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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxv, 402 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124560 |
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Barndorff-Nielsen, Ole E.
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| xxv, 402 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Option theory with stochastic analysis : An introduction to mathematical finance / F.E.Benth
| Option theory with stochastic analysis : An introduction to mathematical finance / F.E.Benth |
| Autore | Benth, Fred Espen |
| Pubbl/distr/stampa | Berlin : Springer, c2004 |
| Descrizione fisica | x, 162 p. ; 24 cm |
| Disciplina | 332.64 |
| Collana | Universitext |
| Soggetto non controllato | Modelli matematici |
| ISBN | 3-540-40502-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990004003830403321 |
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Benth, Fred Espen
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| Berlin : Springer, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter ; editors: Vicky Henderson, Ronnie Sircar
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter ; editors: Vicky Henderson, Ronnie Sircar |
| Autore | Benth, Fred Espen |
| Pubbl/distr/stampa | Cham : Springer, 2013 |
| Descrizione fisica | IX, 316 p. ; 24 cm |
| Disciplina | 519 |
| Altri autori (Persone) |
Crisan, Dan
Guasoni, Paolo Manolarakis, Konstantinos Muhle-Karbe, Johannes Nee, Colm Protter, Philip |
| Collana | Lecture notes in mathematics |
| Soggetto non controllato |
Finanza matematica
Teoria delle votazioni Definizione di una politica macro-economica - Tassazione |
| ISBN | 978-3-319-00412-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009924410403321 |
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Benth, Fred Espen
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| Cham : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Paris-Princeton lectures on mathematical finance 2013 [e-book] : editors: Vicky Henderson, Ronnie Sircar / by Fred Espen Benth ... [et al.]
| Paris-Princeton lectures on mathematical finance 2013 [e-book] : editors: Vicky Henderson, Ronnie Sircar / by Fred Espen Benth ... [et al.] |
| Autore | Benth, Fred Espen |
| Pubbl/distr/stampa | Heidelberg : Springer, 2013 |
| Descrizione fisica | 1 online resource (ix, 316 p.) |
| Disciplina | 519 |
| Collana | Lecture Notes in Mathematics, 0075-8434 ; 2081 |
| Soggetto topico |
Mathematics
Finance Game theory, economics Financial economics |
| ISBN | 9783319004136 |
| Classificazione |
AMS 91G
AMS 91B70 |
| Formato | Risorse elettroniche  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002500879707536 |
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Benth, Fred Espen
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| Heidelberg : Springer, 2013 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. del Salento | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
| Edizione | [Cham : Springer, 2013] |
| Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0096074 |
| IX, 316 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
| Edizione | [Cham : Springer, 2013] |
| Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0096074 |
| IX, 316 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic modelling of electricity and related markets / Fred Espen Benth, Jurate Saltyte Benth, Steen Koekebakker
| Stochastic modelling of electricity and related markets / Fred Espen Benth, Jurate Saltyte Benth, Steen Koekebakker |
| Autore | Benth, Fred Espen |
| Pubbl/distr/stampa | New Jersey, : World Scientific, ©2008 |
| Descrizione fisica | XIV, 337 p. ; 24 cm. |
| Disciplina | 333.79320151922 |
| Altri autori (Persone) |
Koekebakker, Steen
Benth, Jurate Saltyte |
| Soggetto topico | Energia elettrica - Produzione - Modelli matematici |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0311072 |
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Benth, Fred Espen
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| New Jersey, : World Scientific, ©2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | VIII, 360 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial differential equations Stochastic Analysis Weather |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Edizione | [Cham : Springer, 2016] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115395 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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