01985nam0 2200481 i 450 VAN012514920230630085106.572N978981131657920191031d2018 |0itac50 baengSG|||| |||||Introduction to Stochastic FinanceJia-An YanSingaporeSpringer ; BeijingScience Press2018xiv, 403 p.ill.24 cm001VAN00245062001 Universitext210 Berlin [etc]Springer1930-VAN0236327Introduction to Stochastic Finance156389360HxxStochastic analysis [MSC 2020]VANC019765MF60GxxStochastic processes [MSC 2020]VANC020000MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFBlack-Scholes modelKW:KDiffusion process modelKW:KHedgingKW:KInterest rateKW:KOptionsKW:KPortfolio selectionKW:KPricingKW:KQuantitative FinanceKW:KStatic risk measureKW:KTerm structure modelKW:KSGSingaporeVANL000061BeijingVANL001586YanJia-AnVANV096605736151Science <editore>VANV108575650Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-981-13-1657-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0125149BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1206 08eMF1206 20191031 Introduction to Stochastic Finance1563893UNICAMPANIA