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Malliavin calculus for lévy processes whit applications to finance / Giulia Di Nunno, Bernt Oksendal, Frank Proske
| Malliavin calculus for lévy processes whit applications to finance / Giulia Di Nunno, Bernt Oksendal, Frank Proske |
| Autore | Di Nunno, Giulia |
| Pubbl/distr/stampa | Berlin : Springer, c2009 |
| Descrizione fisica | xiii, 413 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Oksendal, Bernt
Proske, Frank |
| Collana | Universitext |
| Soggetto non controllato | Integrali stocastici |
| ISBN | 978-3-540-78571-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990008849830403321 |
Di Nunno, Giulia
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| Berlin : Springer, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
| ||
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 |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [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-VAN00115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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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