01276nem0-2200385---450-99000960349040332120120711102606.0000960349FED01000960349(Aleph)000960349FED0100096034920120711d1957----km-y0itay50------baitaITb--------bl--aa-aabb-a--------a1:25000e0015230e0020000n0370500n0370000ad--b-----Ponte DirilloDocumento cartograficoIGM1:25000 ; proiezione conforme universale trasversa di Mercatore (E1°52'30''-E2°/N37°05'-N37°)FirenzeIGM19571 cartacolor.37 x 42 cm su foglio 51 x 62 cmCarta d'Italia272, quadrante 2, tavoletta SEIl meridiano di riferimento è Monte Mario, RomaRilievo del 1940Foglio 272, quadrante 2, tavoletta S. E.SiciliaCarteIstituto geografico militare5005ITUNINARICAUNIMARCMP990009603490403321MP Cass.2 272, 2(2)Ist. s. i.ILFGEILFGEPonte Dirillo849300UNINA02031nam0 2200457 i 450 VAN012729220230628092045.679N978981133696620200303d2019 |0itac50 baengSG|||| |||||Financial Mathematics, Derivatives and Structured ProductsRaymond H. Chan …et al.]SingaporeSpringer2019xxv, 395 p.ill.24 cmVAN0237101Financial Mathematics, Derivatives and Structured Products173385991-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MFBlack–Scholes–Merton ModelKW:KCommoditiesKW:KEquities and Equity IndicesKW:KFinancial marketsKW:KForeign Exchange InstrumentsKW:KInvestment FundsKW:KLocal Volatility ModelKW:KOptionsKW:KStochastic volatility modelsKW:KStructured ProductsKW:KSGSingaporeVANL000061ChanRaymond H.VANV062618Springer <editore>VANV108073650Chan, R.H.Chan, Raymond H.VANV062679Chan, R. H.Chan, Raymond H.VANV062680ITSOL20240614RICAhttp://doi.org/10.1007/978-981-13-3696-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127292BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1834 08eMF1834 20200303 Financial Mathematics, Derivatives and Structured Products1733859UNICAMPANIA