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The Heston model and its extensions in VBA + website / / Fabrice D. Rouah
| The Heston model and its extensions in VBA + website / / Fabrice D. Rouah |
| Autore | Rouah Fabrice <1964-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (0 pages) : illustrations |
| Disciplina | 332.64/5302855133 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Options (Finance) - Mathematical models
Options (Finance) - Prices Finance - Mathematical models |
| ISBN |
1-119-00330-X
1-119-00331-8 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Foreword Preface Acknowledgments About This Book VBA Library for Complex Numbers Chapter 1: The Heston Model for European Options Model Dynamics The Heston European Call Price Dividend Yield and the Put Price Consolidating the Integrals Black-Scholes as a Special Case Conclusion Chapter 2: Integration Issues, Parameter Effects, and Variance Modeling Remarks on the Characteristic Functions Problems With the Integrand The Little Heston Trap Effect of the Heston Parameters Variance Modeling in the Heston Model Moment Explosions Bounds on Implied Volatility Slope Conclusion Chapter 3: Derivations Using the Fourier Transform Derivation of Gatheral (2006) Attari (2004) Representation Carr and Madan (1999) Representation Conclusion Chapter 4: The Fundamental Transform for Pricing Options The Payoff Transform Option Prices Using Parseval's Identity Volatility of Volatility Series Expansion Conclusion Chapter 5: Numerical Integration Schemes The Integrand in Numerical Integration Newton-Cotes Formulas Gaussian Quadrature Integration Limits, Multi-Domain Integration, and Kahl and Jackel Transformation Illustration of Numerical Integration Fast Fourier Transform Fractional Fast Fourier Transform Conclusion Chapter 6: Parameter Estimation Estimation Using Loss Functions Speeding up the Estimation Differential Evolution Maximum Likelihood Estimation Risk-Neutral Density and Arbitrage-Free Volatility Surface Conclusion Chapter 7: Simulation in the Heston Model General Setup Euler Scheme Milstein Scheme Implicit Milstein Scheme Transformed Volatility Scheme Balanced, Pathwise, and IJK Schemes Quadratic-Exponential Scheme Alfonsi Scheme for the Variance Moment Matching Scheme Conclusion Chapter 8: American Options Least-Squares Monte Carlo The Explicit Method Beliaeva-Nawalkha Bivariate Tree Medvedev-Scaillet Expansion Chiarella and Ziogas American Call Conclusion Chapter 9: Time-Dependent Heston Models Generalization of the Riccati Equation Bivariate Characteristic Function Linking the Bivariate CF and the General Riccati Equation Mikhailov and Nogel Model Elices Model Benhamou-Miri-Gobet Model Black-Scholes Derivatives Conclusion Chapter 10: Methods for Finite Differences The PDE in Terms of an Operator Building Grids Finite Difference Approximation of Derivatives Boundary Conditions for the PDE The Weighted Method Explicit Scheme ADI Schemes Conclusion Chapter 11: The Heston Greeks Analytic Expressions for European Greeks Finite Differences for the Greeks Numerical Implementation of the Greeks Greeks Under the Attari and Carr-Madan Formulations Greeks Under the Lewis Formulations Greeks Using the FFT and FRFT American Greeks Using Simulation American Greeks Using the Explicit Method American Greeks from Medvedev and Scaillet Conclusion Chapter 12: The Double Heston Model Multi-Dimensional Feynman-Kac Theorem Double Heston Call Price Double Heston Greeks Parameter Estimation Simulation in the Double Heston Model American Options in the Double Heston Model Conclusion Bibliography About the Website Index. |
| Record Nr. | UNINA-9910819466503321 |
Rouah Fabrice <1964->
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| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Inspired by finance : the Musiela festschrift / / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou, editors
| Inspired by finance : the Musiela festschrift / / Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou, editors |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , 2014 |
| Descrizione fisica | 1 online resource (xxiii, 543 pages) : illustrations (some color) |
| Disciplina | 658 |
| Collana | Gale eBooks |
| Soggetto topico | Finance - Mathematical models |
| ISBN | 3-319-02069-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | R. Ahlip and M. Rutkowski: Forward Start Foreign Exchange Options under Heston’s Volatility and the CIR Interest R -- A. Bensoussan and S. R. Hoe:Real Options with Competition and Incomplete Market -- T. R. Bielecki and S. Crépey: Dynamic Hedging of Counterparty Exposure -- L. Campi:A Note on Market Completeness with American Put Options -- S. Cawston and L. Vostrikova: An f -Divergence Approach for Optimal Portfolios in Exponential Lévy Models -- B. Chouaf and S. Pergamenchtchikov: Optimal Investment with Bounded VaR for Power Utility Functions -- T. Choulli, J. Ma and M.-A. Morlais:Three Essays on Exponential Hedging with Variable Exit Times -- S. Darses and E.l Lépinette: Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient -- N. El Karoui, M. Jeanblanc, Y. Jiao, B. Zargari:Conditional Default Probability and Density -- R. Douady:Yield Curve Smoothing and Residual Variance of Fixed Income Positions -- E. Eberlein and D. B. Madan: Maximally Acceptable Portfolios -- P. V. Gapeev: Some Extensions of Norros’ Lemma in Models with Several Defaults -- P. V. Gapeev and N. Rodosthenous:On the Pricing of Perpetual American Compound Options -- E. Gobet and A. Suleiman: New Approximations in Local Volatility Models -- P. Hepperger: Low-Dimensional Partial Integro-Differential Equations for High-Dimensional Asian Options -- C. Kardaras: A Time BeforeWhich Insiders Would Not Undertake Risk -- P.l C. Kettler, F. Proske, M. Rubtsov: Sensitivity with Respect to the Yield Curve:Duration in a Stochastic Setting -- M. Kijima and C. Ch. Siu:On the First Passage Time under Regime-Switching with Jumps -- A. Kohatsu-Higa, N. Vayatis, K. Yasuda: Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process -- I. Molchanov and M. Schmutz:Multiasset Derivatives and Joint Distributions of Asset Prices -- A. A. Novikov, T. G. Ling and N. Kordzakhia: Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results -- S. Nadtochiy and Th. Zariphopoulou: A Class of Homothetic Forward Investment Performance Processes with Non-Zero Volatility -- E. Presman: Solution of Optimal Stopping Problem Based on a Modification of Payoff Function -- M. Schmutz and Th. Zürcher:A Stieltjes Approach to Static Hedges -- I. M. Sonin:Optimal Stopping of Seasonal Observations and Projection of a Markov Chain. |
| Record Nr. | UNINA-9910300142703321 |
| Cham, Switzerland : , : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Intermediate structured finance modeling : everaging excel, VBA, access, and powerpoint / / William Preinitz with Matthew Niedermaier
| Intermediate structured finance modeling : everaging excel, VBA, access, and powerpoint / / William Preinitz with Matthew Niedermaier |
| Autore | Preinitz William <1950-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2011 |
| Descrizione fisica | 1 online resource (1984 p.) |
| Disciplina |
332.015195
332.0285/5133 |
| Collana | Wiley Finance |
| Soggetto topico |
Finance - Computer simulation
Finance - Mathematical models |
| ISBN |
1-119-19984-0
0-470-92875-1 0-470-92878-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Series; Title Page; Copyright; Dedication; Preface; GOALS OF THE BOOK; WHAT YOU SHOULD KNOW; SETTING THE CONTEXT FOR LEARNING; THE STRUCTURE OF THE BOOK; A FISH STORY; A PERSPECTIVE ON MODELING; APPROACHING THIS MATERIAL; STYLE; A PARTING REMARK; On the Web Site; OVERVIEW; Acknowledgments; Part One: First Steps; Chapter 1: Introduction; OVERVIEW; WHY WAS THIS BOOK WRITTEN?; WHO IS THE TARGET AUDIENCE?; WHAT IS THE PURPOSE OF THE BOOK?; EXPANDING YOUR SOFTWARE SKILLS; EXPANDING YOUR MODEL DESIGN SKILLS; EXPANDING YOUR FINANCE KNOWLEDGE; ORGANIZED TO TEACH; CHAPTER ORGANIZATION
ACCOMPANYING WEB SITELEARNING THE "HARD" WAY; NOTE; Chapter 2: The Existing Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; CRISIS DU JOUR; OVERVIEW OF THE CURRENT MODEL; CURRENT MODEL ENVIRONMENT; ON THE WEB SITE; Chapter 3: Conventions and Advice; OVERVIEW; DELIVERABLES; VBA CONVENTIONS; COMMON SENSE; ON THE WEB SITE; Chapter 4: Segregation of the Existing Model's Functionality; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; DELIVERABLES CHECKLIST; BREAKING UP IS HARD TO DO; ACCOMMODATING OUR DESIGN NEEDS; ADVANTAGES OF FUNCTIONAL SEGREGATION; DISADVANTAGES OF FUNCTIONAL SEGREGATION ON THE WEB SITEChapter 5: Creating the Base Asset Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; THE BIG PICTURE: "JUST THE ASSETS, MA'AM"; STEPPING THROUGH THE MODEL; TESTING THE COMPLETED BASE ASSET MODEL; ON THE WEB SITE; Chapter 6: Building the Base Liabilities Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; LIABILITIES SIDE OF THE MODEL; WHAT TO LEAVE IN; STEPPING THROUGH THE MODEL; READING THE CASH FLOWS AND ASSUMPTIONS FROM A FILE; TESTING THE COMPLETED BASE LIABILITIES MODEL; ON THE WEB SITE; Chapter 7: Establishing the Model Environment; OVERVIEW; DELIVERABLES UNDER CONSTRUCTIONIMPORTANCE OF A STANDARDIZED DIRECTORY STRUCTURE; CREATING DIRECTORIES AND DEFINING THEIR FUNCTIONS; OPERATING DIRECTORIES; ADMINISTRATIVE DIRECTORIES; CREATING NEW DIRECTORIES FOR THE MODEL AS WE NEED THEM; ON THE WEB SITE; Part Two: Building the New Assets Model; Chapter 8: Designing the New Collateral Cash Flow Generator; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; IMPROVING THE CCFG MENUS: CONVERSION TO USERFORMS; IMPROVING THE CCFG DATA-HANDLING CAPABILITIES; IMPROVING THE CCFG COLLATERAL SELECTION PROCESS; IMPROVING THE CCFG CASH FLOW GENERATION PROCESS IMPROVING THE CCFG REPORT GENERATION PROCESSIMPROVING THE CCFG MESSAGING PROCESS; ON THE WEB SITE; Chapter 9: Writing the CCFG Menus and Data Sheets; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; MENUS AND USERFORMS; MENUS OF THE CCFG; MAIN MENU; RUN OPTIONS MENU; COLLATERAL POOL MENU; COLLATERAL GEOGRAPHIC SELECTION CRITERIA MENU; FINANCIAL SELECTION CRITERIA MENU; CASH FLOW AMORTIZATION PARAMETERS MENU; COLLATERAL REPORTS MENU; ON THE WEB SITE; Chapter 10: Writing the Collateral Data Handling Code; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; MANAGING MULTIPLE PORTFOLIO FILES INITIAL DATA SCREENING |
| Record Nr. | UNINA-9910141138203321 |
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Preinitz William <1950->
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| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Intermediate structured finance modeling : everaging excel, VBA, access, and powerpoint / / William Preinitz with Matthew Niedermaier
| Intermediate structured finance modeling : everaging excel, VBA, access, and powerpoint / / William Preinitz with Matthew Niedermaier |
| Autore | Preinitz William <1950-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2011 |
| Descrizione fisica | 1 online resource (1984 p.) |
| Disciplina |
332.015195
332.0285/5133 |
| Collana | Wiley Finance |
| Soggetto topico |
Finance - Computer simulation
Finance - Mathematical models |
| ISBN |
1-119-19984-0
0-470-92875-1 0-470-92878-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Series; Title Page; Copyright; Dedication; Preface; GOALS OF THE BOOK; WHAT YOU SHOULD KNOW; SETTING THE CONTEXT FOR LEARNING; THE STRUCTURE OF THE BOOK; A FISH STORY; A PERSPECTIVE ON MODELING; APPROACHING THIS MATERIAL; STYLE; A PARTING REMARK; On the Web Site; OVERVIEW; Acknowledgments; Part One: First Steps; Chapter 1: Introduction; OVERVIEW; WHY WAS THIS BOOK WRITTEN?; WHO IS THE TARGET AUDIENCE?; WHAT IS THE PURPOSE OF THE BOOK?; EXPANDING YOUR SOFTWARE SKILLS; EXPANDING YOUR MODEL DESIGN SKILLS; EXPANDING YOUR FINANCE KNOWLEDGE; ORGANIZED TO TEACH; CHAPTER ORGANIZATION
ACCOMPANYING WEB SITELEARNING THE "HARD" WAY; NOTE; Chapter 2: The Existing Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; CRISIS DU JOUR; OVERVIEW OF THE CURRENT MODEL; CURRENT MODEL ENVIRONMENT; ON THE WEB SITE; Chapter 3: Conventions and Advice; OVERVIEW; DELIVERABLES; VBA CONVENTIONS; COMMON SENSE; ON THE WEB SITE; Chapter 4: Segregation of the Existing Model's Functionality; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; DELIVERABLES CHECKLIST; BREAKING UP IS HARD TO DO; ACCOMMODATING OUR DESIGN NEEDS; ADVANTAGES OF FUNCTIONAL SEGREGATION; DISADVANTAGES OF FUNCTIONAL SEGREGATION ON THE WEB SITEChapter 5: Creating the Base Asset Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; THE BIG PICTURE: "JUST THE ASSETS, MA'AM"; STEPPING THROUGH THE MODEL; TESTING THE COMPLETED BASE ASSET MODEL; ON THE WEB SITE; Chapter 6: Building the Base Liabilities Model; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; LIABILITIES SIDE OF THE MODEL; WHAT TO LEAVE IN; STEPPING THROUGH THE MODEL; READING THE CASH FLOWS AND ASSUMPTIONS FROM A FILE; TESTING THE COMPLETED BASE LIABILITIES MODEL; ON THE WEB SITE; Chapter 7: Establishing the Model Environment; OVERVIEW; DELIVERABLES UNDER CONSTRUCTIONIMPORTANCE OF A STANDARDIZED DIRECTORY STRUCTURE; CREATING DIRECTORIES AND DEFINING THEIR FUNCTIONS; OPERATING DIRECTORIES; ADMINISTRATIVE DIRECTORIES; CREATING NEW DIRECTORIES FOR THE MODEL AS WE NEED THEM; ON THE WEB SITE; Part Two: Building the New Assets Model; Chapter 8: Designing the New Collateral Cash Flow Generator; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; IMPROVING THE CCFG MENUS: CONVERSION TO USERFORMS; IMPROVING THE CCFG DATA-HANDLING CAPABILITIES; IMPROVING THE CCFG COLLATERAL SELECTION PROCESS; IMPROVING THE CCFG CASH FLOW GENERATION PROCESS IMPROVING THE CCFG REPORT GENERATION PROCESSIMPROVING THE CCFG MESSAGING PROCESS; ON THE WEB SITE; Chapter 9: Writing the CCFG Menus and Data Sheets; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; MENUS AND USERFORMS; MENUS OF THE CCFG; MAIN MENU; RUN OPTIONS MENU; COLLATERAL POOL MENU; COLLATERAL GEOGRAPHIC SELECTION CRITERIA MENU; FINANCIAL SELECTION CRITERIA MENU; CASH FLOW AMORTIZATION PARAMETERS MENU; COLLATERAL REPORTS MENU; ON THE WEB SITE; Chapter 10: Writing the Collateral Data Handling Code; OVERVIEW; DELIVERABLES; UNDER CONSTRUCTION; MANAGING MULTIPLE PORTFOLIO FILES INITIAL DATA SCREENING |
| Record Nr. | UNINA-9910811579103321 |
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Preinitz William <1950->
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| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]]
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]] |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Soggetto topico |
Econophysics
Finance - Statistical methods Finance - Mathematical models |
| ISBN |
1-107-11464-0
1-280-42934-8 0-511-17568-X 0-511-03994-8 0-511-15618-9 0-511-32911-3 0-511-75576-7 0-511-05026-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
Appendix B: MartingalesReferences; Index |
| Record Nr. | UNINA-9910450618903321 |
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Mantegna Rosario N (Rosario Nunzio), <1960->
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| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]]
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]] |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Soggetto topico |
Econophysics
Finance - Statistical methods Finance - Mathematical models |
| ISBN |
1-107-11464-0
1-280-42934-8 0-511-17568-X 0-511-03994-8 0-511-15618-9 0-511-32911-3 0-511-75576-7 0-511-05026-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
Appendix B: MartingalesReferences; Index |
| Record Nr. | UNINA-9910783064403321 |
|
Mantegna Rosario N (Rosario Nunzio), <1960->
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge, UK ; ; New York, : Cambridge University Press, 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Altri autori (Persone) | StanleyH. Eugene <1941-> (Harry Eugene) |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models Statistical physics |
| ISBN |
1-107-11464-0
1-280-42934-8 0-511-17568-X 0-511-03994-8 0-511-15618-9 0-511-32911-3 0-511-75576-7 0-511-05026-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
Appendix B: MartingalesReferences; Index |
| Record Nr. | UNINA-9910813929303321 |
|
Mantegna Rosario N (Rosario Nunzio), <1960->
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| Cambridge, UK ; ; New York, : Cambridge University Press, 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal])
| Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal]) |
| Autore | Braumann Carlos A. <1951-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (355 pages) |
| Disciplina | 519.2/2 |
| Soggetto topico |
Stochastic differential equations
Biology - Mathematical models Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-16607-1
1-119-16608-X 1-119-16609-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910467085303321 |
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Braumann Carlos A. <1951->
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| Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal])
| Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal]) |
| Autore | Braumann Carlos A. <1951-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (355 pages) |
| Disciplina | 519.2/2 |
| Soggetto topico |
Stochastic differential equations
Biology - Mathematical models Finance - Mathematical models |
| ISBN |
1-119-16607-1
1-119-16608-X 1-119-16609-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910529008403321 |
|
Braumann Carlos A. <1951->
|
||
| Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal])
| Introduction to stochastic differential equations with applications to modelling in biology and finance / / Carlos A. Braumann (University of Evora, Evora [Portugal]) |
| Autore | Braumann Carlos A. <1951-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (355 pages) |
| Disciplina | 519.2/2 |
| Soggetto topico |
Stochastic differential equations
Biology - Mathematical models Finance - Mathematical models |
| ISBN |
1-119-16607-1
1-119-16608-X 1-119-16609-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910825557603321 |
|
Braumann Carlos A. <1951->
|
||
| Hoboken, NJ ; ; West Sussex, UK : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
