02296nam0 22005053i 450 VAN0027854920240903024041.348N978366264711020240625d2023 |0itac50 baengDE|||| |||||Stochastic Processes and Financial MathematicsLudger RüschendorfBerlinSpringer2023ix, 304 p.ill.24 cm001VAN002760672001 Mathematics Study Resources210 Berlin [etc.]Springer2022-1VAN00278550Stochastische Prozesse und Finanzmathematik416822060-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60GxxStochastic processes [MSC 2020]VANC020000MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFBlack-Scholes modelKW:KDonsker theoremKW:KExponential levy modelsKW:KItô-FormulaKW:KMartingales and semi-martingalesKW:KOptimal hedging strategiesKW:KOption pricingKW:KOption valuation in complete and incomplete marketsKW:KPortfolio optimizationKW:KSkorohods embedding theoremKW:KStochastic AnalysisKW:KStochastic IntegralsKW:KUtility optimizationKW:KBerlinVANL000066RuschendorfLudgerVANV036227535187Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-3-662-64711-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00278549BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 9056 08eMF9056 20240702 Stochastische Prozesse und Finanzmathematik4168220UNICAMPANIA