LEADER 02266nam0 2200493 i 450 001 VAN0114788 005 20231207100252.937 017 70$2N$a978-3-319-38990-5 100 $a20180212d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aFundamentals and advanced techniques in derivatives hedging$fBruno Bouchard, Jean-François Chassagneux 210 $a[Cham]$cSpringer$d2016 215 $aXII, 280 p.$cill.$d24 cm 410 1$1001VAN0024506$12001 $aUniversitext$1210 $aBerlin [etc]$cSpringer$d1930- 500 1$3VAN0242387$aValorisation des produits dérivés$92785158 606 $a60H07$xStochastic calculus of variations and the Malliavin calculus [MSC 2020]$3VANC020014$2MF 606 $a49L25$xViscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]$3VANC021312$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G80$xFinancial applications of other theories [MSC 2020]$3VANC031013$2MF 606 $a91G10$xPortfolio theory [MSC 2020]$3VANC031365$2MF 610 $aAbsence of arbitrage$9KW:K 610 $aDerivative pricing$9KW:K 610 $aMathematical Finance$9KW:K 610 $aOption$9KW:K 610 $aPartial differential equations$9KW:K 610 $aPortfolio management$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRisk management$9KW:K 610 $aStochastic Controls$9KW:K 610 $aStochastic targets$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aBouchard$bBruno$3VANV088804$0755919 701 1$aChassagneux$bJean-François$3VANV088805$0755920 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-38990-5$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 $aVAN0114788 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2268 $e15EB 2268 20180212 996 $aValorisation des produits dérivés$92785158 997 $aUNICAMPANIA