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The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher
The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher
Autore Larcher Gerhard
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (380 pages)
Disciplina 332.015195
332.0151
Collana Springer Texts in Business and Economics
Soggetto topico Financial engineering
Financial risk management
Social sciences - Mathematics
Capital market
Financial Engineering
Risk Management
Mathematics in Business, Economics and Finance
Capital Markets
ISBN 9783031238673
9783031238666
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Risk measurement and credit risk management -- Optimal investment problems -- Case studies.
Record Nr. UNINA-9910698640703321
Larcher Gerhard  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher
The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher
Autore Larcher Gerhard
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (363 pages)
Disciplina 332.015195
332.015
Collana Springer Texts in Business and Economics
Soggetto topico Financial engineering
Capital market
Social sciences - Mathematics
Financial risk management
Financial Engineering
Capital Markets
Mathematics in Business, Economics and Finance
Risk Management
ISBN 3-031-23870-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives.
Record Nr. UNINA-9910683341103321
Larcher Gerhard  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui