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.
Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNISA-996466511003316 |
Duquesne Thomas
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNINA-9910483813703321 |
|
Duquesne Thomas
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910480656103321 |
|
Embrechts Paul
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910792487203321 |
|
Embrechts Paul
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
| Autore | Embrechts Paul |
| Edizione | [Corr. 4. print.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Descrizione fisica | 1 online resource (XV, 648 p.) |
| Disciplina | 650/.01/513 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
| ISBN | 3-642-33483-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
| Record Nr. | UNINA-9910826203603321 |
|
Embrechts Paul
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk - A Multidisciplinary Introduction / / edited by Claudia Klüppelberg, Daniel Straub, Isabell M. Welpe
| Risk - A Multidisciplinary Introduction / / edited by Claudia Klüppelberg, Daniel Straub, Isabell M. Welpe |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (X, 476 p. 100 illus., 42 illus. in color.) : online resource |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Statistics Quality control Reliability Industrial safety User interfaces (Computer systems) Climate change Natural disasters Probability Theory and Stochastic Processes Statistics for Life Sciences, Medicine, Health Sciences Quality Control, Reliability, Safety and Risk User Interfaces and Human Computer Interaction Climate Change Natural Hazards |
| ISBN | 3-319-04486-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Part One. Risk in History and Science: Zachmann, K.: Risk in historical perspective: concepts, contexts, and conjunctions -- Lütge, C., Schnebel, E., Westphal, N.: Risk management and business ethics: integrating the human factor -- Straub, D., Welpe, I.: Decision-making under risk: a normative and behavioral perspective -- Mainzer, K.: The new role of mathematical modelling and its importance for society -- Part Two. Quantitative Risk Methodology: Biagini, F. , Meyer-Brandis, T. and Svindland, G. :The mathematical concept of risk -- Fasen, V., Klüppelberg, C., Menzel, A.: Quantifying extreme event risk. Schön, C.-C. and Wimmer, V.: Statistical models for the prediction of genetic values -- Brechmann, E. and Czado, C.: Bayesian risk analysis -- Klüppelberg, C., Stelzer, R.: Dealing with dependent risks -- Bannör, K. and Scherer, M.: Model risk and uncertainty; illustrated with examples from Mathematical finance -- Part Three. Risk Treatment in Various Applications: Roosen, J.: Cost-benefit analysis -- Straub, D.: Engineering risk assessment -- Vogel-Heuser, B.: Integrated modeling of complex production automation systems to increase dependability -- Wiesche, M., Hörmann, S., Schermann, M., Krcmar. H.: Information technology risks: an interdisciplinary challenge -- Klinker, G.: Risks in developing novel user interfaces for Human-Computer interaction -- Ankerst, D., Seifert-Klauss, V., Kiechle, M.: Translational risk models -- Seifert-Klauss, V., Thümer, L., Protzer, U.: Risk reduction of cervical cancer through HPV screening and vaccination – assumptions and reality. |
| Record Nr. | UNINA-9910300143603321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||