LEADER 01920nam0 2200385 i 450 001 SUN0102589 005 20151222123339.730 010 $a8-1-4471-6505-7$d0.00 017 70$2N$a978-1-4471-6506-4 100 $a20150914d2014 |0engc50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $a*Asymptotic chaos expansions in finance$etheory and practice$fDavid Nicolay 205 $aLondon : Springer, 2014 210 $aXXII$d491 p.$cill. ; 24 cm 215 $aPubblicazione in formato elettronico 410 1$1001SUN0102590$12001 $a*Springer finance$1210 $aBerlin$cSpringer$d1998-. 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$2MF$3SUNC020093 606 $a60H15$xStochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]$2MF$3SUNC021488 606 $a35C20$xAsymptotic expansions of solutions to PDEs [MSC 2020]$2MF$3SUNC022990 606 $a41A60$xAsymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020]$2MF$3SUNC024622 606 $a35B40$xAsymptotic behavior of solutions to PDEs [MSC 2020]$2MF$3SUNC025025 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$2MF$3SUNC031011 606 $a91G30$xInterest rates, asset pricing, etc. (stochastic models) [MSC 2020]$2MF$3SUNC031012 606 $a91G80$xFinancial applications of other theories [MSC 2020]$2MF$3SUNC031013 620 $aGB$dLondon$3SUNL000015 700 1$aNicolay$b, David$3SUNV080117$0721757 712 $aSpringer$3SUNV000178$4650 801 $aIT$bSOL$c20201026$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-1-4471-6506-4 912 $aSUN0102589 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 4396 $e15EB 4396 20191106 996 $aAsymptotic chaos expansions in finance$91410651 997 $aUNICAMPANIA