01920nam0 2200385 i 450 SUN010258920151222123339.7308-1-4471-6505-70.00N978-1-4471-6506-420150914d2014 |0engc50 baengGB|||| |||||*Asymptotic chaos expansions in financetheory and practiceDavid NicolayLondon : Springer, 2014XXII491 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01025902001 *Springer finance210 BerlinSpringer1998-.91GxxActuarial science and mathematical finance [MSC 2020]MFSUNC02009360H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]MFSUNC02148835C20Asymptotic expansions of solutions to PDEs [MSC 2020]MFSUNC02299041A60Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020]MFSUNC02462235B40Asymptotic behavior of solutions to PDEs [MSC 2020]MFSUNC02502591G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]MFSUNC03101191G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]MFSUNC03101291G80Financial applications of other theories [MSC 2020]MFSUNC031013GBLondonSUNL000015Nicolay, DavidSUNV080117721757SpringerSUNV000178650ITSOL20201026RICAhttp://dx.doi.org/10.1007/978-1-4471-6506-4SUN0102589BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4396 15EB 4396 20191106 Asymptotic chaos expansions in finance1410651UNICAMPANIA