03142nam0 2200649 i 450 VAN0012491420240806100817.591N978331990276020191028d2018 |0itac50 baengCH|||| |||||Numerical ProbabilityAn Introduction with Applications to FinanceGilles PagèsChamSpringer2018xxi, 579 p.ill.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-VAN00236410Numerical Probability156369760G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF60H35Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]VANC031116MF62L15Optimal stopping in statistics [MSC 2020]VANC035396MF62L20Stochastic approximation [MSC 2020]VANC031459MF65C30Numerical solutions to stochastic differential and integral equations [MSC 2020]VANC023284MF65CxxProbabilistic methods, stochastic differential equations [MSC 2020]VANC028329MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MF91G60Numerical methods (including Monte Carlo methods) [MSC 2020]VANC033553MFAmerican optionKW:KEuler schemesKW:KGreeksKW:KLeast squares regression methodsKW:KMalliavin Monte CarloKW:KMilstein schemesKW:KMonte Carlo MethodsKW:KMultilevel extrapolation methodsKW:KOptimal vector quantizationKW:KPricing of derivative productsKW:KQuantization schemesKW:KQuasi-Monte Carlo methodsKW:KRisk measuresKW:KRomberg extrapolation methodsKW:KSensitivity computationKW:KStochastic ApproximationsKW:KStochastic differential equation discretization schemesKW:KTangent process and log-likelihood methodKW:KValue-at-Risk (conditional)KW:KVariance reductionKW:KCHChamVANL001889PagèsGillesVANV096340767869Springer <editore>VANV108073650ITSOL20250131RICAhttp://doi.org/10.1007/978-3-319-90276-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00124914BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1288 08eMF1288 20191028 Numerical Probability1563697UNICAMPANIA