02160nam0 2200445 i 450 VAN009607420211109120614.612N978331900413620131112d2013 |0itac50 baengCH|||| |||||Paris-Princeton lectures on mathematical finance 2013Fred Espen Benth ... [et al.]Vicky Henderson, Ronnie Sircar editorsCham : Springer, 2013IX316 p.ill. ; 24 cm001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer2081VAN0234039Paris-Princeton lectures on mathematical finance 2013140841360H07Stochastic calculus of variations and the Malliavin calculus [MSC 2020]VANC020014MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF90C46Optimality conditions and duality in mathematical programming [MSC 2020]VANC021352MF49J55Existence of optimal solutions to problems involving randomness [MSC 2020]VANC025023MF91B70Stochastic models in economics [MSC 2020]VANC028992MFApplied MathematicsKW:KMathematical FinanceKW:KQuantitative FinanceKW:KStochastic AnalysisKW:KCHChamVANL001889BenthFred EspenVANV076523HendersonVickyVANV076524SircarRonnieVANV076525Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-00413-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0096074BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 08LNM2081 20131112 Paris-Princeton lectures on mathematical finance 20131408413UNICAMPANIA