Información del autor
Autor Carlo Chiarella |
Documentos disponibles escritos por este autor (7)
Refinar búsquedaAnalysis of the correlation between the synergies and the type of merger, payment and industry sector / Bruno Vázquez Barturen (2018)
Título : Analysis of the correlation between the synergies and the type of merger, payment and industry sector Tipo de documento: documento electrónico Autores: Bruno Vázquez Barturen, Autor ; Carlo Chiarella, Autor Fecha de publicación: 2018 Número de páginas: 38 p. Il.: gráf., tablas Nota general: Grado en Administración y Dirección de Empresas Idioma : Inglés (eng) Materias: Compra apalancada
Valoración financieraClasificación: 658.16 Reorganización financiera. Fusiones de empresas Resumen: The objective of my paper work is to analyze the synergies from the completed deals in mergers and acquisitions, that occurred in western Europe from the thirty-first of December of 2007, until the thirty-first of December 2017. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=45091 Analysis of the correlation between the synergies and the type of merger, payment and industry sector [documento electrónico] / Bruno Vázquez Barturen, Autor ; Carlo Chiarella, Autor . - 2018 . - 38 p. : gráf., tablas.
Grado en Administración y Dirección de Empresas
Idioma : Inglés (eng)
Materias: Compra apalancada
Valoración financieraClasificación: 658.16 Reorganización financiera. Fusiones de empresas Resumen: The objective of my paper work is to analyze the synergies from the completed deals in mergers and acquisitions, that occurred in western Europe from the thirty-first of December of 2007, until the thirty-first of December 2017. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=45091 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Documentos electrónicos
Documento completoAdobe Acrobat PDF
Título : Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Carlo Chiarella ; Alexander Novikov Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2010 Número de páginas: X, 423 p Il.: online resource ISBN/ISSN/DL: 978-3-642-03479-4 Idioma : Inglés (eng) Palabras clave: Mathematics Economics, Mathematical Numerical analysis Calculus of variations Probabilities Statistics Quantitative Finance Variations and Optimal Control; Optimization Probability Theory Stochastic Processes for Business/Economics/Mathematical Finance/Insurance Analysis Clasificación: 51 Matemáticas Resumen: The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields Nota de contenido: Probabilistic Aspects of Arbitrage -- Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing -- M6—On Minimal Market Models and Minimal Martingale Measures -- The Economic Plausibility of Strict Local Martingales in Financial Modelling -- A Remarkable ?-finite Measure Associated with Last Passage Times and Penalisation Problems -- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation -- Existence and Non-uniqueness of Solutions for BSDE -- Comparison Theorems for Finite State Backward Stochastic Differential Equations -- Results on Numerics for FBSDE with Drivers of Quadratic Growth -- Variance Swap Portfolio Theory -- Stochastic Partial Differential Equations and Portfolio Choice -- Issuers’ Commitments Would Add More Value than Any Rating Scheme Could Ever Do -- Pricing and Hedging of CDOs: A Top Down Approach -- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives -- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms -- Buy Low and Sell High -- Continuity Theorems in Boundary Crossing Problems for Diffusion Processes -- Binomial Models for Interest Rates -- Lognormal Forward Market Model (LFM) Volatility Function Approximation -- Maximum Likelihood Estimation for Integrated Diffusion Processes En línea: http://dx.doi.org/10.1007/978-3-642-03479-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33714 Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen [documento electrónico] / SpringerLink (Online service) ; Carlo Chiarella ; Alexander Novikov . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2010 . - X, 423 p : online resource.
ISBN : 978-3-642-03479-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Economics, Mathematical Numerical analysis Calculus of variations Probabilities Statistics Quantitative Finance Variations and Optimal Control; Optimization Probability Theory Stochastic Processes for Business/Economics/Mathematical Finance/Insurance Analysis Clasificación: 51 Matemáticas Resumen: The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields Nota de contenido: Probabilistic Aspects of Arbitrage -- Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing -- M6—On Minimal Market Models and Minimal Martingale Measures -- The Economic Plausibility of Strict Local Martingales in Financial Modelling -- A Remarkable ?-finite Measure Associated with Last Passage Times and Penalisation Problems -- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation -- Existence and Non-uniqueness of Solutions for BSDE -- Comparison Theorems for Finite State Backward Stochastic Differential Equations -- Results on Numerics for FBSDE with Drivers of Quadratic Growth -- Variance Swap Portfolio Theory -- Stochastic Partial Differential Equations and Portfolio Choice -- Issuers’ Commitments Would Add More Value than Any Rating Scheme Could Ever Do -- Pricing and Hedging of CDOs: A Top Down Approach -- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives -- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms -- Buy Low and Sell High -- Continuity Theorems in Boundary Crossing Problems for Diffusion Processes -- Binomial Models for Interest Rates -- Lognormal Forward Market Model (LFM) Volatility Function Approximation -- Maximum Likelihood Estimation for Integrated Diffusion Processes En línea: http://dx.doi.org/10.1007/978-3-642-03479-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33714 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Derivative Security Pricing : Techniques, Methods and Applications Tipo de documento: documento electrónico Autores: Carlo Chiarella ; SpringerLink (Online service) ; Xue-Zhong He ; Christina Sklibosios Nikitopoulos Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2015 Otro editor: Imprint: Springer Colección: Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419 num. 21 Número de páginas: XVI, 616 p. 154 illus., 38 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-662-45906-5 Idioma : Inglés (eng) Palabras clave: Finance Operations research Decision making Economics, Mathematical optimization Probabilities Macroeconomics Finance, general Quantitative Macroeconomics/Monetary Economics//Financial Economics Probability Theory and Stochastic Processes Optimization Operation Research/Decision Clasificación: 658 Empresas. Organización de empresas Resumen: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field Nota de contenido: Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals -- 6 Ito's Lemma and Its Application -- 7 The Continuous Hedging Argument -- 8 Martingale Interpretation of No-Riskless Arbitrage -- 9 The Partial Differential Equation Approach Under Geometric Brownian Motion -- 10 Pricing Derivative Securities - A General Approach -- 11 Applying the General Pricing Framework -- 12 Jump-Diffusion Processes -- Option Pricing under Jump-Diffusion Processes -- 14 Partial Differential Equation Approach under Geometric Jump-Diffusion Process -- 15 Stochastic Volatility -- 16 Pricing the American Feature -- 17 Pricing Options Using Binominal Trees -- 18 Volatility Smiles -- Part II Interest Rate Modelling -- 19 Allowing for Stochastic Interest Rates in the B-S Model -- 20 Change of Numeraire -- 21 The Paradigm Interest Rate Option Problem -- 22 Modelling Interest Rate Dynamics -- 23 Interest Rate Derivatives - One Factor Spot Rate Models -- 24 Interest Rate Derivatives - Multi-Factor Models -- 25 The Heath-Jarrow-Morton Framework -- 26 The LIBOR Market Model. En línea: http://dx.doi.org/10.1007/978-3-662-45906-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35789 Derivative Security Pricing : Techniques, Methods and Applications [documento electrónico] / Carlo Chiarella ; SpringerLink (Online service) ; Xue-Zhong He ; Christina Sklibosios Nikitopoulos . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015 . - XVI, 616 p. 154 illus., 38 illus. in color : online resource. - (Dynamic Modeling and Econometrics in Economics and Finance, ISSN 1566-0419; 21) .
ISBN : 978-3-662-45906-5
Idioma : Inglés (eng)
Palabras clave: Finance Operations research Decision making Economics, Mathematical optimization Probabilities Macroeconomics Finance, general Quantitative Macroeconomics/Monetary Economics//Financial Economics Probability Theory and Stochastic Processes Optimization Operation Research/Decision Clasificación: 658 Empresas. Organización de empresas Resumen: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field Nota de contenido: Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals -- 6 Ito's Lemma and Its Application -- 7 The Continuous Hedging Argument -- 8 Martingale Interpretation of No-Riskless Arbitrage -- 9 The Partial Differential Equation Approach Under Geometric Brownian Motion -- 10 Pricing Derivative Securities - A General Approach -- 11 Applying the General Pricing Framework -- 12 Jump-Diffusion Processes -- Option Pricing under Jump-Diffusion Processes -- 14 Partial Differential Equation Approach under Geometric Jump-Diffusion Process -- 15 Stochastic Volatility -- 16 Pricing the American Feature -- 17 Pricing Options Using Binominal Trees -- 18 Volatility Smiles -- Part II Interest Rate Modelling -- 19 Allowing for Stochastic Interest Rates in the B-S Model -- 20 Change of Numeraire -- 21 The Paradigm Interest Rate Option Problem -- 22 Modelling Interest Rate Dynamics -- 23 Interest Rate Derivatives - One Factor Spot Rate Models -- 24 Interest Rate Derivatives - Multi-Factor Models -- 25 The Heath-Jarrow-Morton Framework -- 26 The LIBOR Market Model. En línea: http://dx.doi.org/10.1007/978-3-662-45906-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35789 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Disruption in the infrastructure sector (cop. 2020)
Título : Disruption in the infrastructure sector : challenges and opportunities for developers, investors and asset managers Tipo de documento: texto impreso Autores: Stefano Gatti, Editor científico ; Carlo Chiarella, Editor científico ; Mark Crosbie, Prefacio, etc ; Alain Rauscher, Prefacio, etc ; Angelika Schöchlin, Prefacio, etc Editorial: Berlin ; New York ; Paris : Springer Fecha de publicación: cop. 2020 Colección: Future of business and finance, ISSN 2662-2467 Número de páginas: XIV, 212 p. Il.: il., gráf. Dimensiones: 24 cm ISBN/ISSN/DL: 978-3-030-44666-6 Idioma : Inglés (eng) Materias: Financiación
Industria de la construcción
InfraestructurasClasificación: 658.14 Financiación. Financiación de las empresas. Obtención de capital Nota de contenido: Bibliografía en cada capítulo. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=47780 Disruption in the infrastructure sector : challenges and opportunities for developers, investors and asset managers [texto impreso] / Stefano Gatti, Editor científico ; Carlo Chiarella, Editor científico ; Mark Crosbie, Prefacio, etc ; Alain Rauscher, Prefacio, etc ; Angelika Schöchlin, Prefacio, etc . - Berlin ; New York ; Paris : Springer, cop. 2020 . - XIV, 212 p. : il., gráf. ; 24 cm. - (Future of business and finance, ISSN 2662-2467) .
ISBN : 978-3-030-44666-6
Idioma : Inglés (eng)
Materias: Financiación
Industria de la construcción
InfraestructurasClasificación: 658.14 Financiación. Financiación de las empresas. Obtención de capital Nota de contenido: Bibliografía en cada capítulo. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=47780 Reserva
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Signatura Medio Ubicación Sub-localización Sección Estado 658.14 DIS Monografías Campus CES 1ª Planta CES Disponible
Título : Global Analysis of Dynamic Models in Economics and Finance : Essays in Honour of Laura Gardini Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Gian Italo Bischi ; Carlo Chiarella ; Iryna Sushko Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2013 Otro editor: Imprint: Springer Número de páginas: XVI, 444 p Il.: online resource ISBN/ISSN/DL: 978-3-642-29503-4 Idioma : Inglés (eng) Palabras clave: Finance Difference equations Functional Economics, Mathematical Statistics Economic theory Economics Theory/Quantitative Economics/Mathematical Methods and Equations Finance, general Quantitative for Business/Economics/Mathematical Finance/Insurance Clasificación: 658 Empresas. Organización de empresas Resumen: The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini Nota de contenido: Introduction -- Problems and Trends in Global Economic Dynamics (Including Specific Examples): Recent Developments on Asset Pricing with Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets -- Modeling House Price Dynamics with Heterogeneous Speculators -- A Reconsideration of the Formal Minskyan Analysis -- Global Bifurcations in a Complementarity Game -- A Little Help from My Friend -- Pattern Formation in Economic Geography -- A Three-region New Economic Geography Model in Discrete Time -- Chaotic Dynamics in Organization Theory -- One-dimensional Discontinuous Piecewise-linear Maps and the Dynamics of Financial Markets -- Consistency of Linear Forecasts in a Nonlinear Stochastic Economy -- A Homoclinic Route to Volatility -- Mathematical Methods and Philosophy for Global Analysis of Dynamical Systems: Image Entropy for Discrete Dynamical Systems -- Embedding a Dim1 Piecewise Continuous and Linear Leonov Map into a Dim2 Invertible Map -- A Gallery of Bifurcation Scenarios in Piecewise Smooth 1D Maps -- Periodic Orbits and Their Bifurcations in 3D Maps with a Separate Third Iterate -- Complexities of Natural Selection Synamics En línea: http://dx.doi.org/10.1007/978-3-642-29503-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36496 Global Analysis of Dynamic Models in Economics and Finance : Essays in Honour of Laura Gardini [documento electrónico] / SpringerLink (Online service) ; Gian Italo Bischi ; Carlo Chiarella ; Iryna Sushko . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013 . - XVI, 444 p : online resource.
ISBN : 978-3-642-29503-4
Idioma : Inglés (eng)
Palabras clave: Finance Difference equations Functional Economics, Mathematical Statistics Economic theory Economics Theory/Quantitative Economics/Mathematical Methods and Equations Finance, general Quantitative for Business/Economics/Mathematical Finance/Insurance Clasificación: 658 Empresas. Organización de empresas Resumen: The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini Nota de contenido: Introduction -- Problems and Trends in Global Economic Dynamics (Including Specific Examples): Recent Developments on Asset Pricing with Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets -- Modeling House Price Dynamics with Heterogeneous Speculators -- A Reconsideration of the Formal Minskyan Analysis -- Global Bifurcations in a Complementarity Game -- A Little Help from My Friend -- Pattern Formation in Economic Geography -- A Three-region New Economic Geography Model in Discrete Time -- Chaotic Dynamics in Organization Theory -- One-dimensional Discontinuous Piecewise-linear Maps and the Dynamics of Financial Markets -- Consistency of Linear Forecasts in a Nonlinear Stochastic Economy -- A Homoclinic Route to Volatility -- Mathematical Methods and Philosophy for Global Analysis of Dynamical Systems: Image Entropy for Discrete Dynamical Systems -- Embedding a Dim1 Piecewise Continuous and Linear Leonov Map into a Dim2 Invertible Map -- A Gallery of Bifurcation Scenarios in Piecewise Smooth 1D Maps -- Periodic Orbits and Their Bifurcations in 3D Maps with a Separate Third Iterate -- Complexities of Natural Selection Synamics En línea: http://dx.doi.org/10.1007/978-3-642-29503-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36496 Ejemplares
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