Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Actuarial Sciences and Quantitative Finance [[electronic resource] ] : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc
| Actuarial Sciences and Quantitative Finance [[electronic resource] ] : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (IX, 174 p. 50 illus., 42 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Actuarial science
Economics, Mathematical Statistics Actuarial Sciences Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-66536-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Actuarial Sciences -- Robust paradigm applied to parameter reduction in actuarial triangle models -- Unlocking reserve assumptions using retrospective analysis -- Spatial Statistical tools to assess mortality differences in Europe -- Stochastic control for insurance: Models, Strategies and Numerics -- Stochastic control for insurance: new problems and methods -- Part II: Quantitative Finance -- Bermudan option valuation under state-department models -- Option-Implied Objective Measures of Market Risk with Leverage -- The Sustainable Black-Scholes Equations -- Author Index. |
| Record Nr. | UNINA-9910254289303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Enlargement of Filtration with Finance in View [[electronic resource] /] / by Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View [[electronic resource] /] / by Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit Anna |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (X, 150 p.) |
| Disciplina | 519 |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Economics, Mathematical
Probabilities Quantitative Finance Probability Theory and Stochastic Processes |
| ISBN | 3-319-41255-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Theory of Stochastic Processes -- Semimartingales -- Change of probability and Girsanov’s Theorem -- Projections and Dual Projections -- Exercises .-Bibliographic -- Compensators of Random -- Compensator of a Default Indicator in its own Filtration -- Compensator of the Default Process in a General Setting -- Cox Processes and Extensions -- Study of Azéma’s supermartingale in general setting -- Exercices -- Bibliographic Notes.-Immersion Property -- Immersion of Immersion in a Progressive Enlargement of Filtration -- Multidefaults Setting.-Exercices -- Bibliographic -- Initial Enlargement -- Brownian and Poisson Bridges -- Insider Trading -- Enlargement of Filtration setting -- Yor’s Method.-Jacod’s Absolute Continuity Condition -- Jacod’s Equivalence Condition -- List of examples in the Literature -- Bibliographic Notes -- Progressive Enlargement -- G-semimartingale decomposition of F-martingales before t -- Honest Times -- (E)-times -- 5.4 Pseudo-stopping Times -- Predictable Representation property.-Enlargement with the filtration generated by a continuous process -- Arbitrages in a progressive Enlargement -- Applications of (E)-times to Finance -- Exercises -- Bibliographic Notes -- Solutions to some exercises -- Indexes. |
| Record Nr. | UNINA-9910254310103321 |
Aksamit Anna
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Bielecki Tomasz R |
| Edizione | [1st ed. 2004.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
| Descrizione fisica | 1 online resource (X, 254 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-540-44468-8 |
| Classificazione | 91B28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets. |
| Record Nr. | UNINA-9910144618503321 |
|
Bielecki Tomasz R
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Bielecki Tomasz R |
| Edizione | [1st ed. 2004.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
| Descrizione fisica | 1 online resource (X, 254 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-540-44468-8 |
| Classificazione | 91B28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets. |
| Record Nr. | UNISA-996466502203316 |
|
Bielecki Tomasz R
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Cousin Areski |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
| Descrizione fisica | 1 online resource (X, 366 p. 45 illus.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-642-14660-0 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results. |
| Record Nr. | UNINA-9910483265103321 |
|
Cousin Areski
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Cousin Areski |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
| Descrizione fisica | 1 online resource (X, 366 p. 45 illus.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-642-14660-0 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results. |
| Record Nr. | UNISA-996466525003316 |
|
Cousin Areski
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||