Mathematical Finance with Applications

Mathematical Finance with Applications

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of...

Descrición completa

Gardado en:
Detalles Bibliográficos
Outros autores: Wong, Wing-Keung (Editor), Guo, Xu (Editor), Lozza, Sergio Ortobelli (Editor)
Formato: Capítulo de libro
Publicado: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Subjects:
Coins, banknotes, medals, seals (numismatics)
cluster analysis
equity index networks
machine learning
copulas
dependence structures
quotient of random variables
density functions
distribution functions
multi-factor model
risk factors
OLS and ridge regression model
python
chi-square test
quantile
VaR
quadrangle
CVaR
conditional value-at-risk
expected shortfall
ES
superquantile
deviation
risk
error
regret
minimization
CVaR estimation
regression
linear regression
linear programming
portfolio safeguard
PSG
equity option pricing
factor models
stochastic volatility
jumps
mathematics
probability
statistics
finance
applications
investment home bias (IHB)
bivariate first-degree stochastic dominance (BFSD)
keeping up with the Joneses (KUJ)
correlation loving (CL)
return spillover
volatility spillover
optimal weights
hedge ratios
US financial crisis
Chinese stock market crash
stock price prediction
auto-regressive integrated moving average
artificial neural network
stochastic process-geometric Brownian motion
financial models
firm performance
causality tests
leverage
long-term debt
capital structure
shock spillover
Acceso en liña:Get Fullteks
DOAB: description of the publication
Tags: Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!

Internet

Get Fullteks
DOAB: description of the publication

3rd Floor Main Library

Detalle de Existencias desde 3rd Floor Main Library
Número de Clasificación: A1234.567
Copia 1 Dispoñible

Títulos similares