02627nam0 2200541 i 450 VAN011426520220302102001.125N978-3-319-45875-520180131d2016 |0itac50 baengCH|||| |||||Advanced modelling in mathematical financein honour of Ernst EberleinJan Kallsen, Antonis Papapantoleon editors[Cham]Springer2016XXIV, 496 p.ill.24 cm001VAN01025742001 Springer proceedings in mathematics & statistics210 Berlin [etc.]Springer189VAN0241846Advanced modelling in mathematical finance152306460G44Martingales with continuous parameter [MSC 2020]VANC020011MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF60G48Generalizations of martingales [MSC 2020]VANC021486MF91G70Statistical methods; risk measures [MSC 2020]VANC030929MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MF91G80Financial applications of other theories [MSC 2020]VANC031013MF91G10Portfolio theory [MSC 2020]VANC031365MF91G40Credit risk [MSC 2020]VANC031366MF91G60Numerical methods (including Monte Carlo methods) [MSC 2020]VANC033553MFAdvanced stochastic modelsKW:KErnst EberleinKW:KFestschriftKW:KMathematical FinanceKW:KOption pricing and hedgingKW:KProcesses with jumpsKW:KQuantitative FinanceKW:KStatisticsKW:KTerm structure modelsKW:KCHChamVANL001889KallsenJanVANV088382PapapantoleonAntonisVANV088384Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-45875-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0114265BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2045 15EB 2045 20180131 Advanced modelling in mathematical finance1523064UNICAMPANIA