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Mathematical Finance with Applications
Mathematical Finance with Applications
Autore Wong Wing-Keung
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 electronic resource (232 p.)
Soggetto topico Coins, banknotes, medals, seals (numismatics)
Soggetto non controllato cluster analysis
equity index networks
machine learning
copulas
dependence structures
quotient of random variables
density functions
distribution functions
multi-factor model
risk factors
OLS and ridge regression model
python
chi-square test
quantile
VaR
quadrangle
CVaR
conditional value-at-risk
expected shortfall
ES
superquantile
deviation
risk
error
regret
minimization
CVaR estimation
regression
linear regression
linear programming
portfolio safeguard
PSG
equity option pricing
factor models
stochastic volatility
jumps
mathematics
probability
statistics
finance
applications
investment home bias (IHB)
bivariate first-degree stochastic dominance (BFSD)
keeping up with the Joneses (KUJ)
correlation loving (CL)
return spillover
volatility spillover
optimal weights
hedge ratios
US financial crisis
Chinese stock market crash
stock price prediction
auto-regressive integrated moving average
artificial neural network
stochastic process-geometric Brownian motion
financial models
firm performance
causality tests
leverage
long-term debt
capital structure
shock spillover
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557703703321
Wong Wing-Keung  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Selected Topics in Gravity, Field Theory and Quantum Mechanics
Selected Topics in Gravity, Field Theory and Quantum Mechanics
Autore Duplij Steven
Pubbl/distr/stampa Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 electronic resource (348 p.)
Soggetto topico Research & information: general
Physics
Soggetto non controllato semiheaps
ternary algebras
para-associativity
quantum mechanics
gravity
Clairaut equation
Cho-Duan-Ge decomposition
constraintless formalism
canonical gravity
covariance
black holes
quantum foundations
non-axiomaticity
detector clicks
ensembles
superposition principle
arithmetic
numbers
vector space
abstracting
interpretations
self-referentiality
direct product
direct power
polyadic semigroup
arity
polyadic ring
polyadic field
Maxwell's vacuum equations
Hamilton-Jacobi equation
Klein-Gordon-Fock equation
algebra of symmetry operators
separation of variables
linear partial differential equations
Einstein field equation
recursion operator
Noether symmetry
master symmetry
conformable differential
Poisson manifold
diffeomorphism group
current algebra symmetry
current Lie algebra representation
fock space
generating functional
distribution functions
Lie-Poisson structure
coherent states
Lie-Poisson action
Hilbert space linearization
hamiltonian systems
symmetry reduction
integrability
idiabatic states
factorization
heavenly type dynamical systems
integrable dynamical systems
dirac reduction
hydrodynamic flows
entropy
vortex flows
asymptotic conditions
Kirchhoff's integral theorem
quantum gravity and the problem of the Big Bang
hidden Hermitian formulations of quantum mechanics
stationary Wheeler-DeWitt system
physical Hilbert space metric
non-stationary Wheeler-DeWitt system
ISBN 3-0365-5906-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910639990903321
Duplij Steven  
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui