Titolo: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
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Pubblicazione: |
[Cham], : Springer, 2016 |
Titolo uniforme: |
Advanced modelling in mathematical finance
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Descrizione fisica: |
XXIV, 496 p. : ill. ; 24 cm |
Soggetto topico: |
60G44 - Martingales with continuous parameter [MSC 2020] |
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91Gxx - Actuarial science and mathematical finance [MSC 2020] |
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60G48 - Generalizations of martingales [MSC 2020] |
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91G70 - Statistical methods; risk measures [MSC 2020] |
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91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
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91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
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91G80 - Financial applications of other theories [MSC 2020] |
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91G10 - Portfolio theory [MSC 2020] |
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91G40 - Credit risk [MSC 2020] |
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91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
Soggetto non controllato: |
Advanced stochastic models |
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Ernst Eberlein |
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Festschrift |
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Mathematical Finance |
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Option pricing and hedging |
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Processes with jumps |
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Quantitative Finance |
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Statistics |
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Term structure models |
Persona (resp. second.): |
Kallsen, Jan |
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Papapantoleon, Antonis |
Titolo autorizzato: |
Advanced modelling in mathematical finance ![Visualizza cluster](img/books.png) |
Formato: |
Materiale a stampa ![](img/format/mas.png) |
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: |
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