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Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin
| Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
| Autore | Menoncin, Francesco |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275263 |
Menoncin, Francesco
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin
| Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
| Autore | Menoncin, Francesco |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275263 |
|
Menoncin, Francesco
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis for finance with simulations / Geon Ho Choe
| Stochastic analysis for finance with simulations / Geon Ho Choe |
| Autore | Choe, Geon Ho |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXXII, 657 p. : ill. ; 24 cm. |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Binomial Tree Method
Black–Scholes–Merton Equation Brownian Motion Interest Rate Model Martingale Method Monte Carlo Method Optimal Portfolio Option pricing Quantitative Finance Stochastic Calculus Stochastic differential equations Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115385 |
|
Choe, Geon Ho
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis for finance with simulations / Geon Ho Choe
| Stochastic analysis for finance with simulations / Geon Ho Choe |
| Autore | Choe, Geon Ho |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXXII, 657 p. : ill. ; 24 cm. |
| Soggetto topico |
91G10 - Portfolio theory [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Binomial Tree Method
Black–Scholes–Merton Equation Brownian Motion Interest Rate Model Martingale Method Monte Carlo Method Optimal Portfolio Option pricing Quantitative Finance Stochastic Calculus Stochastic differential equations Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115385 |
|
Choe, Geon Ho
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||