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Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
| Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXIV, 496 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Advanced stochastic models
Ernst Eberlein Festschrift Mathematical Finance Option pricing and hedging Processes with jumps Quantitative Finance Statistics Term structure models |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114265 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
| Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XXIV, 496 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114265 |
| XXIV, 496 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi
| Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
| Autore | Alfonsi, Aurélien |
| Pubbl/distr/stampa | [Cham], : Bocconi university, : Springer, 2015 |
| Descrizione fisica | XIII, 252 p. : ill. ; 24 cm |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
62-XX - Statistics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 00A72 - General theory of simulation [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113240 |
Alfonsi, Aurélien
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| [Cham], : Bocconi university, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi
| Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
| Autore | Alfonsi, Aurélien |
| Edizione | [[Cham] : Bocconi university : Springer, 2015] |
| Pubbl/distr/stampa | XIII, 252 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
62-XX - Statistics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 00A72 - General theory of simulation [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113240 |
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Alfonsi, Aurélien
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| XIII, 252 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer
| Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
| Autore | Fischer, Matthias J. |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2014 |
| Descrizione fisica | VIII, 72 p. : ill. ; 24 cm |
| Soggetto topico |
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62E15 - Exact distribution theory in statistics [MSC 2020] |
| Soggetto non controllato |
Asymmetry
Distributions Financial returns Heavy tails Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104150 |
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Fischer, Matthias J.
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| Heidelberg, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer
| Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
| Autore | Fischer, Matthias J. |
| Edizione | [Heidelberg : Springer, 2014] |
| Pubbl/distr/stampa | VIII, 72 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62E15 - Exact distribution theory in statistics [MSC 2020] |
| ISBN | 8-3-642-45137-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0104150 |
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Fischer, Matthias J.
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| VIII, 72 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden
| Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
| Autore | Ibragimov, Marat |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 119 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] |
| Soggetto non controllato |
Diversification
Econometrics Financial markets Heavy-Tailed distribution Insurance markets Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113456 |
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Ibragimov, Marat
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden
| Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
| Autore | Ibragimov, Marat |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XIV, 119 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113456 |
|
Ibragimov, Marat
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||
| XIV, 119 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Pubbl/distr/stampa | [Tokyo], : Springer, 2015 |
| Descrizione fisica | X, 103 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Financial markets
Non-Gaussian Nonstationary State-space modeling Time series Time-varying system |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113966 |
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Tanokura, Yoko
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| [Tokyo], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Edizione | [[Tokyo] : Springer, 2015] |
| Pubbl/distr/stampa | X, 103 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113966 |
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Tanokura, Yoko
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| X, 103 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
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91G70 - Statistical methods; risk measures [MSC 2020]
(36)
- 62-XX - Statistics [MSC 2020] (14)
- 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] (14)
- 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] (12)
- 62P20 - Applications of statistics to economics [MSC 2020] (10)