1.

Record Nr.

UNICAMPANIAVAN0114265

Titolo

Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors

Pubbl/distr/stampa

[Cham], : Springer, 2016

Titolo uniforme

Advanced modelling in mathematical finance

Descrizione fisica

XXIV, 496 p. : ill. ; 24 cm

Soggetti

60G44 - Martingales with continuous parameter [MSC 2020]

91Gxx - Actuarial science and mathematical finance [MSC 2020]

60G48 - Generalizations of martingales [MSC 2020]

91G70 - Statistical methods; risk measures [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]

91G10 - Portfolio theory [MSC 2020]

91G40 - Credit risk [MSC 2020]

91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia