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An Introduction to Mathematical Finance with Applications [[electronic resource] ] : Understanding and Building Financial Intuition / / by Arlie O. Petters, Xiaoying Dong
| An Introduction to Mathematical Finance with Applications [[electronic resource] ] : 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 and probability / by J. F. C. Kingman and S. J. Taylor
| Introduction to measure and probability / by J. F. C. Kingman and S. J. Taylor |
| Autore | Kingman, J. F. C. |
| Pubbl/distr/stampa | London : Cambridge University Press, 1966 |
| Descrizione fisica | x, 401 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Taylor, S. J. |
| Soggetto topico |
Integrals
Measure theory Probabilities Probability theory |
| ISBN | 0521058880 |
| Classificazione |
AMS 60-01
AMS 60-XX AMS 28-01 AMS 28-XX |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001022259707536 |
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Kingman, J. F. C.
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| London : Cambridge University Press, 1966 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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An introduction to measure and probability / J. C. Taylor
| An introduction to measure and probability / J. C. Taylor |
| Autore | Taylor, John Christopher |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1997 |
| Descrizione fisica | xvii, 299 p. : ill. ; 24 cm |
| Disciplina | 519.2 |
| Soggetto topico |
Measure theory
Probabilities |
| ISBN | 0387948309 |
| Classificazione |
AMS 60-01
QA325.T39 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001022349707536 |
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Taylor, John Christopher
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| New York : Springer-Verlag, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Introduction to Measure Theory and Functional Analysis [[electronic resource] /] / by Piermarco Cannarsa, Teresa D'Aprile
| Introduction to Measure Theory and Functional Analysis [[electronic resource] /] / 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 modern analysis [[electronic resource] /] / Shmuel Kantorovitz
| Introduction to modern analysis [[electronic resource] /] / Shmuel Kantorovitz |
| Autore | Kantorovitz Shmuel <1935-> |
| Pubbl/distr/stampa | Oxford, : Oxford University Press, 2006 |
| Descrizione fisica | 1 online resource (447 p.) |
| Disciplina | 515 |
| Collana |
Oxford mathematics
Oxford graduate texts in mathematics |
| Soggetto topico |
Mathematical analysis
Probabilities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-90428-3
0-19-152355-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Measures; 2 Construction of measures; 3 Measure and topology; 4 Continuous linear functionals; 5 Duality; 6 Bounded operators; 7 Banach algebras; 8 Hilbert spaces; 9 Integral representation; 10 Unbounded operators; Application I: Probability; Application II: Distributions; Bibliography; Index |
| Record Nr. | UNINA-9910453343703321 |
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Kantorovitz Shmuel <1935->
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| Oxford, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information [[electronic resource] /] / by Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information [[electronic resource] /] / by Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang Guangchen |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XI, 116 p.) |
| Disciplina | 532.5015192 |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Calculus of variations
Probabilities Actuarial science Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes Actuarial Sciences |
| ISBN | 3-319-79039-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Filtering of BSDE and FBSDE -- Optimal Control of Fully Coupled FBSDE with Partial Information -- Optimal Control of FBSDE with Partially Observable Information -- LQ Optimal Control Models with Incomplete Information -- Appendix: BSDE and FBSDE. |
| Record Nr. | UNINA-9910300102003321 |
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Wang Guangchen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to probability
| Introduction to probability |
| Autore | Grinstead Charles M (Charles Miller), <1952-> |
| Pubbl/distr/stampa | American Mathematical Society |
| Disciplina | 519.2 |
| Altri autori (Persone) | SnellJ. Laurie <1925-> (James Laurie) |
| Soggetto topico | Probabilities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910832990603321 |
| Grinstead Charles M (Charles Miller), <1952-> | ||
| American Mathematical Society | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Probability and Random Variables / / Orhan Gazi
| Introduction to Probability and Random Variables / / Orhan Gazi |
| Autore | Gazi Orhan |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] |
| Descrizione fisica | 1 online resource (239 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Random variables |
| ISBN |
9783031318160
9783031318153 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Chapter 1: Experiments, Sample Spaces, Events, and Probability Laws -- 1.1 Fundamental Definitions: Experiment, Sample Space, Event -- 1.2 Operations on Events -- 1.3 Probability and Probabilistic Law -- 1.4 Discrete Probability Law -- 1.5 Joint Experiment -- 1.6 Properties of the Probability Function -- 1.7 Conditional Probability -- Chapter 2: Total Probability Theorem, Independence, Combinatorial -- 2.1 Total Probability Theorem, and Bayes´ Rule -- 2.1.1 Total Probability Theorem -- 2.1.2 Bayes´ Rule -- 2.2 Multiplication Rule -- 2.3 Independence -- 2.3.1 Independence of Several Events -- 2.4 Conditional Independence -- 2.5 Independent Trials and Binomial Probabilities -- 2.6 The Counting Principle -- 2.7 Permutation -- 2.8 Combinations -- 2.9 Partitions -- 2.10 Case Study: Modeling of Binary Communication Channel -- Problems -- Chapter 3: Discrete Random Variables -- 3.1 Discrete Random Variables -- 3.2 Defining Events Using Random Variables -- 3.3 Probability Mass Function for Discrete Random Variables -- 3.4 Cumulative Distribution Function -- 3.5 Expected Value (Mean Value), Variance, and Standard Deviation -- 3.5.1 Expected Value -- 3.5.2 Variance -- 3.5.3 Standard Deviation -- 3.6 Expected Value and Variance of Functions of a Random Variable -- 3.7 Some Well-Known Discrete Random Variables in Mathematic Literature -- 3.7.1 Binomial Random Variable -- 3.7.2 Geometric Random Variable -- 3.7.3 Poisson Random Variable -- 3.7.4 Bernoulli Random Variable -- 3.7.5 Discrete Uniform Random Variable -- Problems -- Chapter 4: Functions of Random Variables -- 4.1 Probability Mass Function for Functions of a Discrete Random Variable -- 4.2 Joint Probability Mass Function -- 4.3 Conditional Probability Mass Function -- 4.4 Joint Probability Mass Function of Three or More Random Variables.
4.5 Functions of Two Random Variables -- 4.6 Conditional Probability Mass Function -- 4.7 Conditional Mean Value -- 4.8 Independence of Random Variables -- 4.8.1 Independence of a Random Variable from an Event -- 4.8.2 Independence of Several Random Variables -- Problems -- Chapter 5: Continuous Random Variables -- 5.1 Continuous Probability Density Function -- 5.2 Continuous Uniform Random Variable -- 5.3 Expectation and Variance for Continuous Random Variables -- 5.4 Expectation and Variance for Functions of Random Variables -- 5.5 Gaussian or Normal Random Variable -- 5.5.1 Standard Random Variable -- 5.6 Exponential Random Variable -- 5.7 Cumulative Distribution Function -- 5.7.1 Properties of Cumulative Distribution Function -- 5.8 Impulse Function -- 5.9 The Unit Step Function -- 5.10 Conditional Probability Density Function -- 5.11 Conditional Expectation -- 5.12 Conditional Variance -- Problems -- Chapter 6: More Than One Random Variables -- 6.1 More Than One Continuous Random Variable for the Same Continuous Experiment -- 6.2 Conditional Probability Density Function -- 6.3 Conditional Expectation -- 6.3.1 Bayes´ Rule for Continuous Distribution -- 6.4 Conditional Expectation -- 6.5 Conditional Variance -- 6.6 Independence of Continuous Random Variables -- 6.7 Joint Cumulative Distribution Function -- 6.7.1 Three or More Random Variables -- 6.7.2 Background Information: Reminder for Double Integration -- 6.7.3 Covariance and Correlation -- 6.7.4 Correlation Coefficient -- 6.8 Distribution for Functions of Random Variables -- 6.9 Probability Density Function for Function of Two Random Variables -- 6.10 Alternative Formula for the Probability Density Function of a Random Variable -- 6.11 Probability Density Function Calculation for the Functions of Two Random Variables Using Cumulative Distribution Function. 6.12 Two Functions of Two Random Variables -- Bibliography -- Index. |
| Record Nr. | UNINA-9910728384203321 |
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Gazi Orhan
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| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An introduction to probability and statistical inference / / George G. Roussas
| An introduction to probability and statistical inference / / George G. Roussas |
| Autore | Roussas George G. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Amsterdam : , : Elsevier, , [2015] |
| Descrizione fisica | 1 online resource (1 v.) : illustrations |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Mathematical statistics |
| Soggetto genere / forma | Electronic books. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some motivating examples and some fundamental concepts -- The concept of probability and some basic results -- Numerical characteristics of a random variable, some special random variables -- Joint and conditional P.D.F.'s, conditional expectation and variance, moment generating function, covariance and correlation coefficient -- Independence of random variables and some applications -- Transformation of random variables -- Some modes of convergence of random variables, applications -- An overview of statistical inference -- Point estimation -- Confidence intervals and confidence regions -- Testing hypotheses -- More about testing hypotheses -- A simple linear regression model -- Two analysis of variance models -- Some topics in nonparametric inference. |
| Record Nr. | UNINA-9910460065903321 |
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Roussas George G.
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| Amsterdam : , : Elsevier, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An introduction to probability and statistical inference / / George G. Roussas
| An introduction to probability and statistical inference / / George G. Roussas |
| Autore | Roussas George G. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Amsterdam : , : Elsevier, , [2015] |
| Descrizione fisica | 1 online resource (1 v.) : illustrations |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Mathematical statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some motivating examples and some fundamental concepts -- The concept of probability and some basic results -- Numerical characteristics of a random variable, some special random variables -- Joint and conditional P.D.F.'s, conditional expectation and variance, moment generating function, covariance and correlation coefficient -- Independence of random variables and some applications -- Transformation of random variables -- Some modes of convergence of random variables, applications -- An overview of statistical inference -- Point estimation -- Confidence intervals and confidence regions -- Testing hypotheses -- More about testing hypotheses -- A simple linear regression model -- Two analysis of variance models -- Some topics in nonparametric inference. |
| Record Nr. | UNINA-9910787128303321 |
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Roussas George G.
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| Amsterdam : , : Elsevier, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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