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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Pubbl/distr/stampa | New York, : Springer, 2018 |
| Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Asymmetric Information
Dynamic Markov Bridges Markov Processes Quantitative Finance Stochastic Filtering Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125096 |
Çetin, Umut
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| New York, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Economic and Financial Modelling with EViews : A Guide for Students and Professionals / Abdulkader Aljandali, Motasam Tatahi
| Economic and Financial Modelling with EViews : A Guide for Students and Professionals / Abdulkader Aljandali, Motasam Tatahi |
| Autore | Aljandali, Abdulkader |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvii, 284 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tatahi, Motasam |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Autoregressive Models
Covariance Dummy variables Inference statistics One variable analysis Quantitative Finance Random variables Regression Risk assessment Time series Two-variable analysis correlation Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124651 |
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Aljandali, Abdulkader
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Electricity derivatives / René Aïd
| Electricity derivatives / René Aïd |
| Autore | Aid, René |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 97 p. : ill. ; 24 cm |
| Soggetto topico |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Electricity Derivatives
Jump Processes Power Plants Quantitative Finance Swing Options Tolling Contracts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113254 |
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Aid, René
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | XVI, 325 p. : ill. ; 25 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| ISBN | 978-03-87903-62-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055283 |
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Chung, Kai Lai
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | xvi, 325 p. : ill. ; 25 cm |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268262 |
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Chung, Kai Lai
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1975 |
| Descrizione fisica | x, 325 p. : ill. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0267977 |
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Chung, Kai Lai
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| New York, : Springer, 1975 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Pubbl/distr/stampa | New York, : Springer, 1974 |
| Descrizione fisica | x, 325 p. : ill. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0267790 |
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Chung, Kai Lai
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| New York, : Springer, 1974 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elements of Copula Modeling with R / Marius Hofert ... [et al.]
| Elements of Copula Modeling with R / Marius Hofert ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | x, 267 p. : ill. ; 24 cm |
| Soggetto topico |
65C10 - Random number generation in numerical analysis [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [MSC 2020] 62-08 - Computational methods for problems pertaining to statistics [MSC 2020] |
| Soggetto non controllato |
Applications in engineering
Applications in environmental sciences Applications in finance and insurance Multivariate dependance Quantitative Finance R package copula Statistical environment R Statistical modeling Statistical modeling of multivariate distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124652 |
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | x, 150 p. ; 24 cm |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Arbitrages
Enlargement of filtration Honest times Jumping martingales Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124142 |
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Aksamit, Anna
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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ERM and QRM in Life Insurance : An Actuarial Primer / Ermanno Pitacco
| ERM and QRM in Life Insurance : An Actuarial Primer / Ermanno Pitacco |
| Autore | Pitacco, Ermanno |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiii, 228 p. : ill. ; 24 cm |
| Soggetto topico |
91Bxx - Mathematical economics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Alternative Risk Transfers
Capital allocation and Solvency Enterprise Risk Management Guarantees and options Life Annuities Life insurance Long term care insurance Product development Quantitative Finance Quantitative Risk Management Reinsurance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249070 |
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Pitacco, Ermanno
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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