Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Published By Springer International Publishing

9783319024981, 9783319024998

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Firm’s Volatility Risk Under Microstructure Noise

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_5 ◽

2014 ◽

pp. 55-67

Author(s):

Flavia Barsotti ◽

Simona Sanfelici

Keyword(s):

Microstructure Noise ◽

Volatility Risk

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Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_26 ◽

2014 ◽

pp. 289-301 ◽

Cited By ~ 2

Author(s):

Giovanni Villani

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Least Squares ◽

Least Squares Monte Carlo ◽

Investment Opportunities ◽

D Investment

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Intelligent Algorithms for Trading the Euro-Dollar in the Foreign Exchange Market

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_22 ◽

2014 ◽

pp. 243-252 ◽

Cited By ~ 3

Author(s):

Danilo Pelusi ◽

Massimo Tivegna ◽

Pierluigi Ippoliti

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Intelligent Algorithms

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A Behavioural Approach to the Pricing of European Options

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_20 ◽

2014 ◽

pp. 219-230 ◽

Cited By ~ 2

Author(s):

Martina Nardon ◽

Paolo Pianca

Keyword(s):

European Options ◽

Behavioural Approach

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Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_11 ◽

2014 ◽

pp. 119-130 ◽

Cited By ~ 1

Author(s):

Marco Corazza ◽

Stefania Funari ◽

Riccardo Gusso

Keyword(s):

Particle Swarm Optimization ◽

Credit Scoring ◽

Particle Swarm ◽

Swarm Optimization ◽

Preference Disaggregation

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Modelling Asymmetric Behaviour in Time Series: Identification Through PSO

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_24 ◽

2014 ◽

pp. 265-276

Author(s):

Claudio Pizzi ◽

Francesca Parpinel

Keyword(s):

Time Series ◽

Asymmetric Behaviour

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Bifactorial Pricing Models: Light and Shadows in Correlation Role

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_9 ◽

2014 ◽

pp. 99-110

Author(s):

Rosa Cocozza ◽

Antonio De Simone

Keyword(s):

Pricing Models

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Threshold Structures in Economic and Financial Time Series

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_21 ◽

2014 ◽

pp. 231-241

Author(s):

Marcella Niglio ◽

Cosimo Damiano Vitale

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Investment Rankings via an Objective Measure of Riskiness: A Case Study

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_18 ◽

2014 ◽

pp. 195-204

Author(s):

Maria Erminia Marina ◽

Marina Resta

Keyword(s):

Objective Measure

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Portfolio Allocation Using Omega Function: An Empirical Analysis

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_17 ◽

2014 ◽

pp. 179-193

Author(s):

Asmerilda Hitaj ◽

Francesco Martinelli ◽

Giovanni Zambruno

Keyword(s):

Empirical Analysis ◽

Portfolio Allocation

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Mathematical and Statistical Methods for Actuarial Sciences and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Firm’s Volatility Risk Under Microstructure Noise

Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method

Intelligent Algorithms for Trading the Euro-Dollar in the Foreign Exchange Market

A Behavioural Approach to the Pricing of European Options

Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems

Modelling Asymmetric Behaviour in Time Series: Identification Through PSO

Bifactorial Pricing Models: Light and Shadows in Correlation Role

Threshold Structures in Economic and Financial Time Series

Investment Rankings via an Objective Measure of Riskiness: A Case Study

Portfolio Allocation Using Omega Function: An Empirical Analysis

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Latest Publications