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Tempered stable distributions : stochastic models for multiscale processes / Michael Grabchak
| Tempered stable distributions : stochastic models for multiscale processes / Michael Grabchak |
| Autore | Grabchak, Michael |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XII, 118 p. ; 24 cm |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
| Soggetto non controllato |
Infinitely divisible distributions
Lévy processes Quantitative Finance Stable Distributions Tempered Heavy Tails Tempered Stable Distributions Weak convergence |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115415 |
Grabchak, Michael
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors
| The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVIII, 527 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Barndorff-Nielsen
Exponential Families Financial Econometrics Infinitely divisible distributions Lévy processes Mathematical Finance Quantitative Finance Risk Measurement Statistics of Stochastic Processes Stochastic Analysis Stochastic Partial Differential Equations Time series Turbulence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115421 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The Mathematics of Errors / Nicolas Bouleau
| The Mathematics of Errors / Nicolas Bouleau |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xii, 448 p. : ill. ; 24 cm |
| Soggetto non controllato |
Bias of error
Error structures Malliavin Calculus Mathematical Finance Ornstein-Uhlenbeck Quantitative Finance Square field operator Stochastic differential equation Variance of error |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0275341 |
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Bouleau, Nicolas
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The Risk Management of Contingent Convertible (CoCo) Bonds / Jan De Spiegeleer, Ine Marquet, Wim Schoutens
| The Risk Management of Contingent Convertible (CoCo) Bonds / Jan De Spiegeleer, Ine Marquet, Wim Schoutens |
| Autore | De Spiegeleer, Jan |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schoutens, Wim |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Capital instruments
CoCo bonds Contingent capital Contingent convertibles Mathematical Finance Quantitative Finance Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125045 |
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De Spiegeleer, Jan
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series in Economics and Finance / Tomas Cipra
| Time Series in Economics and Finance / Tomas Cipra |
| Autore | Cipra, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249973 |
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Cipra, Tomas
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Tools for Computational Finance / Rüdiger U. Seydel
| Tools for Computational Finance / Rüdiger U. Seydel |
| Autore | Seydel, Rüdiger U. |
| Edizione | [6. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xxii, 486 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Algorithms for finance
Black-Scholes equations Computational finance Financial Engineering Finite element methods Finite-difference methods Monte-Carlo Simulation Option pricing Pricing of options Quantitative Finance Random Number Generator Risk analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123726 |
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Seydel, Rüdiger U.
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Tychastic measure of viability risk / Jean-Pierre Aubin, Luxi Chen, Olivier Dordan
| Tychastic measure of viability risk / Jean-Pierre Aubin, Luxi Chen, Olivier Dordan |
| Autore | Aubin, Jean-Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XVII, 126 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chen, Luxi
Dordan, Olivier |
| Soggetto topico |
91G10 - Portfolio theory [MSC 2020]
91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Evolutions Under Uncertainty
Hedging Exit Time Function Portfolio Hedging Quantitative Finance Risk Eradication Measure Solvency Capital Requirement Viability Risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103842 |
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Aubin, Jean-Pierre
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Yield Curves and Forward Curves for Diffusion Models of Short Rates / Gennady A. Medvedev
| Yield Curves and Forward Curves for Diffusion Models of Short Rates / Gennady A. Medvedev |
| Autore | Medvedev, Gennady A. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxiv, 230 p. : ill. ; 24 cm |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Diffusion models of interest rate processes
Forward curves Mathematical models of Yield No-arbitrage conditions Quantitative Finance Term structure of interest rates Yield curves Zero-coupon bond |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127242 |
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Medvedev, Gennady A.
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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