Hypermodels in mathematical finance [[electronic resource] ] : modelling via infinitesimal analysis / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2003 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina | 332.6 |
Soggetto topico |
Investments - Mathematical models
Securities - Mathematical models Risk management - Mathematical models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-87690-9
9786611876906 981-256-452-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Contents; NOTATION AND CONVENTION; Chapter 1 Basic Concepts and Practice in Finance; Chapter 2 Infinitesimal Analysis and Hypermodels; Chapter 3 Absence of Arbitrage; Chapter 4 Explicit Option Pricing; Chapter 5 Pricing with Binary Tree Hypermodels; Chapter 6 Further Applications; Chapter 7 The Mathematics of Hypermodels; Appendix A Mathematica Programs; Bibliography; Index |
Record Nr. | UNINA-9910450124503321 |
Ng Siu-Ah | ||
River Edge, N.J., : World Scientific, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Hypermodels in mathematical finance [[electronic resource] ] : modelling via infinitesimal analysis / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2003 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina | 332.6 |
Soggetto topico |
Investments - Mathematical models
Securities - Mathematical models Risk management - Mathematical models |
ISBN |
1-281-87690-9
9786611876906 981-256-452-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Contents; NOTATION AND CONVENTION; Chapter 1 Basic Concepts and Practice in Finance; Chapter 2 Infinitesimal Analysis and Hypermodels; Chapter 3 Absence of Arbitrage; Chapter 4 Explicit Option Pricing; Chapter 5 Pricing with Binary Tree Hypermodels; Chapter 6 Further Applications; Chapter 7 The Mathematics of Hypermodels; Appendix A Mathematica Programs; Bibliography; Index |
Record Nr. | UNINA-9910783227403321 |
Ng Siu-Ah | ||
River Edge, N.J., : World Scientific, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Hypermodels in mathematical finance : modelling via infinitesimal analysis / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Edizione | [1st ed.] |
Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2003 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina | 332.6 |
Soggetto topico |
Investments - Mathematical models
Securities - Mathematical models Risk management - Mathematical models |
ISBN |
1-281-87690-9
9786611876906 981-256-452-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Contents; NOTATION AND CONVENTION; Chapter 1 Basic Concepts and Practice in Finance; Chapter 2 Infinitesimal Analysis and Hypermodels; Chapter 3 Absence of Arbitrage; Chapter 4 Explicit Option Pricing; Chapter 5 Pricing with Binary Tree Hypermodels; Chapter 6 Further Applications; Chapter 7 The Mathematics of Hypermodels; Appendix A Mathematica Programs; Bibliography; Index |
Record Nr. | UNINA-9910819736203321 |
Ng Siu-Ah | ||
River Edge, N.J., : World Scientific, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Nonstandard methods in functional analysis [[electronic resource] ] : lectures and notes / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2010 |
Descrizione fisica | 1 online resource (340 p.) |
Disciplina | 515/.7 |
Soggetto topico |
Functional analysis
Nonstandard mathematical analysis |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-76154-4
9786612761546 981-4287-55-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Convention and Symbols; List of Theorems; Contents; 1. Nonstandard Analysis; 2. Banach Spaces; 3. Banach Algebras; 4. Selected Research Topics; Suggestions for Further Reading; Bibliography; Index |
Record Nr. | UNINA-9910456176003321 |
Ng Siu-Ah | ||
Singapore ; ; Hackensack, NJ, : World Scientific, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Nonstandard methods in functional analysis [[electronic resource] ] : lectures and notes / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2010 |
Descrizione fisica | 1 online resource (340 p.) |
Disciplina | 515/.7 |
Soggetto topico |
Functional analysis
Nonstandard mathematical analysis |
ISBN |
1-282-76154-4
9786612761546 981-4287-55-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Convention and Symbols; List of Theorems; Contents; 1. Nonstandard Analysis; 2. Banach Spaces; 3. Banach Algebras; 4. Selected Research Topics; Suggestions for Further Reading; Bibliography; Index |
Record Nr. | UNINA-9910780880103321 |
Ng Siu-Ah | ||
Singapore ; ; Hackensack, NJ, : World Scientific, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Nonstandard methods in functional analysis : lectures and notes / / Siu-Ah Ng |
Autore | Ng Siu-Ah |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2010 |
Descrizione fisica | 1 online resource (340 p.) |
Disciplina | 515/.7 |
Soggetto topico |
Functional analysis
Nonstandard mathematical analysis |
ISBN |
1-282-76154-4
9786612761546 981-4287-55-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface; Convention and Symbols; List of Theorems; Contents; 1. Nonstandard Analysis; 2. Banach Spaces; 3. Banach Algebras; 4. Selected Research Topics; Suggestions for Further Reading; Bibliography; Index |
Record Nr. | UNINA-9910819749603321 |
Ng Siu-Ah | ||
Singapore ; ; Hackensack, NJ, : World Scientific, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|