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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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Computational Probability and Mathematical Modeling
| Computational Probability and Mathematical Modeling |
| Autore | Roberto Cantú-González José |
| Pubbl/distr/stampa | Frontiers Media SA, 2019 |
| Descrizione fisica | 1 electronic resource (71 p.) |
| Soggetto topico | Science: general issues |
| Soggetto non controllato |
Computational probability
mathematical modeling stochastic processes simulation complex networks circadian clock mathematics DNA walks value chains option pricing magnus and lift forces |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557646003321 |
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Roberto Cantú-González José
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| Frontiers Media SA, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Iterative Methods for Solving Nonlinear Equations and Systems
| Iterative Methods for Solving Nonlinear Equations and Systems |
| Autore | Soleymani Fazlollah |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (494 p.) |
| Soggetto non controllato |
Lipschitz condition
heston model rectangular matrices computational efficiency Hull–White order of convergence signal and image processing dynamics divided difference operator engineering applications smooth and nonsmooth operators Newton-HSS method higher order method Moore–Penrose asymptotic error constant multiple roots higher order efficiency index multiple-root finder computational efficiency index Potra–Pták method nonlinear equations system of nonlinear equations purely imaginary extraneous fixed point attractor basin point projection fixed point theorem convex constraints weight function radius of convergence Frédholm integral equation semi-local convergence nonlinear HSS-like method convexity accretive operators Newton-type methods multipoint iterations banach space Kantorovich hypothesis variational inequality problem Newton method semilocal convergence least square problem Fréchet derivative Newton’s method iterative process Newton-like method Banach space sixteenth-order optimal convergence nonlinear systems Chebyshev–Halley-type Jarratt method iteration scheme Newton’s iterative method basins of attraction drazin inverse option pricing higher order of convergence non-linear equation numerical experiment signal processing optimal methods rate of convergence n-dimensional Euclidean space non-differentiable operator projection method Newton’s second order method intersection planar algebraic curve Hilbert space conjugate gradient method sixteenth order convergence method Padé approximation optimal iterative methods error bound high order Fredholm integral equation global convergence iterative method integral equation ?-continuity condition systems of nonlinear equations generalized inverse local convergence iterative methods multi-valued quasi-nonexpasive mappings R-order finite difference (FD) nonlinear operator equation basin of attraction PDE King’s family Steffensen’s method nonlinear monotone equations Picard-HSS method nonlinear models the improved curvature circle algorithm split variational inclusion problem computational order of convergence with memory multipoint iterative methods Kung–Traub conjecture multiple zeros fourth order iterative methods parametric curve optimal order nonlinear equation |
| ISBN | 3-03921-941-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367739103321 |
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Soleymani Fazlollah
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Making and Breaking Mathematical Sense : Histories and Philosophies of Mathematical Practice / / Roi Wagner
| Making and Breaking Mathematical Sense : Histories and Philosophies of Mathematical Practice / / Roi Wagner |
| Autore | Wagner Roi |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2017] |
| Descrizione fisica | 1 online resource (251 pages) |
| Disciplina | 510.1 |
| Soggetto topico |
Mathematics - Philosophy - History
Mathematics - History |
| Soggetto genere / forma |
History
Electronic books. |
| Soggetto non controllato |
Benedetto
Black-Scholes formula Eugene Wigner Friedrich W.J. Schelling George Lakoff Gilles Deleuze Hermann Cohen Hilary Putnam Johann G. Fichte Logic of Sensation Mark Steiner Rafael Nez Stanislas Dehaene Vincent Walsh Water J. Freeman III abbaco algebra arithmetic authority cognitive theory combinatorics conceptual freedom constraints economy gender role stereotypes generating functions geometry inferences infinities infinity mathematical cognition mathematical concepts mathematical cultures mathematical domains mathematical entities mathematical evolution mathematical interpretation mathematical language mathematical metaphor mathematical norms mathematical objects mathematical practice mathematical signs mathematical standards mathematical statements mathematics natural order natural sciences nature negative numbers number sense option pricing philosophy of mathematics reality reason relevance semiosis sexuality stable marriage problem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title; Copyright; Dedication; Contents; Acknowledgments; Introduction; What Philosophy of Mathematics Is Today; What Else Philosophy of Mathematics Can Be; A Vignette: Option Pricing and the Black-Scholes Formula; Outline of This Book; Chapter 1: Histories of Philosophies of Mathematics; History 1: On What There Is, Which Is a Tension between Natural Order and Conceptual Freedom; History 2: The Kantian Matrix, Which Grants Mathematics a Constitutive Intermediary Epistemological Position; History 3: Monster Barring, Monster Taming, and Living with Mathematical Monsters.
History 4: Authority, or Who Gets to Decide What Mathematics Is AboutThe "Yes, Please!" Philosophy of Mathematics; Chapter 2: The New Entities of Abbacus and Renaissance Algebra; Abbacus and Renaissance Algebraists; The Emergence of the Sign of the Unknown; First Intermediary Reflection; The Arithmetic of Debited Values; Second Intermediary Reflection; False and Sophistic Entities; Final Reflection and Conclusion; Chapter 3: A Constraints-Based Philosophy of Mathematical Practice; Dismotivation; The Analytic A Posteriori; Consensus; Interpretation; Reality; Constraints; Relevance; Conclusion. Chapter 4: Two Case Studies of Semiosis in MathematicsAmbiguous Variables in Generating Functions; Between Formal Interpretations; Models and Applications; Openness to Interpretation; Gendered Signs in a Combinatorial Problem; The Problem; Gender Role Stereotypes and Mathematical Results; Mathematical Language and Its Reality; The Forking Paths of Mathematical Language; Chapter 5: Mathematics and Cognition; The Number Sense; Mathematical Metaphors; Some Challenges to the Theory of Mathematical Metaphors; Best Fit for Whom?; What Is a Conceptual Domain?; In Which Direction Does the Theory Go? So How Should We Think about Mathematical Metaphors?An Alternative Neural Picture; Another Vision of Mathematical Cognition; From Diagrams to Haptic Vision; Haptic Vision in Practice; Chapter 6: Mathematical Metaphors Gone Wild; What Passes between Algebra and Geometry; Piero della Francesca (Italy, Fifteenth Century); Omar Khayyam (Central Asia, Eleventh Century); Rene Descartes (France, Seventeenth Century); Rafael Bombelli (Italy, Sixteenth Century); Conclusion; A Garden of Infinities; Limits; Infinitesimals and Actual Infinities; Chapter 7: Making a World, Mathematically; Fichte. SchellingHermann Cohen; The Unreasonable Applicability of Mathematics; Bibliography; Index. |
| Record Nr. | UNINA-9910154298703321 |
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Wagner Roi
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| Princeton, NJ : , : Princeton University Press, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Economics : Application of Fractional Calculus
| Mathematical Economics : Application of Fractional Calculus |
| Autore | Tarasov Vasily E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (278 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
mathematical economics
economic theory fractional calculus fractional dynamics long memory non-locality fractional generalization econometric modelling identification Phillips curve Mittag-Leffler function generalized fractional derivatives growth equation Caputo fractional derivative economic growth model least squares method fractional diffusion equation fundamental solution option pricing risk sensitivities portfolio hedging business cycle model stability time delay time-fractional-order Hopf bifurcation Einstein's evolution equation Kolmogorov-Feller equation diffusion equation self-affine stochastic fields random market hypothesis efficient market hypothesis fractal market hypothesis financial time series analysis evolutionary computing modelling economic growth prediction Group of Twenty pseudo-phase space economy system modeling deep assessment least squares modeling GDP per capita LSTM econophysics continuous-time random walk (CTRW) Mittag-Leffler functions Laplace transform Fourier transform |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Mathematical Economics |
| Record Nr. | UNINA-9910557436903321 |
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Tarasov Vasily E
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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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Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
medical services’ consumption
lifestyle factors insurance plan structural equation model stock–bond correlation VIX economic policy uncertainty monetary policy uncertainty fiscal policy uncertainty agricultural commodity futures price discovery market reflexivity Hawkes process poisson autoregressive models contagion predictive monitoring information-based asset pricing Lévy processes gamma processes variance gamma processes Brownian bridges gamma bridges nonlinear filtering house price prediction real estate machine learning random forest Lévy process subordination option pricing risk sensitivity stochastic volatility Greeks time-change time series volatility probability-integral transform ARMA model copula |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
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Steffensen Mogens
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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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