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Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah / George Yin, Qing Zhang, editors
| Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah / George Yin, Qing Zhang, editors |
| Autore | AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <2003 ; Snowbird, Utah> |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c2004 |
| Descrizione fisica | xii, 398 p. : ill. ; 26 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) |
Yin, Georgeauthor
Zhang, Qingauthor |
| Collana | Contemporary mathematics, 0271-4132 ; 351 |
| Soggetto topico | Business mathematics - Congresses |
| ISBN | 0821834126 |
| Classificazione |
AMS 91B16
LC HF5691.A63 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000638609707536 |
AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <2003 ; Snowbird, Utah>
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| Providence, R. I. : American Mathematical Society, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematics of financial markets / Robert J. Elliot and P. Ekkehard Kopp
| Mathematics of financial markets / Robert J. Elliot and P. Ekkehard Kopp |
| Autore | ELLIOTT, Robert J. |
| Pubbl/distr/stampa | New York ; Berlin : Springer, 1998 |
| Descrizione fisica | IX, 292 p. ; 24 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) | KOPP, Ekkehard P. |
| Collana | Springer finance |
| Soggetto topico |
Investimenti - Modelli matematici
Opzioni - Finanza |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005508520203316 |
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ELLIOTT, Robert J.
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| New York ; Berlin : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Mathematics of financial markets / Robert J. Elliot and P. Ekkehard Kopp
| Mathematics of financial markets / Robert J. Elliot and P. Ekkehard Kopp |
| Autore | ELLIOTT, Robert J. |
| Descrizione fisica | New York ; Berlin : Springer, 2004 .- XI, 352 p. ; 24 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) | KOPP, Ekkehard P. |
| Collana | Springer finance |
| Soggetto topico |
Investimenti - Modelli matematici
Opzioni - Finanza |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005516360203316 |
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ELLIOTT, Robert J.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Mathematics of financial markets / Robert J. Elliott and P. Ekkehard Kopp
| Mathematics of financial markets / Robert J. Elliott and P. Ekkehard Kopp |
| Autore | Elliott, Robert James |
| Pubbl/distr/stampa | New York [etc.] : Springer, 1999 |
| Descrizione fisica | ix, 292 p. ; 25 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) | Kopp, P. Ekkehardauthor |
| Collana | Springer finance |
| Soggetto topico |
Contratti a termine - Prezzi - Modelli matematici
Contratti di borsa a premio - Valutazione - Modelli matematici Investimenti - Modelli matematici |
| ISBN | 0387985530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003628779707536 |
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Elliott, Robert James
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| New York [etc.] : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematics of financial obligations / A.V. Mel'nikov, S.N. Volkov, M.L. Nechaev
| Mathematics of financial obligations / A.V. Mel'nikov, S.N. Volkov, M.L. Nechaev |
| Autore | Mel'nikov, A. V |
| Pubbl/distr/stampa | Providence : AMS, c2002 |
| Descrizione fisica | ix, 194 p. ; 26 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) |
Volkov, Sergei Nikolaevich
Nechaev, Mikhail Leonidovich |
| Collana | Translations of mathematical monographs ; 212 |
| Soggetto topico |
Investimenti - Modelli matematici
Matematica finanziaria |
| ISBN | 0821829459 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991003627169707536 |
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Mel'nikov, A. V
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| Providence : AMS, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Optimal portfolios with stocastic interest rates and defaultable assets / Holger Kraft
| Optimal portfolios with stocastic interest rates and defaultable assets / Holger Kraft |
| Autore | KRAFT, Holger |
| Pubbl/distr/stampa | Berlin ; Heidelberg : Springer, 2004 |
| Descrizione fisica | X, 170 p. ; 23 cm |
| Disciplina | 332.60151 |
| Collana | Lecture notes in economics and mathematical systems |
| Soggetto topico |
Opzioni - Finanza
Portafoglio titoli - Modelli matematici |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005516330203316 |
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KRAFT, Holger
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| Berlin ; Heidelberg : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Portfolio optimization with different information flow / / Caroline Hillairet, Ying Jiao
| Portfolio optimization with different information flow / / Caroline Hillairet, Ying Jiao |
| Autore | Hillairet Caroline |
| Pubbl/distr/stampa | London, [England] ; ; Oxford, [England] : , : ISTE Press Ltd : , : Elsevier Ltd, , 2017 |
| Descrizione fisica | 1 online resource (192 pages) |
| Disciplina | 332.60151 |
| Collana | Optimization in Insurance and Finance Set |
| Soggetto topico | Portfolio management - Mathematical models |
| ISBN | 0-08-101177-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910583314803321 |
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Hillairet Caroline
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| London, [England] ; ; Oxford, [England] : , : ISTE Press Ltd : , : Elsevier Ltd, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Portfolio selection and asset pricing / Shouyang Wang , Yusen Xia
| Portfolio selection and asset pricing / Shouyang Wang , Yusen Xia |
| Autore | WANG, Shouyang |
| Pubbl/distr/stampa | Berlin [etc.] : Springer, c2000 |
| Descrizione fisica | XII, 200 p. ; 24 cm |
| Disciplina | 332.60151 |
| Altri autori (Persone) | XIA, Yusen |
| Collana | Lecture notes in economics and mathematical systems |
| Soggetto topico |
Investimenti - Modelli matematici
Portafoglio titoli - Modelli matematici |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005508830203316 |
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WANG, Shouyang
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| Berlin [etc.] : Springer, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Recent advances in financial engineering [[electronic resource] ] : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 / / editors, Masaaki Kijima ... [et al.]
| Recent advances in financial engineering [[electronic resource] ] : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 / / editors, Masaaki Kijima ... [et al.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2009 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina | 332.60151 |
| Altri autori (Persone) |
KijimaMasaaki <1957->
KabanovYuri |
| Soggetto topico |
Financial engineering
Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-44309-7
9786612443091 981-4273-47-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Program; CONTENTS; Mean Square Error for the Leland-Lott Hedging Strategy M. Gamys and Y. Kabanov; Variance Reduction for MC/QMC Methods to Evaluate Option Prices J.-P. Fouque, C.-H. Han and Y. Lai; Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options H. Fujiwara, M. Kijima and K. Nishide; Real Options in a Duopoly Market with General Volatility Structure M. Kijima and T. Shibata; Arbitrage Pricing Under Transaction Costs: Continuous Time E. Denis; Leland's Approximations for Concave Pay-off Functions E. Denis
Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures Y. Miyahara and N. MoriwakiThe Impact of Momentum Trading on the Market Price and Trades K. Nishide; Investment Game with Debt Financing M. Nishihara and T. Shibata; The Valuation of Callable Financial Commodities with Two Stopping Boundaries K. Sawaki, A. Suzuki and K. Yagi; Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity M. Ubukata and K. Oya; Quanto Pre-washing for Jump Diffusion Models H. Y. Wong and K. Y. Lau |
| Altri titoli varianti | Proceedings of the 2008 Daiwa International Workshop on Financial Engineering |
| Record Nr. | UNINA-9910457111203321 |
| Singapore ; ; Hackensack, NJ, : World Scientific, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent advances in financial engineering [[electronic resource] ] : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 / / editors, Masaaki Kijima ... [et al.]
| Recent advances in financial engineering [[electronic resource] ] : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 / / editors, Masaaki Kijima ... [et al.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2009 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina | 332.60151 |
| Altri autori (Persone) |
KijimaMasaaki <1957->
KabanovYuri |
| Soggetto topico |
Financial engineering
Finance |
| ISBN |
1-282-44309-7
9786612443091 981-4273-47-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Program; CONTENTS; Mean Square Error for the Leland-Lott Hedging Strategy M. Gamys and Y. Kabanov; Variance Reduction for MC/QMC Methods to Evaluate Option Prices J.-P. Fouque, C.-H. Han and Y. Lai; Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options H. Fujiwara, M. Kijima and K. Nishide; Real Options in a Duopoly Market with General Volatility Structure M. Kijima and T. Shibata; Arbitrage Pricing Under Transaction Costs: Continuous Time E. Denis; Leland's Approximations for Concave Pay-off Functions E. Denis
Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures Y. Miyahara and N. MoriwakiThe Impact of Momentum Trading on the Market Price and Trades K. Nishide; Investment Game with Debt Financing M. Nishihara and T. Shibata; The Valuation of Callable Financial Commodities with Two Stopping Boundaries K. Sawaki, A. Suzuki and K. Yagi; Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity M. Ubukata and K. Oya; Quanto Pre-washing for Jump Diffusion Models H. Y. Wong and K. Y. Lau |
| Altri titoli varianti | Proceedings of the 2008 Daiwa International Workshop on Financial Engineering |
| Record Nr. | UNINA-9910780810003321 |
| Singapore ; ; Hackensack, NJ, : World Scientific, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
