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Stochastic volatility [[electronic resource] ] : selected readings / / edited by Neil Shephard
| Stochastic volatility [[electronic resource] ] : selected readings / / edited by Neil Shephard |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, c2005 |
| Descrizione fisica | 1 online resource (534 p.) |
| Disciplina | 519.2/3 |
| Altri autori (Persone) | ShephardNeil |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Stochastic processes
Finance - Mathematical models Money market - Mathematical models Capital market - Mathematical models |
| ISBN |
1-383-03979-8
0-19-153142-1 1-280-84576-7 1-4294-6936-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. |
| Record Nr. | UNINA-9910777763703321 |
| Oxford ; ; New York, : Oxford University Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic volatility [[electronic resource] ] : selected readings / / edited by Neil Shephard
| Stochastic volatility [[electronic resource] ] : selected readings / / edited by Neil Shephard |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, c2005 |
| Descrizione fisica | 1 online resource (534 p.) |
| Disciplina | 519.2/3 |
| Altri autori (Persone) | ShephardNeil |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Stochastic processes
Finance - Mathematical models Money market - Mathematical models Capital market - Mathematical models |
| ISBN |
1-383-03979-8
0-19-153142-1 1-280-84576-7 1-4294-6936-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. |
| Record Nr. | UNINA-9910828496103321 |
| Oxford ; ; New York, : Oxford University Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut
| Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut |
| Autore | Bismut Jean-Michel |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1976] |
| Descrizione fisica | 1 online resource (147 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Control theory Potential theory (Mathematics) Martingales (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0679-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910480049903321 |
Bismut Jean-Michel
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1976] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut
| Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut |
| Autore | Bismut Jean-Michel |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1976] |
| Descrizione fisica | 1 online resource (147 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Control theory Potential theory (Mathematics) Martingales (Mathematics) |
| ISBN | 1-4704-0679-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910788607103321 |
|
Bismut Jean-Michel
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1976] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut
| Théorie probabiliste du contrôle des diffusions / / Jean-Michel Bismut |
| Autore | Bismut Jean-Michel |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1976] |
| Descrizione fisica | 1 online resource (147 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Control theory Potential theory (Mathematics) Martingales (Mathematics) |
| ISBN | 1-4704-0679-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910829185503321 |
|
Bismut Jean-Michel
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [1976] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time-like graphical models / / Tvrtko Tadić
| Time-like graphical models / / Tvrtko Tadić |
| Autore | Tadić Tvrtko |
| Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2019] |
| Descrizione fisica | 1 online resource (184 pages) : color illustrations |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Graphical modeling (Statistics)
Mathematical statistics - Graphic methods |
| ISBN | 1-4704-5416-5 |
| Classificazione | 60G2060G6060H1560J6560J8062H0505C99 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910795262703321 |
|
Tadić Tvrtko
|
||
| Providence, RI : , : American Mathematical Society, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time-like graphical models / / Tvrtko Tadić
| Time-like graphical models / / Tvrtko Tadić |
| Autore | Tadić Tvrtko |
| Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2019] |
| Descrizione fisica | 1 online resource (184 pages) : color illustrations |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Graphical modeling (Statistics)
Mathematical statistics - Graphic methods |
| ISBN | 1-4704-5416-5 |
| Classificazione | 60G2060G6060H1560J6560J8062H0505C99 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910810637603321 |
|
Tadić Tvrtko
|
||
| Providence, RI : , : American Mathematical Society, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Topics in Spatial Stochastic Processes [[electronic resource] ] : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 / / by Vincenzo Capasso, Ely Merzbach, B. Gail Ivanoff, Marco Dozzi, Robert Dalang, Thomas Mountford ; edited by Ely Merzbach
| Topics in Spatial Stochastic Processes [[electronic resource] ] : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 / / by Vincenzo Capasso, Ely Merzbach, B. Gail Ivanoff, Marco Dozzi, Robert Dalang, Thomas Mountford ; edited by Ely Merzbach |
| Autore | Capasso Vincenzo |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 258 p.) |
| Disciplina | 519.2/3 |
| Collana | C.I.M.E. Foundation Subseries |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-540-36259-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Capasso V., Micheletti A.: Stochastic Geometry of Spatially Structured Birth and Growth Processes. Application to Crystallization Processes -- Merzbach, E.: An Introduction to the General Theory of Set-Indexed Martingales -- Ivanoff, B.G.: Set-Indexed Processes: Distributions and Weak Convergence -- Dozzi, M.: Occupation Density and Sample Path Properties of N-Parameter Processes -- Dalang, R.C.: Level Sets and Excursions of the Brownian Sheet -- Mountford, T.S.: Critical Reversible Attractive Nearest Particle Systems. |
| Record Nr. | UNISA-996466591403316 |
|
Capasso Vincenzo
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Topics in Spatial Stochastic Processes : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 / / by Vincenzo Capasso, Ely Merzbach, B. Gail Ivanoff, Marco Dozzi, Robert Dalang, Thomas Mountford ; edited by Ely Merzbach
| Topics in Spatial Stochastic Processes : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 / / by Vincenzo Capasso, Ely Merzbach, B. Gail Ivanoff, Marco Dozzi, Robert Dalang, Thomas Mountford ; edited by Ely Merzbach |
| Autore | Capasso Vincenzo |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 258 p.) |
| Disciplina | 519.2/3 |
| Collana | C.I.M.E. Foundation Subseries |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-540-36259-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Capasso V., Micheletti A.: Stochastic Geometry of Spatially Structured Birth and Growth Processes. Application to Crystallization Processes -- Merzbach, E.: An Introduction to the General Theory of Set-Indexed Martingales -- Ivanoff, B.G.: Set-Indexed Processes: Distributions and Weak Convergence -- Dozzi, M.: Occupation Density and Sample Path Properties of N-Parameter Processes -- Dalang, R.C.: Level Sets and Excursions of the Brownian Sheet -- Mountford, T.S.: Critical Reversible Attractive Nearest Particle Systems. |
| Record Nr. | UNINA-9910144634103321 |
|
Capasso Vincenzo
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Unimodularity in randomly generated graphs / / Florian Sobieczky, editor
| Unimodularity in randomly generated graphs / / Florian Sobieczky, editor |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2018] |
| Descrizione fisica | 1 online resource (226 pages) |
| Disciplina | 519.2/3 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Random graphs
Graph theory Dynamical systems and ergodic theory -- Ergodic theory -- Entropy and other invariants, isomorphism, classification Dynamical systems and ergodic theory -- Ergodic theory -- Measure-preserving transformations Probability theory and stochastic processes -- Combinatorial probability -- Combinatorial probability Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents Probability theory and stochastic processes -- Special processes -- Interacting random processes; statistical mechanics type models; percolation theory Probability theory and stochastic processes -- Special processes -- Processes in random environments Probability theory and stochastic processes -- Stochastic processes -- Point processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-5017-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910480626203321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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