02230nam0 2200529 i 450 VAN012698320230626031323.626N978303026106120200219d2019 |0itac50 baengCH|||| |||||Mathematical FinanceErnst Eberlein, Jan KallsenChamSpringer2019xvii, 772 p.ill.24 cm001VAN01025902001 Springer finance210 BerlinSpringerVAN0236884Mathematical Finance173255860HxxStochastic analysis [MSC 2020]VANC019765MF93E20Optimal stochastic control [MSC 2020]VANC019946MF60J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF60GxxStochastic processes [MSC 2020]VANC020000MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MFAffine processesKW:KDerivativesKW:KFinancial modellingKW:KHedgingKW:KInterest rate theoryKW:KLévy processesKW:KMathematical FinanceKW:KOptimal investmentKW:KQuantitative FinanceKW:KSemimartingalesKW:KStochastic CalculusKW:KStochastic ControlsKW:KCHChamVANL001889EberleinErnstVANV098394535115KallsenJanVANV088382781369Springer <editore>VANV108073650ITSOL20240405RICAhttp://doi.org/10.1007/978-3-030-26106-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0126983BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1644 08eMF1644 20200219 Mathematical Finance1732558UNICAMPANIA