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Advances in Credit Risk Modeling and Management
| Advances in Credit Risk Modeling and Management |
| Autore | Vrins Frédéric |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (190 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
recovery rates
beta regression credit risk contingent convertible debt financial modelling risk management financial crisis recovery rate loss given default model ambiguity default time no-arbitrage reduced-form HJM models recovery process Counterparty Credit Risk Hidden Markov Model Risk Factor Evolution Backtesting FX rate Geometric Brownian Motion trade credit small and micro-enterprises financial non-financial variables risk assessment logistic regression probability of default wrong-way risk dependence urn model counterparty risk credit valuation adjustment (CVA) XVA (X-valuation adjustments) compression genetic algorithm |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557403603321 |
Vrins Frédéric
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114524 |
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Swishchuk, Anatoliy
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114524 |
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Swishchuk, Anatoliy
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Evo-SETI : Life Evolution Statistics on Earth and Exoplanets / Claudio Maccone
| Evo-SETI : Life Evolution Statistics on Earth and Exoplanets / Claudio Maccone |
| Autore | Maccone, Claudio |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | lvii, 837 p. : ill. ; 24 cm |
| Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
00A79 (77-XX) - Physics [MSC 2020] 85-XX - Astronomy and Astrophysics [MSC 2020] |
| Soggetto non controllato |
B-lognormal’s entropy
Cladistics Evolutional Entropy Geometric Brownian Motion Kurzweil prediction Markov-Korotayev Molecular clock Peak-Locus Theorem Search for Extraterrestrial Intelligence Statistical Drake Equation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0226580 |
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Maccone, Claudio
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Evo-SETI : Life Evolution Statistics on Earth and Exoplanets / Claudio Maccone
| Evo-SETI : Life Evolution Statistics on Earth and Exoplanets / Claudio Maccone |
| Autore | Maccone, Claudio |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | lvii, 837 p. : ill. ; 24 cm |
| Soggetto topico |
00A79 (77-XX) - Physics [MSC 2020]
85-XX - Astronomy and Astrophysics [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] |
| Soggetto non controllato |
B-lognormal’s entropy
Cladistics Evolutional Entropy Geometric Brownian Motion Kurzweil prediction Markov-Korotayev Molecular clock Peak-Locus Theorem Search for Extraterrestrial Intelligence Statistical Drake Equation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00226580 |
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Maccone, Claudio
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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