02959nam0 2200649 i 450 VAN010258920220208091150.693N978-1-4471-6506-420150914d2014 |0itac50 baengGB|||| |||||Asymptotic chaos expansions in financetheory and practiceDavid NicolayLondonSpringer2014XXII, 491 p.ill.24 cm001VAN01025902001 Springer finance210 BerlinSpringer001VAN02395812001 Springer finance lecture notes. - BerlinSpringerVAN0239580Asymptotic chaos expansions in finance141065191GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF35C20Asymptotic expansions of solutions to PDEs [MSC 2020]VANC022990MF41A60Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020]VANC024622MF35B40Asymptotic behavior of solutions to PDEs [MSC 2020]VANC025025MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MF91G80Financial applications of other theories [MSC 2020]VANC031013MFAsymptotic Chaos ExpansionKW:KAsymptotic ExpansionKW:KBaseline TransferKW:KBasket OptionKW:KCEV ModelKW:KESMM Model ClassKW:KEndogenous DriverKW:KExogenous DriverKW:KFL-SV ModelKW:KFreezing ApproximationKW:KIATM PointKW:KImmediate SmileKW:KImplied volatilityKW:KInterest Rates DerivativesKW:KLadder EffectKW:KLibor Market ModelKW:KLocal VolatilityKW:KModel CalibrationKW:KMoneynessKW:KPartial differential equationsKW:KGBLondonVANL000015NicolayDavidVANV080117721757Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-1-4471-6506-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0102589BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4396 15EB 4396 20191106 Asymptotic chaos expansions in finance1410651UNICAMPANIA