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Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini, Umberto |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 90 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
| Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114588 |
Cherubini, Umberto
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
| Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
| Autore | Cherubini, Umberto |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 90 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [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] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114588 |
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Cherubini, Umberto
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector
| Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector |
| Autore | Antonov, Alexandre |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 127 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Konikov, Michael
Spector, Michael |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
| Soggetto non controllato |
Bessel process
Interest Rates Options Quantitative Finance SABR Skew Smile Stochastic volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127033 |
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Antonov, Alexandre
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector
| Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector |
| Autore | Antonov, Alexandre |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 127 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Konikov, Michael
Spector, Michael |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
| Soggetto non controllato |
Bessel process
Interest Rates Options Quantitative Finance SABR Skew Smile Stochastic volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127033 |
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Antonov, Alexandre
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127166 |
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Franke, Jurgen
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
| Soggetto topico |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127166 |
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Franke, Jurgen
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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