Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computational Finance with R / Rituparna Sen, Sourish Das
| Computational Finance with R / Rituparna Sen, Sourish Das |
| Autore | Sen, Rituparna |
| Pubbl/distr/stampa | Singapore, : Springer, : Indian Statistical Institute, 2023 |
| Descrizione fisica | xiii, 353 p. : ill. ; 24 cm |
| Altri autori (Persone) | Das, Sourish |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62D05 - Sampling theory, sample surveys [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62F40 - Bootstrap, jackknife and other resampling methods [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65R20 - Numerical methods for integral equations [MSC 2020] 90C05 - Linear programming [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Back-test financial models
Data science in finance Financial Econometrics High-frequency data Machine learning in finance Quantitative Finance Simulate Brownian motion Stylized facts of stock markets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279176 |
Sen, Rituparna
|
||
| Singapore, : Springer, : Indian Statistical Institute, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
| Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| Autore | Mancino, Maria Elvira |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Recchioni, Maria Cristina
Sanfelici, Simona |
| Soggetto topico |
42B05 - Fourier series and coefficients in several variables [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
| Soggetto non controllato |
Convolution
Fourier analysis High-frequency data Leverage Microstructure Noise Multivariate Volatility Non-parametric estimation Science as a business Volatility of Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123445 |
|
Mancino, Maria Elvira
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
| Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| Autore | Mancino, Maria Elvira |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Recchioni, Maria Cristina
Sanfelici, Simona |
| Soggetto topico |
42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]
42B05 - Fourier series and coefficients in several variables [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] |
| Soggetto non controllato |
Convolution
Fourier analysis High-frequency data Leverage Microstructure Noise Multivariate Volatility Non-parametric estimation Science as a business Volatility of Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123445 |
|
Mancino, Maria Elvira
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal
| Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal |
| Autore | Bishwal, Jaya P. N. |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xxx, 613 p. : ill. ; 24 cm |
| Soggetto non controllato |
Approximate maximum likelihood method
Asymptotic Theory Berry-Esseen bounds Discrete Observations Fractional Brownian motion Fractional Levy poses High-frequency data Ito stochastic differential equations Long memory Minimum contrast method Parameter Estimation Partially observed models Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277984 |
|
Bishwal, Jaya P. N.
|
||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal
| Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal |
| Autore | Bishwal, Jaya P. N. |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xxx, 613 p. : ill. ; 24 cm |
| Soggetto non controllato |
Approximate maximum likelihood method
Asymptotic Theory Berry-Esseen bounds Discrete Observations Fractional Brownian motion Fractional Levy poses High-frequency data Ito stochastic differential equations Long memory Minimum contrast method Parameter Estimation Partially observed models Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00277984 |
|
Bishwal, Jaya P. N.
|
||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Volatility and Realized Stochastic Volatility Models / Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe
| Stochastic Volatility and Realized Stochastic Volatility Models / Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe |
| Autore | Takahashi, Makoto |
| Pubbl/distr/stampa | Singapore, : Springer, 2023 |
| Descrizione fisica | viii, 113 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Omori, Yasuhiro
Watanabe, Toshiaki |
| Soggetto non controllato |
Bayesian analysis
Financial Risk Management High-frequency data Markov Chain Monte Carlo Realized Volatility Skewed Distribution Stochastic volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279292 |
|
Takahashi, Makoto
|
||
| Singapore, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Volatility and Realized Stochastic Volatility Models / Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe
| Stochastic Volatility and Realized Stochastic Volatility Models / Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe |
| Autore | Takahashi, Makoto |
| Pubbl/distr/stampa | Singapore, : Springer, 2023 |
| Descrizione fisica | viii, 113 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Omori, Yasuhiro
Watanabe, Toshiaki |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62P25 - Applications of statistics to social sciences [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Bayesian analysis
Financial Risk Management High-frequency data Markov Chain Monte Carlo Realized Volatility Skewed Distribution Stochastic volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279292 |
|
Takahashi, Makoto
|
||
| Singapore, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||