LEADER 02417nam0 2200529 i 450 001 VAN0115385 005 20231207100308.475 017 70$2N$a978-3-319-25589-7 100 $a20180307d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aStochastic analysis for finance with simulations$fGeon Ho Choe 210 $a[Cham]$cSpringer$d2016 215 $aXXXII, 657 p.$cill.$d24 cm. 410 1$1001VAN0024506$12001 $aUniversitext$1210 $aBerlin [etc]$cSpringer$d1930- 500 1$3VAN0243188$aStochastic analysis for finance with simulations$91523650 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a91G70$xStatistical methods; risk measures [MSC 2020]$3VANC030929$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 606 $a91G10$xPortfolio theory [MSC 2020]$3VANC031365$2MF 606 $a91G60$xNumerical methods (including Monte Carlo methods) [MSC 2020]$3VANC033553$2MF 610 $aBinomial Tree Method$9KW:K 610 $aBlack?Scholes?Merton Equation$9KW:K 610 $aBrownian Motion$9KW:K 610 $aInterest Rate Model$9KW:K 610 $aMartingale Method$9KW:K 610 $aMonte Carlo Method$9KW:K 610 $aOptimal Portfolio$9KW:K 610 $aOption pricing$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Calculus$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aTime series$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aChoe$bGeon Ho$3VANV089296$0756087 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-25589-7$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 $aVAN0115385 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2523 $e15EB 2523 20180307 996 $aStochastic analysis for finance with simulations$91523650 997 $aUNICAMPANIA