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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 |
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 function |
| 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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Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors]
| Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 256 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B80 - Applications of statistical and quantum mechanics to economics (econophysics) [MSC 2020] |
| Soggetto non controllato |
Community and Controllability of Global Production Network
Deflation and Money ECONOPHYS-2015 proceedings Economic Complexity Economic Crisis Financial markets Global economy Quantifying Financial Distress Systemic risk Topology of the international trade network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0184498 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors]
| Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 256 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B80 - Applications of statistical and quantum mechanics to economics (econophysics) [MSC 2020] |
| Soggetto non controllato |
Community and Controllability of Global Production Network
Deflation and Money ECONOPHYS-2015 proceedings Economic Complexity Economic Crisis Financial markets Global economy Quantifying Financial Distress Systemic risk Topology of the international trade network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00184498 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets / Tomé Almeida Borges, Rui Neves
| Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets / Tomé Almeida Borges, Rui Neves |
| Autore | Almeida Borges, Tomé |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 93 p. : ill. ; 24 cm |
| Altri autori (Persone) | Neves, Rui |
| Soggetto topico |
68-XX - Computer science [MSC 2020]
62-XX - Statistics [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] |
| Soggetto non controllato |
Cryptocurrencies
Ensemble Classification Financial Data Resampling Financial markets Machine learning Technical Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274746 |
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Almeida Borges, Tomé
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets / Tomé Almeida Borges, Rui Neves
| Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets / Tomé Almeida Borges, Rui Neves |
| Autore | Almeida Borges, Tomé |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 93 p. : ill. ; 24 cm |
| Altri autori (Persone) | Neves, Rui |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
68-XX - Computer science [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] |
| Soggetto non controllato |
Cryptocurrencies
Ensemble Classification Financial Data Resampling Financial markets Machine learning Technical Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274746 |
|
Almeida Borges, Tomé
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||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]]
| Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]] |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xxv, 395 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black–Scholes–Merton Model
Commodities Equities and Equity Indices Financial markets Foreign Exchange Instruments Investment Funds Local Volatility Model Options Stochastic volatility models Structured Products |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127292 |
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]]
| Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]] |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xxv, 395 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black–Scholes–Merton Model
Commodities Equities and Equity Indices Financial markets Foreign Exchange Instruments Investment Funds Local Volatility Model Options Stochastic volatility models Structured Products |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127292 |
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden
| Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
| Autore | Ibragimov, Marat |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 119 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] |
| Soggetto non controllato |
Diversification
Econometrics Financial markets Heavy-Tailed distribution Insurance markets Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113456 |
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Ibragimov, Marat
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden
| Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
| Autore | Ibragimov, Marat |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 119 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Diversification
Econometrics Financial markets Heavy-Tailed distribution Insurance markets Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113456 |
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Ibragimov, Marat
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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