Info
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124616 |
Jarrow, Robert A.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
49Kxx - Optimality conditions [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 90Cxx - Mathematical programming [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124616 |
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Jarrow, Robert A.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors
| Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXIII, 543 p. : ill. ; 24 cm |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Credit risk Exotic Options Financial derivatives Portfolio optimization Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103224 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors
| Inspired by finance : the Musiela festschrift / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXIII, 543 p. : ill. ; 24 cm |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Credit risk Exotic Options Financial derivatives Portfolio optimization Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103224 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multicriteria Portfolio Construction with Python / Elissaios Sarmas, Panos Xidonas, Haris Doukas
| Multicriteria Portfolio Construction with Python / Elissaios Sarmas, Panos Xidonas, Haris Doukas |
| Autore | Sarmas, Elissaios |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 176 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Doukas, Haris
Xidonas, Panos |
| Soggetto topico |
91B06 - Decision theory [MSC 2020]
90B50 - Management decision making, including multiple objectives [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Information systems Python
MCDA platform Multiattribute utility theory Multicriteria portfolio selection Multiobjective math programming Multiobjective portfolio optimization Portfolio management Portfolio optimization Risk free asset |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249522 |
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Sarmas, Elissaios
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multicriteria Portfolio Construction with Python / Elissaios Sarmas, Panos Xidonas, Haris Doukas
| Multicriteria Portfolio Construction with Python / Elissaios Sarmas, Panos Xidonas, Haris Doukas |
| Autore | Sarmas, Elissaios |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 176 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Doukas, Haris
Xidonas, Panos |
| Soggetto topico |
90B50 - Management decision making, including multiple objectives [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B06 - Decision theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Information systems Python
MCDA platform Multiattribute utility theory Multicriteria portfolio selection Multiobjective math programming Multiobjective portfolio optimization Portfolio management Portfolio optimization Risk free asset |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249522 |
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Sarmas, Elissaios
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors
| Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | xv, 441 p. : ill. ; 24 cm |
| Soggetto topico |
90C90 - Applications of mathematical programming [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Convex analysis
Equilibrium Constraints Game Theory Generalized convexity Multiobjective optimization Nonsmooth analysis Portfolio optimization Robust Optimization Semi-infinite optimization Variational inequalities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275489 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors
| Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | xv, 441 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C90 - Applications of mathematical programming [MSC 2020] |
| Soggetto non controllato |
Convex analysis
Equilibrium Constraints Game Theory Generalized convexity Multiobjective optimization Nonsmooth analysis Portfolio optimization Robust Optimization Semi-infinite optimization Variational inequalities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275489 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Scalar and Vector Risk in the General Framework of Portfolio Theory : A Convex Analysis Approach / Stanislaus Maier-Paape ... [et al.]
| Scalar and Vector Risk in the General Framework of Portfolio Theory : A Convex Analysis Approach / Stanislaus Maier-Paape ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xi, 228 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Asset allocation
Bank balance sheet problems Convex analysis application Convex programming / duality General framework of portfolio theory Multiple risks Portfolio optimization Topological structure of the efficient frontier |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279002 |
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical decision problems : selected concepts and portfolio safeguard case studies / Michael Zabarankin, Stan Uryasev
| Statistical decision problems : selected concepts and portfolio safeguard case studies / Michael Zabarankin, Stan Uryasev |
| Autore | Zabarankin, Michael |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | XIV, 249 p. : ill. ; 24 cm |
| Altri autori (Persone) | Uryasev, Stan |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Linear regression portfolio
Portfolio Safeguard software Portfolio optimization Statistical decision making Statistical decision problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102688 |
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Zabarankin, Michael
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| New York, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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