif A. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | xx, 201 p. ; 24 cm |
| Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
37Mxx - Approximation methods and numerical treatment of dynamical systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 65L09 - Numerical methods of inverse problems involving ordinary differential equations [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Aerospatial Dynamics
Asset pricing Biological Sequence Analysis Hidden Markov Model Inverse Problems Parameter Estimation Polynomial Approximation Speech Recognition |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0162131 |
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Boguslavskiy, Josif A.
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor
| Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor |
| Autore | Boguslavskiy, Josif A. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | xx, 201 p. ; 24 cm |
| Soggetto topico |
37Mxx - Approximation methods and numerical treatment of dynamical systems [MSC 2020]
62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 65L09 - Numerical methods of inverse problems involving ordinary differential equations [MSC 2020] 68W40 - Analysis of algorithms [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Aerospatial Dynamics
Asset pricing Biological Sequence Analysis Hidden Markov Model Inverse Problems Parameter Estimation Polynomial Approximation Speech Recognition |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00162131 |
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Boguslavskiy, Josif A.
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
| Autore | Barucci, Emilio |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
| Altri autori (Persone) | Fontana, Claudio |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Asset pricing Capital asset pricing model Equity premium puzzle Information in financial markets Market efficiency Market equilibrium Market microstructure Portfolio selection Quantitative Finance Risk factors |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123746 |
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Barucci, Emilio
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
| Autore | Barucci, Emilio |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
| Altri autori (Persone) | Fontana, Claudio |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Asset pricing Capital asset pricing model Equity premium puzzle Information in financial markets Market efficiency Market equilibrium Market microstructure Portfolio selection Quantitative Finance Risk factors |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123746 |
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Barucci, Emilio
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematics of Financial Markets / Robert J. Elliott, P. Ekkehard Kopp
| Mathematics of Financial Markets / Robert J. Elliott, P. Ekkehard Kopp |
| Autore | Elliott, Robert J. |
| Pubbl/distr/stampa | New York, : Springer, 1999 |
| Descrizione fisica | ix, 292 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kopp, Peter Ekkehard |
| Soggetto non controllato |
Arbitrage
Asset pricing Black-Scholes Calculus Derivatives Linear algebra Martingales Mathematics Measure Measure Theory Probability Probability Theory Quantitative Finance Rang Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00300387 |
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Elliott, Robert J.
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| New York, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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