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1. |
Record Nr. |
UNISA996466484603316 |
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Autore |
Back Kerry |
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Titolo |
Stochastic Methods in Finance [[electronic resource] ] : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
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ISBN |
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Edizione |
[1st ed. 2004.] |
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Descrizione fisica |
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1 online resource (XVI, 312 p.) |
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Collana |
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C.I.M.E. Foundation Subseries ; ; 1856 |
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Disciplina |
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Soggetti |
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Probabilities |
Public finance |
Economics, Mathematical |
Game theory |
System theory |
Probability Theory and Stochastic Processes |
Public Economics |
Quantitative Finance |
Game Theory, Economics, Social and Behav. Sciences |
Systems Theory, Control |
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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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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Preface -- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory -- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk -- Christian Hipp: Stochastic Control with Application in Insurance -- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures -- Walter Schachermayer: Utility Maximisation in Incomplete Markets. |
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Sommario/riassunto |
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of |
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finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading. |
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2. |
Record Nr. |
UNINA9910716256903321 |
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Titolo |
Bureau of Indian Affairs. Communication from the President of the United States transmitting supplemental estimate of appropriations for the Bureau of Indian Affairs, Department of Interior, for the fiscal year ending June 30, 1926, amounting to $ 71,793.55, of which amount the sum of $ 5,000 is made payable from Indian tribal funds. June 23, 1926. -- Referred to the Committee on Appropriations and ordered to be printed |
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Pubbl/distr/stampa |
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[Washington, D.C.] : , : [U.S. Government Printing Office], , 1926 |
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Descrizione fisica |
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1 online resource (3 pages) |
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Collana |
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House document / 69th Congress, 1st session. House ; ; no. 457 |
[United States congressional serial set ] ; ; [serial no. 8579] |
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Altri autori (Persone) |
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CoolidgeCalvin <1872-1933.> |
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Soggetti |
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Indian allotments |
Indian reservations |
Budget - Law and legislation |
Tribal trust funds |
Water |
Water-supply |
Indians |
Legislative materials. |
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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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Note generali |
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Batch processed record: Metadata reviewed, not verified. Some fields updated by batch processes. |
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FDLP item number not assigned. |
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3. |
Record Nr. |
UNISANNIOMILE015253 |
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Autore |
Mantica, Francesco <1534-1614> |
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Titolo |
Tractatus de coniecturis ultimarum voluntatum, in libros duodecim distinctus. Auctore Francisco Mantica ... Opus .. |
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Pubbl/distr/stampa |
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Venetiis, : apud Iuntas, 1607 |
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Edizione |
[Hac novissima editione ab ipsomet auctore recognitum ... cum indice rerum ac materiarum uberrimo] |
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Descrizione fisica |
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Collocazione |
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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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Note generali |
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Marca (Giglio senza iniziali) sul front |
Front. stampato in rosso e nero |
Segn.: *6 a-e6 f2 A-3M 6 3N8. |
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