Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
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| Titolo: |
Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
|
| Pubblicazione: | [Cham], : Springer, 2015 |
| Titolo uniforme: | Large deviations and asymptotic methods in finance |
| Descrizione fisica: | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico: | 60F10 - Large deviations [MSC 2020] |
| 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] | |
| 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] | |
| 91G80 - Financial applications of other theories [MSC 2020] | |
| Soggetto non controllato: | Asymptotic methods |
| Implied volatility | |
| Large deviations | |
| Mathematical Finance | |
| Option pricing | |
| Quantitative Finance | |
| Persona (resp. second.): | Friz, Peter K. |
| Titolo autorizzato: | Large deviations and asymptotic methods in finance |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0113266 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-3-319-11605-1 |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer proceedings in mathematics & statistics Berlin [etc.] . -Springer ; 110