Mathematical Finance with Applications

• अन्य लेखक: Wong, Wing-Keung (संपादक), Guo, Xu (संपादक), Lozza, Sergio Ortobelli (संपादक)
• स्वरूप: इलेक्ट्रोनिक पुस्तक अध्याय
• भाषा: अंग्रेज़ी
• प्रकाशित: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• विषय: 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
• ऑनलाइन पहुंच: DOAB: download the publication; DOAB: description of the publication

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...