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Mathematical analysis, probability and applications – plenary lectures [[electronic resource] ] : ISAAC 2015, Macau, China / / edited by Tao Qian, Luigi G. Rodino
| Mathematical analysis, probability and applications – plenary lectures [[electronic resource] ] : ISAAC 2015, Macau, China / / edited by Tao Qian, Luigi G. Rodino |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (335 p.) |
| Disciplina | 510 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Partial differential equations
Functional analysis Probabilities Partial Differential Equations Functional Analysis Probability Theory and Stochastic Processes |
| ISBN | 3-319-41945-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Leon Cohen: A review of Brownian motion based solely on the Langevin equation with white noise -- Darren Crowdy: Geometry-fitted Fourier-Mellin transform pairs -- Alan McIntosh , Sylvie Monniaux: First order approach to L^p estimates for the Stokes operator on Lipschitz domains -- Zhong-Can Ou-Yang, Zhan-Chun Tu: The study of complex shapes of fluid membranes, the Helfrich functional and new applications -- Maximilian Reich, Winfried Sickel: Multiplication and composition in weighted modulation spaces -- Saburou Saitoh: A reproducing kernel theory with some general applications -- Vladimir Temlyakov: Sparse approximation by greedy algorithms -- Dan-Virgil Voiculescu: The bi-free extension of free probability -- Ya-Guang Wang: Stability of the Prandtl boundary layers -- Elias Wegert: Visual exploration of complex functions -- Karen Yagdjian: Integral transform approach to time-dependent partial differential equations. |
| Record Nr. | UNINA-9910254095103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical and Statistical Methods for Actuarial Sciences and Finance [[electronic resource] ] : MAF 2018 / / edited by Marco Corazza, María Durbán, Aurea Grané, Cira Perna, Marilena Sibillo
| Mathematical and Statistical Methods for Actuarial Sciences and Finance [[electronic resource] ] : MAF 2018 / / edited by Marco Corazza, María Durbán, Aurea Grané, Cira Perna, Marilena Sibillo |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XVI, 518 p.) |
| Disciplina | 510 |
| Soggetto topico |
Statistics
Econometrics Probabilities Mathematical optimization Statistics for Business, Management, Economics, Finance, Insurance Probability Theory and Stochastic Processes Optimization |
| ISBN | 3-319-89824-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 M. Caporin, G. Bonaccolto and S. Paterlini, Conditional Autoregressive Quantile-Located Value-at-Risk -- 2 M. Galeotti, G. Rabitti and E. Vannucci, The Rearrangement algorithm of Puccetti and Rüschendorf: proving the convergence -- 3 R. Cesari and V. Mosco, Optimal Management of Immunized Portfolios -- 4 E. Russo, M. Costabile and I. Massabo, Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals -- 5 A. Jokiel-Rokita and R. Magiera, Estimation and prediction for the modulated power law process -- 6 M. De La O González and F. Jareño, Extensions of Fama and French models -- 7 A. Hitaj, L. Mercuri and E. Rroji, Stochastic mortality modelling: some extensions based on Lévy CARMA models -- 8 L. Ballester, R. Fernández and A. González-Urteaga, An empirical analysis of the lead lag relationship between the CDS and stock market: Evidence in Europe and US -- 9 I.L. Amerise, Automatic detection and imputation of outliers in electricity price time series -- 10 F. Giordano, M. Niglio and M. Restaino, Variable selection in estimating bank default -- 11 F. Jareño, M.Á. Medina, M. Tolentino and M. De La O González, European Insurers: Interest Rate Risk Management -- 12 M. Corazza and C. Nardelli, Comparing possibilistic portfolios to probabilistic ones -- 13 M. Maggi and P. Uberti, Google searches for portfolio management: a risk and return analysis -- 14 M.C. Schisani, M.P. Vitale and G. Ragozini, Financial Networks and Mechanisms of Business Capture in Southern Italy over the First Global Wave (1812-1913). A Network Approach -- 15 H. Gzyl, S. Mayoral and E. P. Gomes, Loss data analysis with maximum entropy -- 16 I.D.Fabián, P. Devolder, J. A. Herce and F. Del Olmo, A two-steps mixed pension system: An aggregate analysis -- 17 D. Atance and E. Navarro, A Single Factor Model for Constructing Dynamic Life Tables -- 18 L. Sanchis, J.M. Montero and G. Fernández-Avilés, Downside risk co-movement in commodity markets during distress periods. A Multidimensional scaling approach -- 19 G. Caivano and S. Bonini, Probability of Default Modeling: A Machine Learning Approach -- 20 S. Corsaro, V. De Simone, Z. Marino and F. Perla, Numerical solution of the regularized portfolio selection problem -- 21 N. Ahlgren and P. Catani, Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors -- 22 M. De La O Gonzalez, F. Jareño and C. El Haddouti Ben Ali, The Islamic Financial Industry. Performance of Islamic vs. conventional sector portfolios -- 23 L. Invernizzi and V. Magatti, Could Machine Learning predict the Conversion in Motor Business? -- 24 S. Albosaily and S. Pergamenshchikov, The optimal investment and consumption for financial markets generated by the spread of risky assets for the power utility -- 25 M.E. De Giuli, M. Neffelli and M. Resta, An Integrated Approach to Explore the Complexity of Interest Rates Network Structure -- 26 I. Fuente, E. Navarro and G. Serna, Estimating regulatory capital requirements for reverse mortgages. An international comparison -- 27 L. Gómez-Valle and J. Martínez-Rodríguez, Real-world versus neutral risk measures in the estimation of an interest rate model with stochastic volatility -- 28 G. Apicella, M. Dacorogna, E. Di Lorenzo and M. Sibillo, Improving Lee-Carter forecasting: methodology and some results -- 29 V. D’amato, A. Diaz, E. Di Lorenzo, E. Navarro and M. Sibillo, What if two different interest rates datasets allow for discribing the same financial product? -- 30 V. D'Amato, E. Di Lorenzo, M. Sibillo and R. Tizzano, Money purchase” pensions: contract proposals and risk analysis -- 31 K. Colaneri, S. Herzel and M. Nicolosi, The value of information for optimal portfolio management -- 32 N. Loperfido, Kurtosis Maximization for Outlier Detection in GARCH Models -- 33 A. Berti and N. Loperfido, An Extension of Multidimensional Scaling to Several Distance Matrices, and its Application to the Italian Banking Sector -- 34 C. Franceschini, Exploratory Projection Pursuit for Multivariate Financial Data -- 35 I. Albarrán Lozano, P. J. Alonso-González and A. Grané, Using deepest dependency paths to enhance life expectancy estimation -- 36 L. Rossini, M. Billio and R. Casarin, Bayesian nonparametric sparse Vector Autoregressive models -- 37 P. Angulo, V. Gallego, D. Gómez Ullate and P. Suárez, Bayesian Factorization Machines for Risk Management and Robust Decision Making -- 38 M. Coppola, M. Russolillo and R. Simone, Risk and Uncertainty for Flexible Retirement Schemes -- 39 G. Giordano, S. Haberman and M. Russolillo, Empirical Evidence from the Three-way LC model -- 40 A. Diaz and G. Garrido Sanchez, Socially Responsible Ratings and Financial Performance -- 41 M. Bernardi and M. Costola, Sparse causality networks through regularised regressions -- 42 J. Iñaki De La Peña and N. Peña-Miguel, A Basic Social Pension for Everyone? -- 43 M.C. Fernandez-Ramos, J. Iñaki De La Peña, A. T. Herrera, I. Iturricastillo and N.Peña-Miguel, Helping Long Term Care coverage via differential on mortality? -- 44 N. Peña-Miguel, M.C. Fernández-Ramos and J. Iñaki De La Peña, A minimum pension for older people via expenses rate -- 45 S. Bonini and G. Caivano, Risk/Return analysis on credit exposure: do small banks really apply a pricing risk-based on their loans? -- 46 M. Pacella, F. Giordano and M.L. Parrella, Multiple testing for different structures of Spatial Dynamic Panel Data models -- 47 M. Billio, R. Casarin, M. Costola and L. Frattarolo, Disagreement in Signed Financial Networks -- 48 M. González-Fernández and C. González-Velasco, Do Google trends help to forecast sovereign risk in Europe? -- 49 F. Battaglia, D. Cucina and M.l Rizzo, Periodic autoregressive models with multiple structural changes by genetic algorithms -- 50 G. Albano, M. La Rocca and C. Perna, Small Sample Analysis in Diffusion Processes: a Simulation Study -- 51 M. Corazza and C. Pizzi, Some critical insights on the unbiased efficient frontier à la Bodnar & Bodnar -- 52 G. De Luca, G. Rivieccio and S. Corsaro, A copula-based quantile model -- 53 M. Billio, R. Casarin and M. Iacopini, Bayesian Tensor Binary Regression -- 54 F. Baione, D. Biancalana, P. De Angelis and I. Granito, Dynamic policyholder behaviour and surrender option evaluation for life insurance -- 55 A. Amendola, M. Braione, V. Candila and G. Storti, Combining multivariate volatility models -- 56 A. Bernardi and M. Bernardi, Two–Sided Skew and Shape Dynamic Conditional Score Models -- 57 F. Baione, D. Biancalana, P. De Angelis and I. Granito, An individual risk model for premium calculation based on quantile: a comparison between Generalized Linear Models and Quantile Regression -- 58 A. Díaz and C. Esparcia, Time-varying risk aversion. An application to European optimal portfolios -- 59 E. Boj Del Val and T. Costa Cor, Logistic classification for new policyholders taking into account prediction error -- 60 A. Caner Turkmen and A. Taylan Cemgil, Modeling High-Frequency Price Data with Bounded-Delay Hawkes Processes -- 61 F. Bartolucci, A. Cardinali and F. Pennoni, A generalized moving average convergence/divergence for testing semi-strong market efficiency -- 62 L. Crosato, L. Grossi and F. Nan, Forecasting the volatility of electricity prices by robust estimators: an application to the Italian market -- 63 D. Curcio, N. Borri, R. Cerrone and R. Cocozza, Life insurers’ asset-liability dependency and low-interest-rate environment -- 64 M. Guillen and A. M. Pérez-Marín, The Contribution of Usage-based Data Analytics to benchmark Semi-autonomous Vehicle Insurance -- 65 P. Abad, A. Díaz, A. Escribano and M.D. Robles, The effect of rating contingent guidelines and regulation around credit rating news -- 66 P. Peinado, Disability Pensions in Spain: A Factor to Compensate Life-Time Losses -- 67 D. De Gaetano and M. Braione, Transmission of prices and price volatility in Australian electricity spot markets: A MGARCH-based forecast comparison -- 68 D. Barro, Optimal portfolio selection integrating non-financial criteria -- 69 R. Cerqueti, M. Giacalone and D. Panarello, A Generalized Error Distribution-based method for Conditional Value-at-Risk evaluation -- 70 M. Bernardi and P. Stolfi, Robust time-varying undirected graphs -- 71 J.L. Vilar-Zanón and O. Peraita-Ezcurra, Pricing illiquid assets by entropy maximization through linear goal programming -- 72 R. Casarin, M. Billio and M. Iacopini, Bayesian Tensor Regression Models -- 73 M. Bernardi and P. Stolfi, Approximate EM algorithm for sparse estimation of multivariate location--scale mixture of normal. 74 I. Albarrán Lozano, P. J. Alonso-González and J. De Vicente Maldonado, Links between mortality rates and economic activity: a DFM approach -- 75 C. De Rosa, E. Luciano and L. Regis, Geographic diversification in annuity portfolios -- 76 U. Fiore, Z. Marino, F. Perla, S. Scognamiglio and P. Zanetti, Tuning a Deep Learning Network on Solvency II: Preliminary Results -- 77 G. Albano and V. Giorno, Inference in a Non-Homogeneous Vasicek-Type Model -- 78 D. Arzu and G M. Mantovani, Research Project MAF: A Bank Specific Integrated Rating -- 79 G. Piscopo, A comparative analysis of neuro fuzzy infer-ence systems for mortality prediction -- 80 F. Gannon, F. Legros and V. Touze, Automatic Balancing Mechanisms in Practice: What lessons for pension policy makers? -- 81 A.R. Bacinello and I. Zoccolan, Variable Annuities with State-Dependent Fees -- 82 A. Masson, The challenges of wealth and its intergenerational transmission in an aging society -- 83 L. Catania, F. Ravazzolo and S. Grassi, Quantitative Risk Management for Cryptocurrencies -- 84 J. Lledo Benito, J. M. Pavía Miralles and F. G. Morillas Jurado, The Level Mortality in Insured Population -- 85 I. Chatterjee, M. Hao, A. Macdonald, P. Tapadar and R. Guy Thomas, When is utilitarian welfare higher under insurance risk pooling? -- 86 D. Cortes-. |
| Record Nr. | UNINA-9910300133903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical and Statistical Modeling for Emerging and Re-emerging Infectious Diseases [[electronic resource] /] / edited by Gerardo Chowell, James M. Hyman
| Mathematical and Statistical Modeling for Emerging and Re-emerging Infectious Diseases [[electronic resource] /] / edited by Gerardo Chowell, James M. Hyman |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (IX, 356 p. 94 illus., 63 illus. in color.) |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Infectious diseases Statistics Epidemiology Probability Theory and Stochastic Processes Infectious Diseases Statistics for Life Sciences, Medicine, Health Sciences |
| ISBN | 3-319-40413-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- A Reality of Its Own -- Modeling the Impact of Behavior Change on the Spread of Ebola -- A model for coupled outbreaks contained by behavior change -- Real-time assessment of the international spreading risk associated with the 2014 West African Ebola Outbreak -- Modeling the case of early detection of Ebola virus disease -- Modeling ring vaccination strategies to control Ebola virus disease epidemics -- Estimation of the number of sickbeds during Ebola epidemics using optimal control theory -- Inverse problems and Ebola virus disease using an age of infection model -- Assessing the Efficiency of Movement -- Restriction as a Control Strategy of Ebola -- Patch models of EVD transmission dynamics -- From bee species aggregation to models of disease avoidance: The \emph{Ben-Hur} effect} -- Designing Public Health Policies to Mitigate the Adverse Consequences of Rural-Urban Migration via Meta-Population Modeling -- Age of Infection Epidemic Models -- Optimal Control of Vaccination in an Age-Structured Cholera Model -- A Multi-risk Model for Understanding the Spread of Chlamydia -- The 1997 Measles Outbreak in Metropolitan São Paulo, Brazil: Strategic Implications of Increasing Urbanization -- Methods to determine the end of an infectious disease epidemic: A short review -- Statistical considerations in infectious disease randomized controlled trials -- Epidemic models with and without mortality: when does it matter?- Capturing Household Transmission in Compartmental Models of Infectious Disease -- Bistable endemic states in a Susceptible-Infectious-Susceptible model with behavior-dependent Vaccination -- Index. |
| Record Nr. | UNINA-9910254065803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Epidemiology [[electronic resource] /] / edited by Fred Brauer, Pauline van den Driessche, J. Wu
| Mathematical Epidemiology [[electronic resource] /] / edited by Fred Brauer, Pauline van den Driessche, J. Wu |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
| Descrizione fisica | 1 online resource (XVIII, 414 p. 71 illus., 27 illus. in color.) |
| Disciplina | 614.4 |
| Collana | Mathematical Biosciences Subseries |
| Soggetto topico |
Epidemiology
Probabilities Mathematical analysis Analysis (Mathematics) Biomathematics Differential equations Dynamics Ergodic theory Probability Theory and Stochastic Processes Analysis Genetics and Population Dynamics Ordinary Differential Equations Dynamical Systems and Ergodic Theory |
| Soggetto genere / forma | Aufsatzsammlung |
| ISBN | 3-540-78911-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | and General Framework -- A Light Introduction to Modelling Recurrent Epidemics -- Compartmental Models in Epidemiology -- An Introduction to Stochastic Epidemic Models -- Advanced Modeling and Heterogeneities -- An Introduction to Networks in Epidemic Modeling -- Deterministic Compartmental Models: Extensions of Basic Models -- Further Notes on the Basic Reproduction Number -- Spatial Structure: Patch Models -- Spatial Structure: Partial Differential Equations Models -- Continuous-Time Age-Structured Models in Population Dynamics and Epidemiology -- Distribution Theory, Stochastic Processes and Infectious Disease Modelling -- Case Studies -- The Role of Mathematical Models in Explaining Recurrent Outbreaks of Infectious Childhood Diseases -- Modeling Influenza: Pandemics and Seasonal Epidemics -- Mathematical Models of Influenza: The Role of Cross-Immunity, Quarantine and Age-Structure -- A Comparative Analysis of Models for West Nile Virus. |
| Record Nr. | UNINA-9910484119603321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Epidemiology [[electronic resource] /] / edited by Fred Brauer, Pauline van den Driessche, J. Wu
| Mathematical Epidemiology [[electronic resource] /] / edited by Fred Brauer, Pauline van den Driessche, J. Wu |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
| Descrizione fisica | 1 online resource (XVIII, 414 p. 71 illus., 27 illus. in color.) |
| Disciplina | 614.4 |
| Collana | Mathematical Biosciences Subseries |
| Soggetto topico |
Epidemiology
Probabilities Mathematical analysis Analysis (Mathematics) Biomathematics Differential equations Dynamics Ergodic theory Probability Theory and Stochastic Processes Analysis Genetics and Population Dynamics Ordinary Differential Equations Dynamical Systems and Ergodic Theory |
| Soggetto genere / forma | Aufsatzsammlung |
| ISBN | 3-540-78911-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | and General Framework -- A Light Introduction to Modelling Recurrent Epidemics -- Compartmental Models in Epidemiology -- An Introduction to Stochastic Epidemic Models -- Advanced Modeling and Heterogeneities -- An Introduction to Networks in Epidemic Modeling -- Deterministic Compartmental Models: Extensions of Basic Models -- Further Notes on the Basic Reproduction Number -- Spatial Structure: Patch Models -- Spatial Structure: Partial Differential Equations Models -- Continuous-Time Age-Structured Models in Population Dynamics and Epidemiology -- Distribution Theory, Stochastic Processes and Infectious Disease Modelling -- Case Studies -- The Role of Mathematical Models in Explaining Recurrent Outbreaks of Infectious Childhood Diseases -- Modeling Influenza: Pandemics and Seasonal Epidemics -- Mathematical Models of Influenza: The Role of Cross-Immunity, Quarantine and Age-Structure -- A Comparative Analysis of Models for West Nile Virus. |
| Record Nr. | UNISA-996466672003316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Mathematical Finance [[electronic resource] /] / by Ernst Eberlein, Jan Kallsen
| Mathematical Finance [[electronic resource] /] / by Ernst Eberlein, Jan Kallsen |
| Autore | Eberlein Ernst |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (774 pages) |
| Disciplina | 330.0151 |
| Collana | Springer Finance |
| Soggetto topico |
Social sciences - Mathematics
Probabilities Financial engineering Financial risk management Mathematics in Business, Economics and Finance Probability Theory Financial Engineering Risk Management |
| ISBN | 3-030-26106-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models. |
| Record Nr. | UNINA-9910364957503321 |
Eberlein Ernst
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical finance and probability : a discrete introduction / Pablo Koch Medina, Sandro Merino
| Mathematical finance and probability : a discrete introduction / Pablo Koch Medina, Sandro Merino |
| Autore | Koch Medina, Pablo |
| Pubbl/distr/stampa | Basel ; Boston ; Berlin : Birkhäuser, c2003 |
| Descrizione fisica | viii, 328 p. ; 25 cm |
| Disciplina | 332.601519 |
| Altri autori (Persone) | Merino, Sandroauthor |
| Soggetto topico |
Investments - Mathematics
Investments - Mathematical models Probabilities Securities - Mathematical models |
| ISBN | 3764369213 |
| Classificazione |
AMS 90-01
AMS 60-01 AMS 91-01 AMS 91B28 AMS 91B30 LC HG4515.3.K63 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000631879707536 |
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Koch Medina, Pablo
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| Basel ; Boston ; Berlin : Birkhäuser, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematical Finance: Theory Review and Exercises [[electronic resource] ] : From Binomial Model to Risk Measures / / by Emanuela Rosazza Gianin, Carlo Sgarra
| Mathematical Finance: Theory Review and Exercises [[electronic resource] ] : From Binomial Model to Risk Measures / / by Emanuela Rosazza Gianin, Carlo Sgarra |
| Autore | Rosazza Gianin Emanuela |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (X, 285 p.) |
| Disciplina | 519.24 |
| Collana | La Matematica per il 3+2 |
| Soggetto topico |
Probabilities
Finance Statistics Probability Theory and Stochastic Processes Finance, general Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-01357-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Short review of Probability and of Stochastic Processes -- 2 Portfolio Optimization in Discrete time Models -- 3 Binomial Model for Option Pricing -- 4 Absence of arbitrage and Completeness of market models -- 5 Itô’s Formula and Stochastic Differential Equations -- 6 Partial Differential Equations in Finance -- 7 Black-Scholes model for Option Pricing and Hedging Strategies -- 8 American Options -- 9 Exotic Options -- 10 Interest Rate Models -- 11 Pricing Models beyond Black-Scholes -- 12 Risk Measures: Value at Risk and beyond. |
| Record Nr. | UNINA-9910437873703321 |
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Rosazza Gianin Emanuela
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical foundations of the calculus of probability / Jacques Neveu ; transl. by Amiel Feinstein ; forew. by R. Fortet
| Mathematical foundations of the calculus of probability / Jacques Neveu ; transl. by Amiel Feinstein ; forew. by R. Fortet |
| Autore | Neveu, Jacques |
| Pubbl/distr/stampa | San Francisco : Holden-Day, 1965 |
| Descrizione fisica | xiii, 223 p. ; 24 cm. |
| Disciplina | 519.2 |
| Collana | Holden-Day series in probability and statistics |
| Soggetto topico |
Measure theory
Probabilities Probability theory |
| Classificazione |
AMS 60-02
AMS 60-XX |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001111359707536 |
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Neveu, Jacques
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| San Francisco : Holden-Day, 1965 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematical Foundations of Time Series Analysis [[electronic resource] ] : A Concise Introduction / / by Jan Beran
| Mathematical Foundations of Time Series Analysis [[electronic resource] ] : A Concise Introduction / / by Jan Beran |
| Autore | Beran Jan |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (309 pages) |
| Disciplina | 519.55 |
| Soggetto topico |
Statistics
Econometrics Probabilities Statistical Theory and Methods Probability Theory and Stochastic Processes |
| ISBN | 3-319-74380-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Typical assumptions -- Defining probability measure for time series -- Spectral representation of univariate time series -- Spectral representation of real valued vector time series -- Univariate ARMA processes -- Generalized autoregressive processes -- Prediction -- Inference for μ, γ and F -- Parametric estimation -- References. |
| Record Nr. | UNINA-9910279755103321 |
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Beran Jan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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