LEADER 02959nam0 2200649 i 450 001 VAN0102589 005 20220208091150.693 017 70$2N$a978-1-4471-6506-4 100 $a20150914d2014 |0itac50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $aAsymptotic chaos expansions in finance$etheory and practice$fDavid Nicolay 210 $aLondon$cSpringer$d2014 215 $aXXII, 491 p.$cill.$d24 cm 410 1$1001VAN0102590$12001 $aSpringer finance$1210 $aBerlin$cSpringer 410 1$1001VAN0239581$12001 $aSpringer finance lecture notes. - Berlin$eSpringer 500 1$3VAN0239580$aAsymptotic chaos expansions in finance$91410651 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a60H15$xStochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]$3VANC021488$2MF 606 $a35C20$xAsymptotic expansions of solutions to PDEs [MSC 2020]$3VANC022990$2MF 606 $a41A60$xAsymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020]$3VANC024622$2MF 606 $a35B40$xAsymptotic behavior of solutions to PDEs [MSC 2020]$3VANC025025$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G30$xInterest rates, asset pricing, etc. (stochastic models) [MSC 2020]$3VANC031012$2MF 606 $a91G80$xFinancial applications of other theories [MSC 2020]$3VANC031013$2MF 610 $aAsymptotic Chaos Expansion$9KW:K 610 $aAsymptotic Expansion$9KW:K 610 $aBaseline Transfer$9KW:K 610 $aBasket Option$9KW:K 610 $aCEV Model$9KW:K 610 $aESMM Model Class$9KW:K 610 $aEndogenous Driver$9KW:K 610 $aExogenous Driver$9KW:K 610 $aFL-SV Model$9KW:K 610 $aFreezing Approximation$9KW:K 610 $aIATM Point$9KW:K 610 $aImmediate Smile$9KW:K 610 $aImplied volatility$9KW:K 610 $aInterest Rates Derivatives$9KW:K 610 $aLadder Effect$9KW:K 610 $aLibor Market Model$9KW:K 610 $aLocal Volatility$9KW:K 610 $aModel Calibration$9KW:K 610 $aMoneyness$9KW:K 610 $aPartial differential equations$9KW:K 620 $aGB$dLondon$3VANL000015 700 1$aNicolay$bDavid$3VANV080117$0721757 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-1-4471-6506-4$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN0102589 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 4396 $e15EB 4396 20191106 996 $aAsymptotic chaos expansions in finance$91410651 997 $aUNICAMPANIA