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.
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong
| An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
| Autore | Petters, Arlie O. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dong, Xiaoying |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114406 |
Petters, Arlie O.
|
||
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computational Methods for Risk Management in Economics and Finance
| Computational Methods for Risk Management in Economics and Finance |
| Autore | Resta Marina |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (234 p.) |
| Soggetto non controllato |
growth optimal portfolio
Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit |
| ISBN | 3-03928-499-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404091803321 |
|
Resta Marina
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||