LEADER 02034nam0 2200457 i 450 001 VAN00127292 005 20240806100823.756 017 70$2N$a9789811336966 100 $a20200303d2019 |0itac50 ba 101 $aeng 102 $aSG 105 $a|||| ||||| 200 1 $aFinancial Mathematics, Derivatives and Structured Products$fRaymond H. Chan ?$bet al.] 210 $aSingapore$cSpringer$d2019 215 $axxv, 395 p.$cill.$d24 cm 500 1$3VAN00237101$aFinancial Mathematics, Derivatives and Structured Products$91733859 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 610 $aBlack?Scholes?Merton Model$9KW:K 610 $aCommodities$9KW:K 610 $aEquities and Equity Indices$9KW:K 610 $aFinancial markets$9KW:K 610 $aForeign Exchange Instruments$9KW:K 610 $aInvestment Funds$9KW:K 610 $aLocal Volatility Model$9KW:K 610 $aOptions$9KW:K 610 $aStochastic volatility models$9KW:K 610 $aStructured Products$9KW:K 620 $aSG$dSingapore$3VANL000061 702 1$aChan$bRaymond H.$3VANV062618 712 $aSpringer $3VANV108073$4650 790 1$aChan, R.H.$zChan, Raymond H.$3VANV062679 790 1$aChan, R. H.$zChan, Raymond H.$3VANV062680 801 $aIT$bSOL$c20250221$gRICA 856 4 $uhttp://doi.org/10.1007/978-981-13-3696-6$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00127292 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 1834 $e08eMF1834 20200303 996 $aFinancial Mathematics, Derivatives and Structured Products$91733859 997 $aUNICAMPANIA