Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; Marco Corazza,Claudio Pizzi Book 2014 Springer International Publ

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Anna Rita Bacinello,Pietro Millossovich,Alvaro Montealegre

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Bifactorial Pricing Models: Light and Shadows in Correlation Role,and the question of the correlation contribution in pricing framework. The procedure accounts for two sources of risk (the stock price and the spot interest rate) and, by means of an empirical evaluation tries to asses the relative contribution of the correlation component. The final target is to ev

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Portfolio Allocation Using Omega Function: An Empirical Analysis,ega Ratio is used) and the impact of different preferences for moments and comoments (when a higher-moments approach is used) on portfolio allocation. Our empirical analysis is based on a portfolio composed of 12 Hedge fund indexes.

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Book 2014; data envelopment analysis; dynamic stochastic programming; ?nancial contagion models; ?nancial ratios; intelligent ?nancial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; partic

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Mathematical and Statistical Methods for Actuarial Sciences and Finance978-3-319-02499-8

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Giovanni De Luca,Paola Zuccolottoand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic

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Pierre Devolder,Gabriella Piscopoand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic