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Derivative Pricing in Discrete Time [[electronic resource] /] / by Nigel J. Cutland, Alet Roux
| Derivative Pricing in Discrete Time [[electronic resource] /] / by Nigel J. Cutland, Alet Roux |
| Autore | Cutland Nigel J |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (328 p.) |
| Disciplina | 332.6457 |
| Collana | Springer Undergraduate Mathematics Series |
| Soggetto topico |
Economics, Mathematical
Probabilities Finance Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 1-4471-4408-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Derivative Pricing and Hedging -- A Simple Market Model -- Single-Period Models -- Multi-Period Models: No-Arbitrage Pricing -- Multi-Period Models: Risk-Neutral Pricing -- The Cox-Ross-Rubinstein model -- American Options -- Advanced Topics. |
| Record Nr. | UNINA-9910438143203321 |
Cutland Nigel J
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| London : , : Springer London : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland
| Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland |
| Autore | Cutland Nigel J |
| Edizione | [1st ed. 2000.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
| Descrizione fisica | 1 online resource (CXXXII, 118 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical logic
Functions of real variables Probabilities Economics, Mathematical Mathematical Logic and Foundations Real Functions Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-540-44531-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Loeb Measures: Introduction -- Nonstandard Analysis -- Construction of Loeb Measures -- Loeb Integration Theory -- Elementary Applications. Stochastic Fluid Mechanics: Introduction -- Solution of the Deterministic Navier-Stokes Equations -- Solution of the Stochastic Navier-Stokes Equations -- Stochastic Euler Equations -- Statistical Solutions -- Attractors for the Navier-Stokes Equations -- Measure Attractors for Stochastic Navier-Stokes Equations -- Stochastic Attractors for Navier-Stokes Equations -- Attractors for the 3-dimensional Stochastic Navier-Stokes Equations. Stochastic Calculus of Variations: Introduction -- Flat Integral Representation of Wiener Measure -- The Wiener Sphere -- Brownian Motion on the Wiener Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical Finance Theory: Introduction -- The Cox-Ross-Rubinstein Models -- Options and Contingent Claims -- The Black-Scholes Model... The complete table of contents can be found on the Internet: http://www.springer.de. |
| Record Nr. | UNISA-996466375103316 |
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Cutland Nigel J
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland
| Loeb Measures in Practice: Recent Advances [[electronic resource] ] : EMS Lectures 1997 / / by Nigel J. Cutland |
| Autore | Cutland Nigel J |
| Edizione | [1st ed. 2000.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
| Descrizione fisica | 1 online resource (CXXXII, 118 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical logic
Functions of real variables Probabilities Economics, Mathematical Mathematical Logic and Foundations Real Functions Probability Theory and Stochastic Processes Quantitative Finance |
| ISBN | 3-540-44531-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Loeb Measures: Introduction -- Nonstandard Analysis -- Construction of Loeb Measures -- Loeb Integration Theory -- Elementary Applications. Stochastic Fluid Mechanics: Introduction -- Solution of the Deterministic Navier-Stokes Equations -- Solution of the Stochastic Navier-Stokes Equations -- Stochastic Euler Equations -- Statistical Solutions -- Attractors for the Navier-Stokes Equations -- Measure Attractors for Stochastic Navier-Stokes Equations -- Stochastic Attractors for Navier-Stokes Equations -- Attractors for the 3-dimensional Stochastic Navier-Stokes Equations. Stochastic Calculus of Variations: Introduction -- Flat Integral Representation of Wiener Measure -- The Wiener Sphere -- Brownian Motion on the Wiener Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical Finance Theory: Introduction -- The Cox-Ross-Rubinstein Models -- Options and Contingent Claims -- The Black-Scholes Model... The complete table of contents can be found on the Internet: http://www.springer.de. |
| Record Nr. | UNINA-9910144599703321 |
|
Cutland Nigel J
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||