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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 online resource (259 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
4/2 model
algorithmic trading American options asset pricing asset pricing models bid-ask spread bitcoin calibration computational finance dealer behaviour defined contribution plan derivatives directional-change drawdown dynamic asset allocation dynamic programming exercise boundary financial econometrics forex hedging high-frequency data instantaneous volatility insurance jump-diffusion model least-squares Monte Carlo liquidity market quality mean-reversion Monte Carlo multiple exercise options multivariate models option pricing overnight price gaps P500 probability of shortfall put-call symmetry quadratic shortfall regression resampled backtests risk management risk measures risk-neutral models S& safe assets seasonality securitisation simulation Solvency II statistical arbitrage stochastic covariance stochastic optimal control 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 online resource (71 p.) |
| Soggetto topico | Science: general issues |
| Soggetto non controllato |
circadian clock mathematics
complex networks Computational probability DNA walks magnus and lift forces mathematical modeling option pricing simulation stochastic processes value chains |
| 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 online resource (494 p.) |
| Soggetto non controllato |
?-continuity condition
accretive operators asymptotic error constant attractor basin banach space Banach space basin of attraction basins of attraction Chebyshev-Halley-type computational efficiency computational efficiency index computational order of convergence conjugate gradient method convex constraints convexity divided difference operator drazin inverse dynamics efficiency index engineering applications error bound finite difference (FD) fixed point theorem fourth order iterative methods Fréchet derivative Fredholm integral equation Frédholm integral equation generalized inverse global convergence heston model high order higher order higher order method higher order of convergence Hilbert space Hull-White integral equation intersection iteration scheme iterative method iterative methods iterative process Jarratt method Kantorovich hypothesis King's family Kung-Traub conjecture least square problem Lipschitz condition local convergence Moore-Penrose multi-valued quasi-nonexpasive mappings multiple roots multiple zeros multiple-root finder multipoint iterations multipoint iterative methods n-dimensional Euclidean space Newton method Newton-HSS method Newton-like method Newton-type methods Newton's iterative method Newton's method Newton's second order method non-differentiable operator non-linear equation nonlinear equation nonlinear equations nonlinear HSS-like method nonlinear models nonlinear monotone equations nonlinear operator equation nonlinear systems numerical experiment optimal iterative methods optimal methods optimal order option pricing order of convergence Padé approximation parametric curve PDE Picard-HSS method planar algebraic curve point projection Potra-Pták method projection method purely imaginary extraneous fixed point R-order radius of convergence rate of convergence rectangular matrices semi-local convergence semilocal convergence signal and image processing signal processing sixteenth order convergence method sixteenth-order optimal convergence smooth and nonsmooth operators split variational inclusion problem Steffensen's method system of nonlinear equations systems of nonlinear equations the improved curvature circle algorithm variational inequality problem weight function with memory |
| 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 online resource (278 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
business cycle model
Caputo fractional derivative continuous-time random walk (CTRW) deep assessment diffusion equation econometric modelling economic growth economic growth model economic theory economy econophysics efficient market hypothesis Einstein's evolution equation evolutionary computing financial time series analysis Fourier transform fractal market hypothesis fractional calculus fractional diffusion equation fractional dynamics fractional generalization fundamental solution GDP per capita generalized fractional derivatives Group of Twenty growth equation Hopf bifurcation identification Kolmogorov-Feller equation Laplace transform least squares least squares method long memory LSTM mathematical economics Mittag-Leffler function Mittag-Leffler functions modeling modelling n/a non-locality option pricing Phillips curve portfolio hedging prediction pseudo-phase space random market hypothesis risk sensitivities self-affine stochastic fields stability system modeling time delay time-fractional-order |
| 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 online resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
agricultural commodity futures
ARMA model Brownian bridges contagion copula economic policy uncertainty fiscal policy uncertainty gamma bridges gamma processes Greeks Hawkes process house price prediction information-based asset pricing insurance plan Lévy process Lévy processes lifestyle factors machine learning market reflexivity medical services' consumption monetary policy uncertainty nonlinear filtering option pricing poisson autoregressive models predictive monitoring price discovery probability-integral transform random forest real estate risk sensitivity stochastic volatility stock-bond correlation structural equation model subordination time series time-change variance gamma processes VIX volatility |
| 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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