000			04229nam a22003375i 4500
001			317226
003			MX-SnUAN
005			20160429161017.0
007			cr nn 008mamaa
008			160108s2014 gw | s |||| 0|eng d
020			_a9783319024998 _9978-3-319-02499-8
035			_avtls000416117
039		9	_y201601081115 _zstaff
050		4	_aHB135-147
245	1	0	_aMathematical and statistical methods for actuarial sciences and finance / _cedited by Marco Corazza, Claudio Pizzi.
264		1	_aCham : _bSpringer International Publishing : _bSpringer, _c2014.
300			_aix, 313 páginas :
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
500			_aSpringer eBooks
505	0		_aWeak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna) -- An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini) -- A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre) -- Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli) -- Firm’s volatility risk under microstructure noise (F. Barsotti, S. Sanfelici) -- Socially responsible mutual funds: an efficiency comparison among the European countries (A. Basso, S. Funari) -- Fitting financial returns distributions: a mixture normality approach (R. Bramante, D. Zappa) -- Single-name concentration risk measurements in credit portfolios (R. Calabrese, F. Porro) -- Bifactorial pricing models: light and shadows in correlation role (R. Cocozza, A. De Simone) -- Dynamic strategies for Defined Benefit pension plans risk management (I. Colivicchi, G. Piscopo, E. Vannucci) -- Particle Swarm Optimization for preference disaggregation in multicriteria credit scoring problems (M. Corazza, S. Funari, R. Gusso) -- Time series clustering on lower tail dependence for portfolio selection (G. De Luca, P. Zuccolotto) -- Solvency Analysis of Defined Benefit pension schemes (P. Devolder, G. Piscopo) -- Stochastic actuarial valuations in double-indexed pension annuity assessment (E. Di Lorenzo, A. Orlando, M. Sibillo) -- Testing for Normality when the sampled distribution is Extended Skew-Normal (C. Franceschini, N. Loperfido) -- On the RODEO method for variable selection (F. Giordano, M.L. Parrella) -- Portfolio allocation using Omega function: an empirical analysis (A. Hitaj, F. Martinelli, G. Zambruno) -- Investment rankings via an objective measure of riskiness: a case study (M.E. Marina, M. Resta) -- A squared rank assessment of the difference between US and European firm valuation ratios (M. Marozzi) -- A behavioural approach to the pricing of European options (M. Nardon, P. Pianca) -- Threshold structures in economic and financial time series (M. Niglio, C.D. Vitale) -- Intelligent algorithms for trading the Euro-Dollar in the foreign exchange market (D. Pelusi, M. Tivegna, P. Ippoliti) -- Risk management and capital allocation for Non-Life insurance companies (M. Pirra, S. Forte, M. Ialenti) -- Modelling asymmetric behaviour in time series: identification through PSO (C. Pizzi, F. Parpinel) -- Valuation of collateralized funds of hedge fund obligations: a Basket Option pricing approach (G.L. Tassinari, C. Corradi) -- Valuation of R&D investment opportunities using the Least-Squares Monte Carlo method (G. Villani) -- The determinants of interbank contagion: do patterns matter? (S. Zedda, G. Cannas, C. Galliani).
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aCorazza, Marco, _eeditor. _9352690
700	1		_aPizzi, Claudio, _eeditor. _9309843
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783319024981
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-319-02499-8 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c317226 _d317226