Stochastic Processes and Financial Mathematics / Ludger Rüschendorf

• Autore: Ruschendorf, Ludger
• Pubblicazione: Berlin, : Springer, 2023
• Titolo uniforme: Stochastische Prozesse und Finanzmathematik
• Descrizione fisica: ix, 304 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60Gxx - Stochastic processes [MSC 2020]; 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]; 91Gxx - Actuarial science and mathematical finance [MSC 2020]
• Soggetto non controllato: Black-Scholes model; Donsker theorem; Exponential levy models; Itô-Formula; Martingales and semi-martingales; Optimal hedging strategies; Option pricing; Option valuation in complete and incomplete markets; Portfolio optimization; Skorohods embedding theorem; Stochastic Analysis; Stochastic Integrals; Utility optimization
• Titolo autorizzato: Stochastische Prozesse und Finanzmathematik
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00278549
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-662-64711-0
• Serie: Mathematics Study Resources Berlin [etc.] . -Springer , 2022- ; 1