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Author : Paola Colombo Simeta
Publisher :
ISBN 13 :
Total Pages : 383 pages
Book Rating : 4.:/5 (86 download)
Download or read book Modelli matematici per i mercati finanziari written by Paola Colombo Simeta and published by . This book was released on 2003 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paola Colombo
Publisher :
ISBN 13 :
Total Pages : 385 pages
Book Rating : 4.:/5 (859 download)
Download or read book Modelli matematici per i mercati finanziari written by Paola Colombo and published by . This book was released on 2009 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Luca Barzanti
Publisher : Società Editrice Esculapio
ISBN 13 : 8893850818
Total Pages : 193 pages
Book Rating : 4.8/5 (938 download)
Download or read book Modelli Matematici per l'Economia e la Finanza written by Luca Barzanti and published by Società Editrice Esculapio. This book was released on 2018-08-01 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: Il Volume presenta modelli originali di matematica applicata all’economia e alla finanza di base. Il suo taglio critico e ragionato si sviluppa attraverso un percorso che, a partire da ciascun problema considerato, ne introduce articolazioni stimolanti per la proposta di nuove soluzioni, talvolta innovative. Sono inoltre analizzati i legami tra i modelli e la realtà operativa e le inerenti istanze di trade-off che occorre considerare. Il taglio è di natura problem solving, conforme ai recenti orientamenti del MIUR e nello spirito OCSE-Pisa, mentre gli strumenti utilizzati sono i consueti dell’analisi e dell’algebra lineare, oltre ad alcuni basilari della matematica computazionale, della modellazione finanziaria e di natura statistica, che vengono opportunamente richiamati e impiegati tramite lo svolgimento di quesiti. Lo scopo è evidenziare l’utilità della matematica nelle applicazioni e porre l’accento sulle sue implicazioni pratiche ed operative, con un approccio che presenta elementi di ricerca in didattica della matematica.
Author : Martina Salvadori
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (19 download)
Download or read book Alcuni modelli matematici per la finanza written by Martina Salvadori and published by . This book was released on 2005 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lorenzo Mercuri
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (14 download)
Download or read book Valutazione delle opzioni in modelli Garch written by Lorenzo Mercuri and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Massimo Angrisani
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.:/5 (86 download)
Download or read book Modelli matematici written by Massimo Angrisani and published by . This book was released on 1991 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Maria Spatuzzi
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book modelli matematici processi imitativi nel mercato azionario written by Maria Spatuzzi and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.:/5 (849 download)
Download or read book Modelli matematici per la gestione dei rischi finanziari e assicurativi written by and published by . This book was released on 1994 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrea Pascucci
Publisher : Springer Science & Business Media
ISBN 13 : 8847006015
Total Pages : 528 pages
Book Rating : 4.8/5 (47 download)
Download or read book Calcolo stocastico per la finanza written by Andrea Pascucci and published by Springer Science & Business Media. This book was released on 2008-01-26 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Questo testo propone un’introduzione ai metodi matematici, probabilistici e numerici che sono alla base dei modelli per la valutazione degli strumenti derivati, come opzioni e futures, trattati nei moderni mercati finanziari. Il libro è rivolto a lettori con formazione scientifica, desiderosi di sviluppare competenze nell’ambito del calcolo stocastico applicato alla finanza. La prima parte è dedicata ad una presentazione dei modelli per i mercati in tempo discreto in cui le idee sui principi di valutazione sono illustrate in modo semplice e intuitivo. Contemporaneamente sono forniti gli elementi di base della teoria della probabilità. Successivamente la teoria dell’integrazione e del calcolo stocastico in tempo continuo viene sviluppata in maniera rigorosa ma, per quanto possibile, snella. Viene posta una particolare enfasi sui legami fra la teoria delle equazioni differenziali stocastiche e degli operatori alle derivate parziali di evoluzione. Il classico modello di Black&Scholes viene analizzato in dettaglio sia con un approccio analitico, sia nell’ambito della teoria delle martingale. La trattazione punta ad essere chiara e rigorosa piuttosto che onnicomprensiva, proponendo una comprensione approfondita del problema della valutazione e copertura di opzioni Call e Put come punto di partenza per l’affronto di strumenti derivati esotici. Data la loro importanza vengono studiate le opzioni di tipo Americano e alcuni tra i più noti derivati "path-dependent" come le opzioni Asiatiche e con barriera. Un capitolo è dedicato ad illustrare i più noti modelli di volatilità stocastica che generalizzano l’analisi di Black&Scholes. Infine la teoria precedente è accompagnata dalla descrizione dei principali metodi numerici per la valutazione di opzioni: il metodo Monte Carlo, gli alberi binomiali, i metodi alle differenze finite.
Author : Giuseppe Curci
Publisher :
ISBN 13 : 9788884924995
Total Pages : 416 pages
Book Rating : 4.9/5 (249 download)
Download or read book Finanza quantitativa e modelli matematici written by Giuseppe Curci and published by . This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephen J Taylor
Publisher : World Scientific
ISBN 13 : 981447438X
Total Pages : 297 pages
Book Rating : 4.8/5 (144 download)
Download or read book Modelling Financial Time Series (2nd Edition) written by Stephen J Taylor and published by World Scientific. This book was released on 2007-12-28 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts.This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.
Author : Luc Bauwens
Publisher : Springer Science & Business Media
ISBN 13 : 147573381X
Total Pages : 192 pages
Book Rating : 4.4/5 (757 download)
Download or read book Econometric Modelling of Stock Market Intraday Activity written by Luc Bauwens and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.
Author : Giampaolo Gabbi
Publisher :
ISBN 13 : 9788844900892
Total Pages : 320 pages
Book Rating : 4.9/5 (8 download)
Download or read book La previsione nei mercati finanziari. Trading system, modelli econometrici e reti neurali written by Giampaolo Gabbi and published by . This book was released on 1999 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tommaso Narpozzi
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (848 download)
Download or read book Modelli matematici per la gestione del rischio finanziario written by Tommaso Narpozzi and published by . This book was released on 2006 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roberto Savina
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Modelli matematici per la valutazione delle opzioni finanziarie written by Roberto Savina and published by . This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John G. Cragg
Publisher : University of Chicago Press
ISBN 13 : 0226116727
Total Pages : 185 pages
Book Rating : 4.2/5 (261 download)
Download or read book Expectations and the Structure of Share Prices written by John G. Cragg and published by University of Chicago Press. This book was released on 2009-05-15 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: John G. Cragg and Burton G. Malkiel collected detailed forecasts of professional investors concerning the growth of 175 companies and use this information to examine the impact of such forecasts on the market evaluations of the companies and to test and extend traditional models of how stock market values are determined.
Author : Michele Costa
Publisher :
ISBN 13 : 9788849112757
Total Pages : 152 pages
Book Rating : 4.1/5 (127 download)
Download or read book Mercati finanziari. Dati, metodi e modelli written by Michele Costa and published by . This book was released on 1999 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
