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An Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition / / by Arlie O. Petters, Xiaoying Dong
| An Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition / / by Arlie O. Petters, Xiaoying Dong |
| Autore | Petters Arlie O |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVII, 483 p. 52 illus., 12 illus. in color.) |
| Disciplina | 330.015195 |
| Collana | Springer Undergraduate Texts in Mathematics and Technology |
| Soggetto topico |
Economics, Mathematical
Mathematical models Probabilities Actuarial science Quantitative Finance Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Actuarial Sciences |
| ISBN | 1-4939-3783-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index. . |
| Record Nr. | UNINA-9910254095903321 |
Petters Arlie O
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Measure Theory and Functional Analysis / / by Piermarco Cannarsa, Teresa D'Aprile
| Introduction to Measure Theory and Functional Analysis / / by Piermarco Cannarsa, Teresa D'Aprile |
| Autore | Cannarsa Piermarco |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XIV, 314 p. 8 illus., 1 illus. in color.) |
| Disciplina | 510 |
| Collana | La Matematica per il 3+2 |
| Soggetto topico |
Measure theory
Functional analysis Probabilities Economics, Mathematical Mathematical physics Physics Measure and Integration Functional Analysis Probability Theory and Stochastic Processes Quantitative Finance Mathematical Applications in the Physical Sciences Mathematical Methods in Physics |
| ISBN | 3-319-17019-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Part I Measure and Integration -- 2 Part II Functional Analysis -- 3 Part III Selected Topics -- 4 Appendices -- 5 Index. |
| Record Nr. | UNINA-9910299767603321 |
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Cannarsa Piermarco
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Quantitative Methods for Financial Markets / / by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
| Introduction to Quantitative Methods for Financial Markets / / by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer |
| Autore | Albrecher Hansjoerg |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Basel : , : Springer Basel : , : Imprint : Birkhäuser, , 2013 |
| Descrizione fisica | 1 online resource (IX, 191 p. 48 illus., 10 illus. in color.) |
| Disciplina | 519 |
| Collana | Compact Textbooks in Mathematics |
| Soggetto topico |
Game theory
Economic theory Economics, Mathematical Game Theory, Economics, Social and Behav. Sciences Economic Theory/Quantitative Economics/Mathematical Methods Quantitative Finance |
| ISBN | 3-0348-0519-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European and American Options -- The Binomial Option Pricing Model -- VI The Black-Scholes Model -- VII The Black-Scholes Formula -- VIII Stock-Price Models -- IX Interest Rate Models and the Valuation of Interest Rate Derivatives -- X Numerical Tools -- XI Simulation Methods -- XII Calibrating Models – Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models. |
| Record Nr. | UNINA-9910438137903321 |
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Albrecher Hansjoerg
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| Basel : , : Springer Basel : , : Imprint : Birkhäuser, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Quasi-Monte Carlo Integration and Applications / / by Gunther Leobacher, Friedrich Pillichshammer
| Introduction to Quasi-Monte Carlo Integration and Applications / / by Gunther Leobacher, Friedrich Pillichshammer |
| Autore | Leobacher Gunther |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2014 |
| Descrizione fisica | 1 online resource (XII, 195 p. 21 illus., 16 illus. in color.) : online resource |
| Disciplina | 519.282 |
| Collana | Compact Textbooks in Mathematics |
| Soggetto topico |
Number theory
Numerical analysis Economics, Mathematical Number Theory Numerical Analysis Quantitative Finance |
| ISBN | 3-319-03425-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Notation -- 1 Introduction -- 2 Uniform Distribution Modulo One -- 3 QMC Integration in Reproducing Kernel Hilbert Spaces -- 4 Lattice Point Sets -- 5 (t, m, s)-nets and (t, s)-Sequences -- 6 A Short Discussion of the Discrepancy Bounds -- 7 Foundations of Financial Mathematics -- 8 Monte Carlo and Quasi-Monte Carlo Simulation -- Bibliography -- Index. |
| Record Nr. | UNINA-9910299982203321 |
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Leobacher Gunther
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Introduction to Socio-Finance / / by Jørgen Vitting Andersen, Andrzej Nowak
| An Introduction to Socio-Finance / / by Jørgen Vitting Andersen, Andrzej Nowak |
| Autore | Vitting Andersen Jørgen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XIII, 185 p. 44 illus., 9 illus. in color.) |
| Disciplina | 306.3 |
| Soggetto topico |
Macroeconomics
Sociophysics Econophysics Economics, Mathematical Macroeconomics/Monetary Economics//Financial Economics Data-driven Science, Modeling and Theory Building Quantitative Finance |
| ISBN | 3-642-41944-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The Traditional Approach to Finance -- Behavioral Finance -- Financial Markets as Interacting Individuals: Price Formation From Models of Complexity -- A Psychological Galilean Principle for Price Movements: Fundamental Framework for Technical Analysis -- Catching Animal Spirits: Using Complexity Theory to Detect Speculative Moments of the Markets -- Social Framing Creating Bull Markets of the Past: Growth Theory of Financial Markets -- Complexity Theory and Systemic Risk in the World`s Financial Markets -- Communication and the Stock Market -- References -- Index. |
| Record Nr. | UNINA-9910438070803321 |
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Vitting Andersen Jørgen
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Stochastic Finance / / by Jia-An Yan
| Introduction to Stochastic Finance / / by Jia-An Yan |
| Autore | Yan Jia-An |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIV, 403 p. 6 illus.) |
| Disciplina | 650.01513 |
| Collana | Universitext |
| Soggetto topico |
Economics, Mathematical
Statistics Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 981-13-1657-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foundation of Probability Theory and Discrete-time Martingales -- Portfolio Selection Theory in Discrete Time -- Financial Markets in Discrete Time -- Martingale Theory and Itˆo Stochastic Analysis -- The Black-Scholes Model and Its Modifications -- Pricing and Hedging of Exotic Options -- Itˆo Process and Diffusion Models -- Term Structure Models For Interest Rates -- Optimal Investment-Consumption Strategies in Diffusion Models -- Static Risk Measures -- Stochastic Calculus and Semimartingale Model -- Optimal Investment in Incomplete Markets -- Martingale Method for Utility Maximization -- Optimal Growth Portfolios and Option Pricing. |
| Record Nr. | UNINA-9910300112103321 |
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Yan Jia-An
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Large Deviations and Asymptotic Methods in Finance / / edited by Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann
| Large Deviations and Asymptotic Methods in Finance / / edited by Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (590 p.) |
| Disciplina | 332.015195 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Economics, Mathematical
Probabilities Approximation theory Differential geometry Quantitative Finance Probability Theory and Stochastic Processes Approximations and Expansions Differential Geometry |
| ISBN | 3-319-11605-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility -- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model -- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry -- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility -- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities -- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model -- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility -- Gatheral, Wang: Implied volatility from local volatility: a path integral approach -- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility -- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes -- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes -- Takahashi: An Asymptotic Expansion Approach in Finance -- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions -- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets -- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models -- Pham: Long time asymptotic problems for optimal investment -- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems -- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator. |
| Record Nr. | UNINA-9910299762403321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lectures on Probability Theory and Statistics [[electronic resource] ] : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard
| Lectures on Probability Theory and Statistics [[electronic resource] ] : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard |
| Autore | Albeverio Sergio |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 298 p.) |
| Disciplina | 576.58 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Mathematical physics Economics, Mathematical Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Quantitative Finance |
| ISBN | 3-540-44922-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier’s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier’s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. |
| Record Nr. | UNISA-996466374203316 |
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Albeverio Sergio
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard
| Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard |
| Autore | Albeverio Sergio |
| Edizione | [1st ed. 2003.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (X, 298 p.) |
| Disciplina | 576.58 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Mathematical physics Economics, Mathematical Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Quantitative Finance |
| ISBN | 3-540-44922-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier’s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier’s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. |
| Record Nr. | UNINA-9910144601803321 |
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Albeverio Sergio
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation / / by Tim Leung, Marco Santoli
| Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation / / by Tim Leung, Marco Santoli |
| Autore | Leung Tim |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (104 p.) |
| Disciplina | 510 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Macroeconomics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-319-29094-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options on Leveraged ETFs -- Conclusions. |
| Record Nr. | UNINA-9910254081903321 |
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Leung Tim
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Economics, Mathematical
(197)
- Quantitative Finance (197)
- Probabilities (59)
- Probability Theory and Stochastic Processes (59)
- Statistics (55)