02076nam0 2200421 i 450 SUN011426520180205103838.6870.00N978-3-319-45875-520180131d2016 |0engc50 baengCH|||| |||||*Advanced modelling in mathematical financein honour of Ernst EberleinJan Kallsen, Antonis Papapantoleon editors[Cham] : Springer, 2016XXIV496 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01025742001 *Springer proceedings in mathematics & statistics189210 BerlinSpringer2012-.60G44Martingales with continuous parameter [MSC 2020]MFSUNC02001191GxxActuarial science and mathematical finance [MSC 2020]MFSUNC02009360G48Generalizations of martingales [MSC 2020]MFSUNC02148691G70Statistical methods; risk measures [MSC 2020]MFSUNC03092991G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]MFSUNC03101191G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]MFSUNC03101291G80Financial applications of other theories [MSC 2020]MFSUNC03101391G10Portfolio theory [MSC 2020]MFSUNC03136591G40Credit risk [MSC 2020]MFSUNC03136691G60Numerical methods (including Monte Carlo methods) [MSC 2020]MFSUNC033553CHChamSUNL001889Kallsen, JanSUNV088382Papapantoleon, AntonisSUNV088384SpringerSUNV000178650ITSOL20201012RICAhttp://dx.doi.org/10.1007/978-3-319-45875-5SUN0114265BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2045 15EB 2045 20180131 Advanced modelling in mathematical finance1523064UNICAMPANIA