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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 | ||
| ||
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 |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [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-VAN00123841 |
| Berlin, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | X, 244 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Deviations in finance and insurance
Dynamic models Equity markets Finance Insider Trading Insurance Mathematical Finance Mathematics Quantitative Finance Volatility |
| ISBN | 978-35-407-3326-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065637 |
| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | X, 244 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Deviations in finance and insurance
Dynamic models Equity markets Finance Insider Trading Insurance Mathematical Finance Mathematics Quantitative Finance Volatility |
| ISBN | 978-35-407-3326-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00065637 |
| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series in Economics and Finance / Tomas Cipra
| Time Series in Economics and Finance / Tomas Cipra |
| Autore | Cipra, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [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] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249973 |
Cipra, Tomas
|
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series in Economics and Finance / Tomas Cipra
| Time Series in Economics and Finance / Tomas Cipra |
| Autore | Cipra, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [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] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249973 |
|
Cipra, Tomas
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||