Lauria davide (8 Ergebnisse)
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Sprache: Englisch
Verlag: Aconyte Books, 2025
- Softcover
Anbieter: PBShop.store US, Wood Dale, IL, USAPBShop.store US
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 18,93
Versand gratisVersand innerhalb von USAAnzahl: Mehr als 20 verfügbar
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Sprache: Englisch
Verlag: Aconyte, 2021
- Softcover
Anbieter: Sell Books, Elland, YORKS, Vereinigtes KönigreichSell Books
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Gebraucht - Befriedigend
EUR 5,76
EUR 14,19 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 1 verfügbar
paperback. Zustand: Good. Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that e…ncompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books - these should be considered reading copies. Our books are dispatched from a Yorkshire former cotton mill. We list via barcode/ISBN so please note that the images are stock images and may not be the exact copy you receive, furthermore the details about edition and year might not be accurate as many publishers reuse the same ISBN for multiple editions and as we simply scan a barcode or enter an ISBN we do not check the validity of the edition data when listing. If you're looking for an exact edition please don't order (at least not without checking with us first, although we don't always have time to check). We aim to dispatch prompty, the service used will depend on order value and book size. We can ship to most countries, see our shipping policies. Payment is via Abe only.
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Sprache: Englisch
Verlag: Aconyte Books, 2025
- Softcover
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes KönigreichPBShop.store UK
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 17,34
EUR 4,86 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 37,74
EUR 11,68 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 2 verfügbar
Hardcover. Zustand: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Anbieter: Majestic Books, Hounslow, Vereinigtes KönigreichMajestic Books
Verkäufer/-in kontaktierenVerkäufer/-in mit 4 SternenZustand: Neu
EUR 54,45
EUR 7,59 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 3 verfügbar
Zustand: New.
- Weitere Bilder
Risk Management for Cryptocurrency Portfolios
Yifan He|W. Brent Lindquist|Svetlozar (zari Rachev|Davide Lauria
- Hardcover
Anbieter: moluna, Greven, Deutschlandmoluna
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 40,62
EUR 48,99 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Zustand: New. Davide Lauria is a professor in the Mathematics department at Texas Tech University. W. Brent Lindquist is a computational mathematician and Professor in the Department of Mathematics & Statistics at the Texas Tech University. He has develo.
- Weitere Bilder
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 44,95
EUR 62,16 VersandVersand von Deutschland nach USAAnzahl: 2 verfügbar
Buch. Zustand: Neu. Neuware - Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for this… landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
- Hardcover
Anbieter: Buchpark, Trebbin, DeutschlandBuchpark
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Gebraucht - Sehr gut
EUR 24,31
EUR 105,00 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empi…rical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.
