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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 online resource (232 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
applications
artificial neural network auto-regressive integrated moving average bivariate first-degree stochastic dominance (BFSD) capital structure causality tests chi-square test Chinese stock market crash cluster analysis conditional value-at-risk copulas correlation loving (CL) CVaR CVaR estimation density functions dependence structures deviation distribution functions equity index networks equity option pricing error ES expected shortfall factor models finance financial models firm performance hedge ratios investment home bias (IHB) jumps keeping up with the Joneses (KUJ) leverage linear programming linear regression long-term debt machine learning mathematics minimization multi-factor model OLS and ridge regression model optimal weights portfolio safeguard probability PSG python quadrangle quantile quotient of random variables regression regret return spillover risk risk factors shock spillover statistics stochastic process-geometric Brownian motion stochastic volatility stock price prediction superquantile US financial crisis VaR volatility spillover |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Duplij Steven
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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