02417nam0 2200529 i 450 VAN011538520231207100308.475N978-3-319-25589-720180307d2016 |0itac50 baengCH|||| |||||Stochastic analysis for finance with simulationsGeon Ho Choe[Cham]Springer2016XXXII, 657 p.ill.24 cm.001VAN00245062001 Universitext210 Berlin [etc]Springer1930-VAN0243188Stochastic analysis for finance with simulations152365091GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF91G70Statistical 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]VANC031365MF91G60Numerical methods (including Monte Carlo methods) [MSC 2020]VANC033553MFBinomial Tree MethodKW:KBlack–Scholes–Merton EquationKW:KBrownian MotionKW:KInterest Rate ModelKW:KMartingale MethodKW:KMonte Carlo MethodKW:KOptimal PortfolioKW:KOption pricingKW:KQuantitative FinanceKW:KStochastic CalculusKW:KStochastic differential equationsKW:KTime seriesKW:KCHChamVANL001889ChoeGeon HoVANV089296756087Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-25589-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0115385BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2523 15EB 2523 20180307 Stochastic analysis for finance with simulations1523650UNICAMPANIA