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Introduction to measure theory and functional analysis / Piermarco Cannarsa, Teresa D’Aprile
| Introduction to measure theory and functional analysis / Piermarco Cannarsa, Teresa D’Aprile |
| Autore | Cannarsa, Piermarco |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 314 p. : ill. ; 24 cm |
| Altri autori (Persone) | D'Aprile, Teresa |
| Soggetto topico |
46-XX - Functional analysis [MSC 2020]
28-XX - Measure and integration [MSC 2020] 00A15 - Bibliographies for mathematics in general [MSC 2020] |
| Soggetto non controllato |
Functional Analysis
Functions of bounded variations Integration Measure Theory Quantitative Finance Set-valued maps |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113479 |
Cannarsa, Piermarco
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer
| Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer |
| Autore | Leobacher, Gunther |
| Pubbl/distr/stampa | Cham, : Birkhauser ; Springer, 2014 |
| Descrizione fisica | XII, 195 p. : ill. ; 24 cm |
| Altri autori (Persone) | Pillichshammer, Friedrich |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
65D30 - Numerical integration [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 11K06 - General theory of distribution modulo $1$ [MSC 2020] |
| Soggetto non controllato |
Digital nets
Discrepancy Lattice Rules Numerical integration Quantitative Finance Quasi-Monte Carlo Uniform distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103267 |
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Leobacher, Gunther
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| Cham, : Birkhauser ; Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Stochastic Finance / Jia-An Yan
| Introduction to Stochastic Finance / Jia-An Yan |
| Autore | Yan, Jia-An |
| Pubbl/distr/stampa | Singapore, : Springer ; Beijing, : Science Press, 2018 |
| Descrizione fisica | xiv, 403 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Black-Scholes model
Diffusion process model Hedging Interest rate Options Portfolio selection Pricing Quantitative Finance Static risk measure Term structure model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125149 |
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Yan, Jia-An
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| Singapore, : Springer ; Beijing, : Science Press, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lectures on probability theory and statistics : ecole d'eté de probabilités de Saint-Flour XXX-2000 / S. Albeverio, W. Schachermayer, M. Talagrand ; editor: Pierre Bernard
| Lectures on probability theory and statistics : ecole d'eté de probabilités de Saint-Flour XXX-2000 / S. Albeverio, W. Schachermayer, M. Talagrand ; editor: Pierre Bernard |
| Autore | Albeverio, Sergio |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | VIII, 296 p. ; 24 cm |
| Altri autori (Persone) |
Schachermayer, W.
Talagrand, Michel |
| Soggetto topico |
81-XX - Quantum theory [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 70-XX - Mechanics of particles and systems [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 81T08 - Constructive quantum field theory [MSC 2020] 82D30 - Statistical mechanical studies of random media, disordered materials (including liquid crystals and spin glasses) [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 60G60 - Random fields [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Loop spaces Mathematical Finance Potential Probability Theory Probability space Quantitative Finance Spin glasses Statistical Physics |
| ISBN | 978-35-404-0335-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0051270 |
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Albeverio, Sergio
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| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | X, 97 p. : ill. ; 24 cm |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Soggetto non controllato |
Exchange-traded funds
Implied volatility Leverage Leveraged portfolios Option pricing Quantitative Finance Risk horizon Tracking errors Trading strategies |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114926 |
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Leung, Tim
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Market-consistent actuarial valuation / Mario V. Wüthrich
| Market-consistent actuarial valuation / Mario V. Wüthrich |
| Autore | Wüthrich, Mario V. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 138 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Best-estimate reserves
Insurance Market-consistent actuarial valuation Probability distortion Quantitative Finance Replicating portfolio Risk-adjusted reserves Solvency Stochastic discounting Valuation portfolio |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114940 |
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Wüthrich, Mario V.
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2022 / Marco Corazza ... [et al.] editors
| Mathematical and statistical methods for actuarial sciences and finance : MAF 2022 / Marco Corazza ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 443 p. : ill. ; 24 cm |
| Soggetto non controllato |
Insurance
Mathematical Models Quantitative Finance Statistics Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277833 |
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 / Marco Corazza ... [et al.] editors
| Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 / Marco Corazza ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 169 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Actuarial sciences
Finance Insurance Mathematics Quantitative Finance Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124297 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical and statistical methods for actuarial sciences and finance / Marco Corazza, Claudio Pizzi editors
| Mathematical and statistical methods for actuarial sciences and finance / Marco Corazza, Claudio Pizzi editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 313 p. : ill. ; 24 cm |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Actuarial sciences
Insurance Mathematical methods Quantitative Finance Statistical Methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103244 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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