LEADER 00920nam 2200289la 450 001 9910481546903321 005 20210618142856.0 035 $a(UK-CbPIL)2090353435 035 $a(CKB)5500000000105037 035 $a(EXLCZ)995500000000105037 100 $a20210618d1502 uy | 101 0 $alat 135 $aurcn||||a|bb| 200 10$aCatullus. Tibullus. Propertius$b[electronic resource] 210 $aVenice $cAldine Press$d1502 215 $aOnline resource ([152] c., 8°) 300 $aReproduction of original in Biblioteca Nazionale Centrale di Firenze. 700 $aCatullus$b Gaius Valerius$0161753 701 $aAvancius$b Hieronymus$factive 1500.$0898675 701 $aTibullus$0161758 701 $aPropertius$b Sextus$0467785 801 0$bUk-CbPIL 801 1$bUk-CbPIL 906 $aBOOK 912 $a9910481546903321 996 $aCatullus. Tibullus. Propertius$92142442 997 $aUNINA LEADER 02627nam0 2200541 i 450 001 VAN0114265 005 20220302102001.125 017 70$2N$a978-3-319-45875-5 100 $a20180131d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aAdvanced modelling in mathematical finance$ein honour of Ernst Eberlein$fJan Kallsen, Antonis Papapantoleon editors 210 $a[Cham]$cSpringer$d2016 215 $aXXIV, 496 p.$cill.$d24 cm 410 1$1001VAN0102574$12001 $aSpringer proceedings in mathematics & statistics$1210 $aBerlin [etc.]$cSpringer$v189 500 1$3VAN0241846$aAdvanced modelling in mathematical finance$91523064 606 $a60G44$xMartingales with continuous parameter [MSC 2020]$3VANC020011$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a60G48$xGeneralizations of martingales [MSC 2020]$3VANC021486$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 $a91G40$xCredit risk [MSC 2020]$3VANC031366$2MF 606 $a91G60$xNumerical methods (including Monte Carlo methods) [MSC 2020]$3VANC033553$2MF 610 $aAdvanced stochastic models$9KW:K 610 $aErnst Eberlein$9KW:K 610 $aFestschrift$9KW:K 610 $aMathematical Finance$9KW:K 610 $aOption pricing and hedging$9KW:K 610 $aProcesses with jumps$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStatistics$9KW:K 610 $aTerm structure models$9KW:K 620 $aCH$dCham$3VANL001889 702 1$aKallsen$bJan$3VANV088382 702 1$aPapapantoleon$bAntonis$3VANV088384 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-45875-5$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 $aVAN0114265 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2045 $e15EB 2045 20180131 996 $aAdvanced modelling in mathematical finance$91523064 997 $aUNICAMPANIA