| Titolo: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
|
| Pubblicazione: |
[Cham], : Springer, 2016 |
| Titolo uniforme: |
Advanced modelling in mathematical finance
|
| Descrizione fisica: |
XXIV, 496 p. : ill. ; 24 cm |
| Soggetto topico: |
60G44 - Martingales with continuous parameter [MSC 2020] |
| |
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| |
60G48 - Generalizations of martingales [MSC 2020] |
| |
91G70 - Statistical methods; risk measures [MSC 2020] |
| |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| |
91G80 - Financial applications of other theories [MSC 2020] |
| |
91G10 - Portfolio theory [MSC 2020] |
| |
91G40 - Credit risk [MSC 2020] |
| |
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato: |
Advanced stochastic models |
| |
Ernst Eberlein |
| |
Festschrift |
| |
Mathematical Finance |
| |
Option pricing and hedging |
| |
Processes with jumps |
| |
Quantitative Finance |
| |
Statistics |
| |
Term structure models |
| Persona (resp. second.): |
Kallsen, Jan |
| |
Papapantoleon, Antonis |
| Titolo autorizzato: |
Advanced modelling in mathematical finance |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN0114265 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-45875-5 |
| Opac: |
Controlla la disponibilità qui |
