01156nam0-2200385---450 99000864503040332120220422134628.0978-88-470-0691-1paperback000864503FED01000864503(Aleph)000864503FED0100086450320161109d2007----km y0itay50 baitaITa 001yyModelli matematici in biologiaGaetano GaetaMilanoSpringer-Verlagc2007xiv, 304 p.ill.24 cmModelli matematiciBiologia511.821itaGaeta,Giuseppe39852ITUNINARICAUNIMARCBK990008645030403321511.8-GAE-15070SC1511.8-GAE-1AINV. INT. 2020/449SC1511.8-GAE-1BINV. INT. 2020/450SC1511.8-GAE-1CINV. INT. 2020/451SC1511.8-GAE-1DINV. INT. 2020/452SC1511.8-GAE-1EINV. INT. 2020/453SC1SC1Modelli matematici in biologia715989UNINA03464nam 22006375 450 991036495750332120250609110704.03-030-26106-910.1007/978-3-030-26106-1(CKB)4100000010011845(MiAaPQ)EBC5989073(DE-He213)978-3-030-26106-1(PPN)270589813(MiAaPQ)EBC5989001(EXLCZ)99410000001001184520191203d2019 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierMathematical Finance /by Ernst Eberlein, Jan Kallsen1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (774 pages)Springer Finance,2195-06873-030-26105-0 Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models.Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field. Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance. Graduate students, researchers as well as practitioners will benefit from this monograph. .Springer Finance,2195-0687Social sciencesMathematicsProbabilitiesFinancial engineeringFinancial risk managementMathematics in Business, Economics and FinanceProbability TheoryFinancial EngineeringRisk ManagementSocial sciencesMathematics.Probabilities.Financial engineering.Financial risk management.Mathematics in Business, Economics and Finance.Probability Theory.Financial Engineering.Risk Management.330.0151Eberlein Ernstauthttp://id.loc.gov/vocabulary/relators/aut535115Kallsen Janauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910364957503321Mathematical Finance2517209UNINA04056nas 2201261-a 450 991043765980332120250917110054.01872-812X(DE-599)ZDB3180915-7(DE-599)ZDB0378-4347;1387-2273;1572-6495;1872-812X;1878-5603(CKB)954925527837(CONSER)---85643129-(DE-599)3180915-7(EXLCZ)9995492552783720770401b19771993 --- aengtxtrdacontentcrdamediacrrdacarrierBiomedical applicationsAmsterdam ;New York Elsevier Scientific Pub. Co1 online resourceJournal of chromatographyPrint version: Biomedical applications. (DLC) 85643129 (OCoLC)2852944 0378-4347 Journal of chromatography.JOURNAL OF CHROMATOGRAPHY BJ CHROMAT BJ CHROMATOGR B BIOMED APPLJ CHROMATOGR BJ CHROMATOGR B BIO MED APPLBIOMEDICAL APPLICATIONSJOURNAL OF CHROMATOGRAPHY B BIOMEDICAL SCIENCES AND APPLICATIONSJ. chromatogr., Biomed. appl.Chromatographic analysisPeriodicalsElectrophoresisPeriodicalsClinical chemistryPeriodicalsDiagnosis, LaboratoryPeriodicalsMedical sciencesTechniquePeriodicalsBiochemistryPeriodicalsBiologyBiologyChromatographymethodsElectrophoresismethodsMedicineChromatographiePériodiquesBiochimiePériodiquesÉlectrophorèsePériodiquesChimie cliniquePériodiquesDiagnostics biologiquesPériodiquesSciences de la santéTechniquePériodiquesBiologiebiologyaatBiologyfast(OCoLC)fst00832383Biochemistryfast(OCoLC)fst00831961Chromatographic analysisfast(OCoLC)fst00859925Clinical chemistryfast(OCoLC)fst00864330Diagnosis, Laboratoryfast(OCoLC)fst00892307Electrophoresisfast(OCoLC)fst00907684BiologiegndBiologische MedizingndBiomedizinische TechnikgndChromatographiegndMedizingndZeitschriftgndChromatografiegttBiomedisch onderzoekgttPeriodical.Periodicals.fastPeriodicals.lcgftChromatographic analysisElectrophoresisClinical chemistryDiagnosis, LaboratoryMedical sciencesTechniqueBiochemistryBiology.Biology.Chromatographymethods.Electrophoresismethods.Medicine.ChromatographieBiochimieÉlectrophorèseChimie cliniqueDiagnostics biologiquesSciences de la santéTechniqueBiologie.biology.Biology.Biochemistry.Chromatographic analysis.Clinical chemistry.Diagnosis, Laboratory.Electrophoresis.Biologie.Biologische Medizin.Biomedizinische Technik.Chromatographie.Medizin.Zeitschrift.Chromatografie.Biomedisch onderzoek.574.19/285JOURNAL9910437659803321exl_impl conversionBiomedical applications2788486UNINA