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Advances in Urban Groundwater and Sustainable Water Resources Management and Planning
| Advances in Urban Groundwater and Sustainable Water Resources Management and Planning |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (236 pages) |
| Soggetto topico |
Research
Environmental economics |
| Soggetto non controllato |
water resources carrying capacity
load-balance system dynamics model water resources allocation Jilin province wildfire peri-urban area groundwater quality polycyclic aromatic hydrocarbons major ions metals urban groundwater hydrogeochemistry hydrodynamics IPI-Urban NW Portugal emergency groundwater source numerical model drawdown in situ hydrogeological tests salinity ions semi-arid region Mewat Haryana environmental isotope δ2H municipal solid waste leachate contamination natural tracers coal mine wastewater quality irrigation heavy metals water quality index environmental impact groundwater sustainable management groundwater abstraction seawater intrusion numerical modelling coastal aquifer urban water-supply groundwater private self-supply management issues water supply system volcanism eruptive scenarios vulnerability Azores wellhead protection area numerical modeling analytical methods |
| ISBN | 3-0365-6002-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910639995903321 |
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational Finance
| Computational Finance |
| Autore | Stentoft Lars |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (259 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
insurance
Solvency II risk-neutral models computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model instantaneous volatility directional-change seasonality forex bitcoin S& P500 risk management drawdown safe assets securitisation dealer behaviour liquidity bid–ask spread least-squares Monte Carlo put-call symmetry regression simulation algorithmic trading market quality defined contribution plan probability of shortfall quadratic shortfall dynamic asset allocation resampled backtests stochastic covariance 4/2 model option pricing risk measures American options exercise boundary Monte Carlo multiple exercise options dynamic programming stochastic optimal control asset pricing calibration derivatives hedging multivariate models volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557767003321 |
Stentoft Lars
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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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Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
| Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics |
| Autore | Avram Florin |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (218 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
Lévy processes
non-random overshoots skip-free random walks fluctuation theory scale functions capital surplus process dividend payment optimal control capital injection constraint spectrally negative Lévy processes reflected Lévy processes first passage drawdown process spectrally negative process dividends de Finetti valuation objective variational problem stochastic control optimal dividends Parisian ruin log-convexity barrier strategies adjustment coefficient logarithmic asymptotics quadratic programming problem ruin probability two-dimensional Brownian motion spectrally negative Lévy process general tax structure first crossing time joint Laplace transform potential measure Laplace transform first hitting time diffusion-type process running maximum and minimum processes boundary-value problem normal reflection Sparre Andersen model heavy tails completely monotone distributions error bounds hyperexponential distribution reflected Brownian motion linear diffusions drawdown Segerdahl process affine coefficients spectrally negative Markov process hypergeometric functions capital injections bankruptcy reflection and absorption Pollaczek–Khinchine formula scale function Padé approximations Laguerre series Tricomi–Weeks Laplace inversion |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557372503321 |
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Avram Florin
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
| Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author |
| Autore | Sornette Didier <1957-> |
| Pubbl/distr/stampa | Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 |
| Descrizione fisica | 1 online resource (417 pages) : illustrations |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | SornetteDidier |
| Collana | Princeton Science Library |
| Soggetto topico |
Stocks - Prices - History
Financial crises - United States - History |
| Soggetto non controllato |
Asia
Black Monday Dow Jones Industrial Average Hong Kong Latin America Louis Bachelier Nasdaq index Nasdaq Nikkei Russia South Sea bubble anti-imitation antibubble arbitrage opportunities bubble collapse complex systems computational methods cooperative behavior cooperative speculation crash hazard currency crash derivatives discrete scale invariance drawdown efficient market emergent markets extreme events financial crashes finite-time singularity forward prediction fractals free lunch gold hazard rate hedging herding imitation insurance portfolio log-periodicity market failure natural scientists outlier population dynamics positive feedback power law prediction price-driven model random walk rational agent renormalization group returns risk-driven model risk self-organization self-similarity social network social scientists speculative bubble stock market crash stock market indices stock market prices stock market superhumans sustainability tronics boom tulip mania world economy |
| Classificazione | QK 650 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index |
| Record Nr. | UNINA-9910792788903321 |
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Sornette Didier <1957->
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| Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
| Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author |
| Autore | Sornette Didier <1957-> |
| Pubbl/distr/stampa | Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 |
| Descrizione fisica | 1 online resource (417 pages) : illustrations |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | SornetteDidier |
| Collana | Princeton Science Library |
| Soggetto topico |
Stocks - Prices - History
Financial crises - United States - History |
| Soggetto non controllato |
Asia
Black Monday Dow Jones Industrial Average Hong Kong Latin America Louis Bachelier Nasdaq index Nasdaq Nikkei Russia South Sea bubble anti-imitation antibubble arbitrage opportunities bubble collapse complex systems computational methods cooperative behavior cooperative speculation crash hazard currency crash derivatives discrete scale invariance drawdown efficient market emergent markets extreme events financial crashes finite-time singularity forward prediction fractals free lunch gold hazard rate hedging herding imitation insurance portfolio log-periodicity market failure natural scientists outlier population dynamics positive feedback power law prediction price-driven model random walk rational agent renormalization group returns risk-driven model risk self-organization self-similarity social network social scientists speculative bubble stock market crash stock market indices stock market prices stock market superhumans sustainability tronics boom tulip mania world economy |
| Classificazione | QK 650 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index |
| Record Nr. | UNINA-9910816254103321 |
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Sornette Didier <1957->
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| Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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