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Record Nr. |
UNICAMPANIAVAN0102589 |
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Autore |
Nicolay, David |
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Titolo |
Asymptotic chaos expansions in finance : theory and practice / David Nicolay |
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Pubbl/distr/stampa |
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Titolo uniforme |
Asymptotic chaos expansions in finance |
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Descrizione fisica |
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XXII, 491 p. : ill. ; 24 cm |
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Soggetti |
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91Gxx - Actuarial science and mathematical finance [MSC 2020] |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] |
41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] |
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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