LEADER 01663nam0 22004333i 450 001 VAN0278549 005 20240625091505.649 017 70$2N$a9783662647110 100 $a20240625d2023 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aStochastic Processes and Financial Mathematics$fLudger Rüschendorf 210 $aBerlin$cSpringer$d2023 215 $aix, 304 p.$cill.$d24 cm 410 1$1001VAN0276067$12001 $aMathematics Study Resources$1210 $aBerlin [etc.]$cSpringer$d2022-$v1 500 1$3VAN0278550$aStochastische Prozesse und Finanzmathematik$94168220 610 $aBlack-Scholes model$9KW:K 610 $aDonsker theorem$9KW:K 610 $aExponential levy models$9KW:K 610 $aItô-Formula$9KW:K 610 $aMartingales and semi-martingales$9KW:K 610 $aOptimal hedging strategies$9KW:K 610 $aOption pricing$9KW:K 610 $aOption valuation in complete and incomplete markets$9KW:K 610 $aPortfolio optimization$9KW:K 610 $aSkorohods embedding theorem$9KW:K 610 $aStochastic Analysis$9KW:K 610 $aStochastic Integrals$9KW:K 610 $aUtility optimization$9KW:K 620 $dBerlin$3VANL000066 700 1$aRuschendorf$bLudger$3VANV036227$0535187 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240628$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-662-64711-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 912 $fN 912 $aVAN0278549 996 $aStochastische Prozesse und Finanzmathematik$94168220 997 $aUNICAMPANIA