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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 | ||
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Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady
| Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady |
| Autore | Barrau, Thomas |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 172 p. : ill. ; 24 cm |
| Altri autori (Persone) | Douady, Raphael |
| Soggetto non controllato |
AI for finance
Antifragility Crisis prediction Cross section of stock returns Extreme risk Factor analysis Genetic Algorithms High dimensional modeling Machine learning Nonlinear statistics Polymodels Portfolio management Quantitative strategies Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0276898 |
Barrau, Thomas
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli
| Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli |
| Autore | Cristelli, Matthieu |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | xix, 216 p. : ill. ; 24 cm |
| Soggetto topico |
68-XX - Computer science [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G15 - Financial markets [MSC 2020] |
| Soggetto non controllato |
Agent-Based Modeling of Economic Systems
Complexity and Value of Products Data-driven science, modeling and theory building Economic Complexity Analysis Economic Growth Forecasting Economic Growth Models Order Book Analysis Portfolio Allocation Systemic risk Web Search Queries |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0132757 |
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Cristelli, Matthieu
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Contagion! Systemic risk in financial networks / T. R. Hurd
| Contagion! Systemic risk in financial networks / T. R. Hurd |
| Autore | Hurd, Thomas R. |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 139 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 05C82 - Small world graphs, complex networks (graph-theoretic aspects) [MSC 2020] |
| Soggetto non controllato |
Financial stability
Network Science Percolation Quantitative Finance Random financial network Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114582 |
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Hurd, Thomas R.
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors]
| Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 256 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B80 - Applications of statistical and quantum mechanics to economics (econophysics) [MSC 2020] |
| Soggetto non controllato |
Community and Controllability of Global Production Network
Deflation and Money ECONOPHYS-2015 proceedings Economic Complexity Economic Crisis Financial markets Global economy Quantifying Financial Distress Systemic risk Topology of the international trade network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0184498 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.]
| Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.] |
| Autore | Acharya Viral V. |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2011 |
| Descrizione fisica | 1 online resource (233 p.) |
| Disciplina | 332.7/20973 |
| Altri autori (Persone) | AcharyaViral V |
| Soggetto topico |
Business failures - United States - History - 21st century
Financial crises - United States - History - 21st century Housing - United States - Finance Mortgage loans - Government policy - United States |
| Soggetto non controllato |
Affordable housing
Agency debt Alt-A Asset management Asset Balance sheet Bank of America Bank run Bank Bear Stearns Ben Bernanke Capital market Capital requirement Cash Central bank Citigroup Commercial bank Conservatorship Countrywide Credit (finance) Credit risk Credit score in the United States Credit score Creditor Debt Dodd–Frank Wall Street Reform and Consumer Protection Act Down payment Economics Economist Economy Equity (finance) Fannie Mae Federal Housing Administration Federal Housing Finance Agency Finance Financial crisis Financial institution Financial services Fixed-rate mortgage Foreclosure Freddie Mac Funding Government National Mortgage Association Government debt Guarantee Hedge fund Heitor Almeida Henry Paulson Home equity Household Income Insolvency Insurance Interest rate risk Interest rate Investment Investor JPMorgan Chase Lehman Brothers Lender of last resort Leverage (finance) Line of credit Macroeconomics Market discipline Market liquidity Monetary policy Moral hazard Mortgage Rate Mortgage bank Mortgage loan Payment Pension fund Percentage Private mortgage Private sector Privatization Quantitative easing Race to the bottom Real estate appraisal Real estate economics Receivership Recession Refinancing Repurchase agreement Resolution Trust Corporation Return on equity Saving Savings and loan association Secondary mortgage market Securitization Security (finance) Subprime Subsidy Systemic risk Too big to fail Underwriting Standards Underwriting Value (economics) Washington Mutual Working paper |
| ISBN |
1-283-01208-1
9786613012081 1-4008-3809-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Acknowledgments -- Prologue -- ONE. Feeding the Beast -- TWO. Ticking Time Bomb -- THREE. Race to the Bottom -- FOUR. Too Big to Fail -- FIVE. End of Days -- SIX. In Bed with the Fed -- SEVEN. How Others Do It -- EIGHT. How to Reform a Broken System -- NINE. Chasing the Dragon -- Epilogue -- Appendix: Timeline of U.S. Housing Finance Milestones -- Notes -- Glossary -- Index |
| Record Nr. | UNINA-9910785578803321 |
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Acharya Viral V.
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| Princeton, : Princeton University Press, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.]
| Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.] |
| Autore | Acharya Viral V. |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2011 |
| Descrizione fisica | 1 online resource (233 p.) |
| Disciplina | 332.7/20973 |
| Altri autori (Persone) | AcharyaViral V |
| Soggetto topico |
Business failures - United States - History - 21st century
Financial crises - United States - History - 21st century Housing - United States - Finance Mortgage loans - Government policy - United States |
| Soggetto non controllato |
Affordable housing
Agency debt Alt-A Asset management Asset Balance sheet Bank of America Bank run Bank Bear Stearns Ben Bernanke Capital market Capital requirement Cash Central bank Citigroup Commercial bank Conservatorship Countrywide Credit (finance) Credit risk Credit score in the United States Credit score Creditor Debt Dodd–Frank Wall Street Reform and Consumer Protection Act Down payment Economics Economist Economy Equity (finance) Fannie Mae Federal Housing Administration Federal Housing Finance Agency Finance Financial crisis Financial institution Financial services Fixed-rate mortgage Foreclosure Freddie Mac Funding Government National Mortgage Association Government debt Guarantee Hedge fund Heitor Almeida Henry Paulson Home equity Household Income Insolvency Insurance Interest rate risk Interest rate Investment Investor JPMorgan Chase Lehman Brothers Lender of last resort Leverage (finance) Line of credit Macroeconomics Market discipline Market liquidity Monetary policy Moral hazard Mortgage Rate Mortgage bank Mortgage loan Payment Pension fund Percentage Private mortgage Private sector Privatization Quantitative easing Race to the bottom Real estate appraisal Real estate economics Receivership Recession Refinancing Repurchase agreement Resolution Trust Corporation Return on equity Saving Savings and loan association Secondary mortgage market Securitization Security (finance) Subprime Subsidy Systemic risk Too big to fail Underwriting Standards Underwriting Value (economics) Washington Mutual Working paper |
| ISBN |
1-283-01208-1
9786613012081 1-4008-3809-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Acknowledgments -- Prologue -- ONE. Feeding the Beast -- TWO. Ticking Time Bomb -- THREE. Race to the Bottom -- FOUR. Too Big to Fail -- FIVE. End of Days -- SIX. In Bed with the Fed -- SEVEN. How Others Do It -- EIGHT. How to Reform a Broken System -- NINE. Chasing the Dragon -- Epilogue -- Appendix: Timeline of U.S. Housing Finance Milestones -- Notes -- Glossary -- Index |
| Record Nr. | UNINA-9910828320503321 |
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Acharya Viral V.
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| Princeton, : Princeton University Press, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Network Science : An Aerial View / Francesca Biagini, Göran Kauermann, Thilo Meyer-Brandis editors
| Network Science : An Aerial View / Francesca Biagini, Göran Kauermann, Thilo Meyer-Brandis editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 119 p. : ill. ; 24 cm |
| Soggetto topico | 94Cxx - Circuits, networks [MSC 2020] |
| Soggetto non controllato |
Bayesian networks
Complex Systems Genetic networks Mathematical network analysis Network Science Network visualization Random networks Social networks Statistical analysis of network data Statistical network analysis Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127042 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The Economy as a Complex Spatial System : Macro, Meso and Micro Perspectives / Pasquale Commendatore … [et al.] editors]
| The Economy as a Complex Spatial System : Macro, Meso and Micro Perspectives / Pasquale Commendatore … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xii, 220 p. : ill. ; 24 cm |
| Soggetto topico |
90B80 - Discrete location and assignment [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] 62P20 - Applications of statistics to economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 91D20 - Mathematical geography and demography [MSC 2020] 91B72 - Spatial models in economics [MSC 2020] 91B54 - Special types of economic markets (including Cournot, Bertrand) [MSC 2020] |
| Soggetto non controllato |
COST Action IS1104
Complex Networks Analysis Firm Location Decisions Heterogeneous Agents Multinational Enterprises New Economic Geography Open Access Spatial Econometrics Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0211797 |
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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