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Manuale di matematica finanziaria / Ernesto Volpe Di Prignano
| Manuale di matematica finanziaria / Ernesto Volpe Di Prignano |
| Autore | Volpe di Prignano, Ernesto |
| Pubbl/distr/stampa | Napoli, : Edizioni scientifiche italiane, 1985 |
| Descrizione fisica | 342 p. ; 24 cm |
| Disciplina | 332.0151(Economia finanziaria. Principi matematici) |
| Soggetto topico | Matematica finanziaria |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNICAMPANIA-VAN0105502 |
Volpe di Prignano, Ernesto
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| Napoli, : Edizioni scientifiche italiane, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Manuale di matematica finanziaria / Ernesto Volpe Di Prignano
| Manuale di matematica finanziaria / Ernesto Volpe Di Prignano |
| Autore | Volpe di Prignano, Ernesto |
| Pubbl/distr/stampa | Napoli, : Edizioni scientifiche italiane, [1985] |
| Descrizione fisica | 342 p. ; 24 cm. |
| Disciplina | 332.1 |
| Collana | Manuali |
| Soggetto topico | Matematica finanziaria |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISANNIO-CFI0236325 |
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Volpe di Prignano, Ernesto
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| Napoli, : Edizioni scientifiche italiane, [1985] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
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Manuale di matematica finanziaria / Ernesto Volpe di Prignano.- Napoli : Edizioni scientifiche italiane, 1985
| Manuale di matematica finanziaria / Ernesto Volpe di Prignano.- Napoli : Edizioni scientifiche italiane, 1985 |
| Autore | VOLPE DI PRIGNANO, Ernesto |
| Disciplina | 332.0151(Economia finanziaria - Tecniche matematiche) |
| Collana | Manuali. - Napoli |
| Soggetto topico | Matematica finanziaria |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990005503250203316 |
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VOLPE DI PRIGNANO, Ernesto
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| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Manuale di matematica finanziaria / Ernesto Volpe Di Prignano
| Manuale di matematica finanziaria / Ernesto Volpe Di Prignano |
| Autore | Volpe di Prignano, Ernesto |
| Pubbl/distr/stampa | Napoli : Edizioni scientifiche italiane, [1985] |
| Descrizione fisica | 342 p. ; 24 cm |
| Disciplina | 332.0151 |
| Collana | Manuali ; 4 |
| Soggetto topico | Matematica finanziaria |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991000417979707536 |
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Volpe di Prignano, Ernesto
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||
| Napoli : Edizioni scientifiche italiane, [1985] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
| Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano |
| Autore | Janssen Jacques <1939-> |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (874 p.) |
| Disciplina |
332.01/51922
332.0151 |
| Altri autori (Persone) |
MancaRaimondo
Volpe di PrignanoErnesto |
| Collana | ISTE |
| Soggetto topico |
Finance - Mathematical models
Stochastic processes Investments - Mathematics |
| ISBN |
1-118-62241-3
1-282-16539-9 9786612165399 0-470-61169-3 0-470-39432-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Mathematical Finance: Deterministic and Stochastic Models; Table of Contents; Preface; Part I. Deterministic Models; Chapter 1. Introductory Elements to Financial Mathematics; 1.1. The object of traditional financial mathematics; 1.2. Financial supplies. Preference and indifference relations; 1.2.1. The subjective aspect of preferences; 1.2.2. Objective aspects of financial laws. The equivalence principle; 1.3. The dimensional viewpoint of financial quantities; Chapter 2. Theory of Financial Laws; 2.1. Indifference relations and exchange laws for simple financial operations
2.2. Two variable laws and exchange factors2.3. Derived quantities in the accumulation and discount laws; 2.3.1. Accumulation; 2.3.2. Discounting; 2.4. Decomposable financial lawas; 2.4.1. Weak and strong decomposability properties: equivalence relations; 2.4.2. Equivalence classes: characteristic properties of decomposable laws; 2.5. Uniform financial laws: mean evaluations; 2.5.1. Theory of uniform exchange laws; 2.5.2. An outline of associative averages; 2.5.3. Average duration and average maturity; 2.5.4. Average index of return: average rate 2.6. Uniform decomposable financial laws: exponential regimeChapter 3. Uniform Regimes in Financial Practice; 3.1. Preliminary comments; 3.1.1. Equivalent rates and intensities; 3.2. The regime of simple delayed interest (SDI); 3.3. The regime of rational discount (RD); 3.4. The regime of simple discount (SD); 3.5. The regime of simple advance interest (SAI); 3.6. Comments on the SDI, RD, SD and SAI uniform regimes; 3.6.1. Exchange factors (EF); 3.6.2. Corrective operations; 3.6.3. Initial averaged intensities and instantaneous intensity 3.6.4. Average length in the linear law and their conjugates3.6.5. Average rates in linear law and their conjugated laws; 3.7. The compound interest regime; 3.7.1. Conversion of interests; 3.7.2. The regime of discretely compound interest (DCI); 3.7.3. The regime of continuously compound interest (CCI); 3.8. The regime of continuously comound discount (CCD); 3.9. Complements and exercises on compound regimes; 3.10. Comparison of laws of different regimes; Chapter 4. Financial Operations and their Evaluation: Decisional Criteria; 4.1. Calculation of capital values: fairness 4.2. Retrospective and prospective reserve4.3. Usufruct and bare ownership in "discrete" and "continuous" cases; 4.4. Methods and models for financial decisions and choices; 4.4.1. Internal rate as return index; 4.4.2. Outline on GDCF and "internal financial law"; 4.4.3. Classifications and propert of financial projects; 4.4.4. Decisional criteria for financial projects; 4.4.5. Choice criteria for mutually exclusive financial projects; 4.4.6. Mixed projects: the TRM method; 4.4.7. Dicisional criteria on mixed projects; 4.5. Appendix: outline on numberical methods for the solution of equations 4.5.1. General aspects |
| Record Nr. | UNINA-9910139467903321 |
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Janssen Jacques <1939->
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||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
| Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano |
| Autore | Janssen Jacques <1939-> |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (874 p.) |
| Disciplina |
332.01/51922
332.0151 |
| Altri autori (Persone) |
MancaRaimondo
Volpe di PrignanoErnesto |
| Collana | ISTE |
| Soggetto topico |
Finance - Mathematical models
Stochastic processes Investments - Mathematics |
| ISBN |
1-118-62241-3
1-282-16539-9 9786612165399 0-470-61169-3 0-470-39432-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Mathematical Finance: Deterministic and Stochastic Models; Table of Contents; Preface; Part I. Deterministic Models; Chapter 1. Introductory Elements to Financial Mathematics; 1.1. The object of traditional financial mathematics; 1.2. Financial supplies. Preference and indifference relations; 1.2.1. The subjective aspect of preferences; 1.2.2. Objective aspects of financial laws. The equivalence principle; 1.3. The dimensional viewpoint of financial quantities; Chapter 2. Theory of Financial Laws; 2.1. Indifference relations and exchange laws for simple financial operations
2.2. Two variable laws and exchange factors2.3. Derived quantities in the accumulation and discount laws; 2.3.1. Accumulation; 2.3.2. Discounting; 2.4. Decomposable financial lawas; 2.4.1. Weak and strong decomposability properties: equivalence relations; 2.4.2. Equivalence classes: characteristic properties of decomposable laws; 2.5. Uniform financial laws: mean evaluations; 2.5.1. Theory of uniform exchange laws; 2.5.2. An outline of associative averages; 2.5.3. Average duration and average maturity; 2.5.4. Average index of return: average rate 2.6. Uniform decomposable financial laws: exponential regimeChapter 3. Uniform Regimes in Financial Practice; 3.1. Preliminary comments; 3.1.1. Equivalent rates and intensities; 3.2. The regime of simple delayed interest (SDI); 3.3. The regime of rational discount (RD); 3.4. The regime of simple discount (SD); 3.5. The regime of simple advance interest (SAI); 3.6. Comments on the SDI, RD, SD and SAI uniform regimes; 3.6.1. Exchange factors (EF); 3.6.2. Corrective operations; 3.6.3. Initial averaged intensities and instantaneous intensity 3.6.4. Average length in the linear law and their conjugates3.6.5. Average rates in linear law and their conjugated laws; 3.7. The compound interest regime; 3.7.1. Conversion of interests; 3.7.2. The regime of discretely compound interest (DCI); 3.7.3. The regime of continuously compound interest (CCI); 3.8. The regime of continuously comound discount (CCD); 3.9. Complements and exercises on compound regimes; 3.10. Comparison of laws of different regimes; Chapter 4. Financial Operations and their Evaluation: Decisional Criteria; 4.1. Calculation of capital values: fairness 4.2. Retrospective and prospective reserve4.3. Usufruct and bare ownership in "discrete" and "continuous" cases; 4.4. Methods and models for financial decisions and choices; 4.4.1. Internal rate as return index; 4.4.2. Outline on GDCF and "internal financial law"; 4.4.3. Classifications and propert of financial projects; 4.4.4. Decisional criteria for financial projects; 4.4.5. Choice criteria for mutually exclusive financial projects; 4.4.6. Mixed projects: the TRM method; 4.4.7. Dicisional criteria on mixed projects; 4.5. Appendix: outline on numberical methods for the solution of equations 4.5.1. General aspects |
| Record Nr. | UNINA-9910677466003321 |
|
Janssen Jacques <1939->
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
| Mathematical fianance [[electronic resource] ] : deterministic and stochastic models / / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano |
| Autore | Janssen Jacques <1939-> |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (874 p.) |
| Disciplina |
332.01/51922
332.0151 |
| Altri autori (Persone) |
MancaRaimondo
Volpe di PrignanoErnesto |
| Collana | ISTE |
| Soggetto topico |
Finance - Mathematical models
Stochastic processes Investments - Mathematics |
| ISBN |
1-118-62241-3
1-282-16539-9 9786612165399 0-470-61169-3 0-470-39432-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Mathematical Finance: Deterministic and Stochastic Models; Table of Contents; Preface; Part I. Deterministic Models; Chapter 1. Introductory Elements to Financial Mathematics; 1.1. The object of traditional financial mathematics; 1.2. Financial supplies. Preference and indifference relations; 1.2.1. The subjective aspect of preferences; 1.2.2. Objective aspects of financial laws. The equivalence principle; 1.3. The dimensional viewpoint of financial quantities; Chapter 2. Theory of Financial Laws; 2.1. Indifference relations and exchange laws for simple financial operations
2.2. Two variable laws and exchange factors2.3. Derived quantities in the accumulation and discount laws; 2.3.1. Accumulation; 2.3.2. Discounting; 2.4. Decomposable financial lawas; 2.4.1. Weak and strong decomposability properties: equivalence relations; 2.4.2. Equivalence classes: characteristic properties of decomposable laws; 2.5. Uniform financial laws: mean evaluations; 2.5.1. Theory of uniform exchange laws; 2.5.2. An outline of associative averages; 2.5.3. Average duration and average maturity; 2.5.4. Average index of return: average rate 2.6. Uniform decomposable financial laws: exponential regimeChapter 3. Uniform Regimes in Financial Practice; 3.1. Preliminary comments; 3.1.1. Equivalent rates and intensities; 3.2. The regime of simple delayed interest (SDI); 3.3. The regime of rational discount (RD); 3.4. The regime of simple discount (SD); 3.5. The regime of simple advance interest (SAI); 3.6. Comments on the SDI, RD, SD and SAI uniform regimes; 3.6.1. Exchange factors (EF); 3.6.2. Corrective operations; 3.6.3. Initial averaged intensities and instantaneous intensity 3.6.4. Average length in the linear law and their conjugates3.6.5. Average rates in linear law and their conjugated laws; 3.7. The compound interest regime; 3.7.1. Conversion of interests; 3.7.2. The regime of discretely compound interest (DCI); 3.7.3. The regime of continuously compound interest (CCI); 3.8. The regime of continuously comound discount (CCD); 3.9. Complements and exercises on compound regimes; 3.10. Comparison of laws of different regimes; Chapter 4. Financial Operations and their Evaluation: Decisional Criteria; 4.1. Calculation of capital values: fairness 4.2. Retrospective and prospective reserve4.3. Usufruct and bare ownership in "discrete" and "continuous" cases; 4.4. Methods and models for financial decisions and choices; 4.4.1. Internal rate as return index; 4.4.2. Outline on GDCF and "internal financial law"; 4.4.3. Classifications and propert of financial projects; 4.4.4. Decisional criteria for financial projects; 4.4.5. Choice criteria for mutually exclusive financial projects; 4.4.6. Mixed projects: the TRM method; 4.4.7. Dicisional criteria on mixed projects; 4.5. Appendix: outline on numberical methods for the solution of equations 4.5.1. General aspects |
| Record Nr. | UNINA-9910841724503321 |
|
Janssen Jacques <1939->
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical finance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
| Mathematical finance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano |
| Autore | Janssen, Jacques <1939-> |
| Pubbl/distr/stampa | London : wiley, 2009 |
| Descrizione fisica | xx, 852 p. ; 24 cm |
| Disciplina | 332.0151922 |
| Altri autori (Persone) |
Manca, Raimondo
Volpe, Ernesto |
| Soggetto non controllato |
Matematica finanziaria
Processi stocastici |
| ISBN | 978-1-84821-081-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009495530403321 |
|
Janssen, Jacques <1939->
|
||
| London : wiley, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
