Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors |
Edizione | [3. ed] |
Pubbl/distr/stampa | Berlin, : Springer, 2017 |
Descrizione fisica | x, 372 p. : ill. ; 24 cm |
Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
Soggetto non controllato |
Copula
Copula modelling Credit risk Cryptocurrency Default modeling Dynamics risk measurement High-frequency data Market risk Network risk Portfolio Quantitative Finance Quantitative methods Risk management Systemic risk Time varying quantile lasso Value at risk Volatility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123841 |
Berlin, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors |
Edizione | [3. ed] |
Pubbl/distr/stampa | Berlin, : Springer, 2017 |
Descrizione fisica | x, 372 p. : ill. ; 24 cm |
Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Copula
Copula modelling Credit risk Cryptocurrency Default modeling Dynamics risk measurement High-frequency data Market risk Network risk Portfolio Quantitative Finance Quantitative methods Risk management Systemic risk Time varying quantile lasso Value at risk Volatility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123841 |
Berlin, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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The economist's craft : an introduction to research, publishing, and professional development / / Michael S. Weisbach |
Autore | Weisbach Michael S (Michael Steven) |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , [2021] |
Descrizione fisica | 1 online resource (321 pages) |
Disciplina | 330.023 |
Collana | Skills for scholars |
Soggetto topico |
Economics - Research
Social sciences - Research - Methodology |
Soggetto non controllato |
A Tenured Professor
Academic publishing Accessibility Active voice Adviser Alfred Hitchcock Assistant professor Author Bankruptcy Behavior Board of directors Career Carmen Reinhart Chi-squared test Clause Coefficient Comma splice Commercial lender (U.S.). Comparative advantage Competitiveness Computer performance Credit rating Credit risk Creditor Criticism Database Discretion Doctor of Philosophy Econometrics Economist Editorial Faculty (academic staff) Fast food Fiction Finance Fischer Black Glory Road Government agency Graduate school Grammarly Greg Mankiw Human capital Information technology Investment Journal of Financial Economics Journal of International Economics Journal of Political Economy Leveraged buyout Lewis's. Literature review Literature Marketing Mathematical finance Mathematics Mentorship News Organization Paragraph Pierre de Fermat Pizza Positive feedback Postdoctoral researcher Principles (retailer) Probability Profession Professor Prose Prospect theory Publication Quantity Recommendation letter Reputation Requirement Research program Result Role model Run-on sentence Scholarship Seminar Sexism Simulation Skill Skype Social science Stephen E. Ambrose Student View Suggestion Tax Benefit The Elements of Style Thesis Trade-off Uncertainty Undergraduate education Unless Venture capital William Zinsser World economy Write-Up Writing |
ISBN |
1-80316-164-7
0-691-21658-4 |
Classificazione | BUS069000STU000000 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
9. Making Presentations -- 10. Distributing, Revising, and Publicizing Research -- 11. The Journal Review Process -- Part IV. Being a Successful Academic -- 12. How to Be a Productive Doctoral Student -- 13. How to Be a Diligent Thesis Adviser -- 14. Managing an Academic Career -- Epilogue-Academic Success beyond the PhD -- Bibliography -- Index
Cover -- Contents -- Preface -- 1. Introduction-How Academic Research Gets Done -- Part I. Selecting a Topic -- 2. Selecting Research Topics -- 3. Strategic Issues in Constructing Research Portfolios -- Part II. Writing a Draft -- 4. An Overview of Writing Academic Research Papers -- 5. The Title, Abstract, and Introduction -- 6. The Body of the Paper: The Literature Review, Theory, Data Description, and Conclusion Sections -- 7. Reporting Empirical Work -- 8. Writing Prose for Academic Articles -- Part III. Once a Draft Is Complete: Presentations, Distribution, and Publication |
Record Nr. | UNINA-9910554242203321 |
Weisbach Michael S (Michael Steven)
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Princeton, New Jersey : , : Princeton University Press, , [2021] | ||
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Lo trovi qui: Univ. Federico II | ||
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Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
Altri autori (Persone) | Chen, Hong-Yi |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
ARCH method
Asset allocation Autoregressive forecasting model Capital asset pricing model Credit risk Dummy variables Error component model Financial Econometrics and Statistics Heteroscedasticity Holt-Winters forecasting model LISREAL method Maximum likelihood method Monte-Carlo Simulation Multiple regression Option pricing model Panel Data Analysis Simultaneous Equation Models Single Equation Regression Methods Statistical Distributions Time Series Analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127257 |
Lee, Cheng-Few
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New York, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
Altri autori (Persone) | Chen, Hong-Yi |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
ARCH method
Asset allocation Autoregressive forecasting model Capital asset pricing model Credit risk Dummy variables Error component model Financial Econometrics and Statistics Heteroscedasticity Holt-Winters forecasting model LISREAL method Maximum likelihood method Monte-Carlo Simulation Multiple regression Option pricing model Panel Data Analysis Simultaneous Equation Models Single Equation Regression Methods Statistical Distributions Time Series Analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127257 |
Lee, Cheng-Few
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New York, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.] |
Autore | Acharya Viral V. |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2011 |
Descrizione fisica | 1 online resource (233 p.) |
Disciplina | 332.7/20973 |
Altri autori (Persone) | AcharyaViral V |
Soggetto topico |
Business failures - United States - History - 21st century
Financial crises - United States - History - 21st century Housing - United States - Finance Mortgage loans - Government policy - United States |
Soggetto non controllato |
Affordable housing
Agency debt Alt-A Asset management Asset Balance sheet Bank of America Bank run Bank Bear Stearns Ben Bernanke Capital market Capital requirement Cash Central bank Citigroup Commercial bank Conservatorship Countrywide Credit (finance) Credit risk Credit score in the United States Credit score Creditor Debt Dodd–Frank Wall Street Reform and Consumer Protection Act Down payment Economics Economist Economy Equity (finance) Fannie Mae Federal Housing Administration Federal Housing Finance Agency Finance Financial crisis Financial institution Financial services Fixed-rate mortgage Foreclosure Freddie Mac Funding Government National Mortgage Association Government debt Guarantee Hedge fund Heitor Almeida Henry Paulson Home equity Household Income Insolvency Insurance Interest rate risk Interest rate Investment Investor JPMorgan Chase Lehman Brothers Lender of last resort Leverage (finance) Line of credit Macroeconomics Market discipline Market liquidity Monetary policy Moral hazard Mortgage Rate Mortgage bank Mortgage loan Payment Pension fund Percentage Private mortgage Private sector Privatization Quantitative easing Race to the bottom Real estate appraisal Real estate economics Receivership Recession Refinancing Repurchase agreement Resolution Trust Corporation Return on equity Saving Savings and loan association Secondary mortgage market Securitization Security (finance) Subprime Subsidy Systemic risk Too big to fail Underwriting Standards Underwriting Value (economics) Washington Mutual Working paper |
ISBN |
1-283-01208-1
9786613012081 1-4008-3809-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Acknowledgments -- Prologue -- ONE. Feeding the Beast -- TWO. Ticking Time Bomb -- THREE. Race to the Bottom -- FOUR. Too Big to Fail -- FIVE. End of Days -- SIX. In Bed with the Fed -- SEVEN. How Others Do It -- EIGHT. How to Reform a Broken System -- NINE. Chasing the Dragon -- Epilogue -- Appendix: Timeline of U.S. Housing Finance Milestones -- Notes -- Glossary -- Index |
Record Nr. | UNINA-9910785578803321 |
Acharya Viral V.
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Princeton, : Princeton University Press, c2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113256 |
[Cham], : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113256 |
[Cham], : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XXIII, 543 p. : ill. ; 24 cm |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Arbitrage pricing
Credit risk Exotic Options Financial derivatives Portfolio optimization Quantitative Finance |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103224 |
Cham, : Springer, 2014 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XXIII, 543 p. : ill. ; 24 cm |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Arbitrage pricing
Credit risk Exotic Options Financial derivatives Portfolio optimization Quantitative Finance |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00103224 |
Cham, : Springer, 2014 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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