LEADER 03137nam0 2200649 i 450 001 VAN0124914 005 20231207100237.33 017 70$2N$a9783319902760 100 $a20191028d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aNumerical Probability$eAn Introduction with Applications to Finance$fGilles Pagès 210 $aCham$cSpringer$d2018 215 $axxi, 579 p.$cill.$d24 cm 410 1$1001VAN0024506$12001 $aUniversitext$1210 $aBerlin [etc]$cSpringer$d1930- 500 1$3VAN0236410$aNumerical Probability$91563697 606 $a65C30$xNumerical solutions to stochastic differential and integral equations [MSC 2020]$3VANC023284$2MF 606 $a60G40$xStopping times; optimal stopping problems; gambling theory [MSC 2020]$3VANC024506$2MF 606 $a65Cxx$xProbabilistic methods, stochastic differential equations [MSC 2020]$3VANC028329$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 $a60H35$xComputational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]$3VANC031116$2MF 606 $a62L20$xStochastic approximation [MSC 2020]$3VANC031459$2MF 606 $a91G60$xNumerical methods (including Monte Carlo methods) [MSC 2020]$3VANC033553$2MF 606 $a62L15$xOptimal stopping in statistics [MSC 2020]$3VANC035396$2MF 610 $aAmerican option$9KW:K 610 $aEuler schemes$9KW:K 610 $aGreeks$9KW:K 610 $aLeast squares regression methods$9KW:K 610 $aMalliavin Monte Carlo$9KW:K 610 $aMilstein schemes$9KW:K 610 $aMonte Carlo Methods$9KW:K 610 $aMultilevel extrapolation methods$9KW:K 610 $aOptimal vector quantization$9KW:K 610 $aPricing of derivative products$9KW:K 610 $aQuantization schemes$9KW:K 610 $aQuasi-Monte Carlo methods$9KW:K 610 $aRisk measures$9KW:K 610 $aRomberg extrapolation methods$9KW:K 610 $aSensitivity computation$9KW:K 610 $aStochastic Approximations$9KW:K 610 $aStochastic differential equation discretization schemes$9KW:K 610 $aTangent process and log-likelihood method$9KW:K 610 $aValue-at-Risk (conditional)$9KW:K 610 $aVariance reduction$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aPagès$bGilles$3VANV096340$0767869 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-90276-0$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 $aVAN0124914 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1288 $e08eMF1288 20191028 996 $aNumerical Probability$91563697 997 $aUNICAMPANIA