Buch
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 empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
- ISBN
-
978-3-03943-574-6
- Sprache
-
Englisch
- Thema
-
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
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Wong, Wing Keung
Guo, Xu
Ortobelli Lozza, Sergio
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2020
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Buch
Beteiligte
- Wong, Wing Keung
- Guo, Xu
- Ortobelli Lozza, Sergio
- MDPI
Entstanden
- 2020
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