Info
Finanza matematica : Teoria e problemi per modelli multiperiodali / / by Andrea Pascucci, Wolfgang J. Runggaldier
| Finanza matematica : Teoria e problemi per modelli multiperiodali / / by Andrea Pascucci, Wolfgang J. Runggaldier |
| Autore | Pascucci Andrea |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Milano : , : Springer Milan : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.01
332.01/5195 332.015195 |
| Collana | La Matematica per il 3+2 |
| Soggetto topico |
Mathematics
Business Management science Economics, Mathematical Finance Applied mathematics Engineering mathematics Mathematics, general Business and Management, general Quantitative Finance Finance, general Applications of Mathematics |
| ISBN |
1-280-78333-8
9786613693723 88-470-1442-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Nota di contenuto | Valutazione e copertura -- Ottimizzazione di portafoglio -- Opzioni Americane -- Tassi d’interesse. |
| Record Nr. | UNINA-9910483801003321 |
Pascucci Andrea
|
||
| Milano : , : Springer Milan : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Methods in Finance [[electronic resource] ] : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier
| Stochastic Methods in Finance [[electronic resource] ] : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier |
| Autore | Back Kerry |
| Edizione | [1st ed. 2004.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
| Descrizione fisica | 1 online resource (XVI, 312 p.) |
| Disciplina | 510 |
| Collana | C.I.M.E. Foundation Subseries |
| Soggetto topico |
Probabilities
Public finance Economics, Mathematical Game theory System theory Probability Theory and Stochastic Processes Public Economics Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Systems Theory, Control |
| ISBN | 3-540-44644-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory -- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk -- Christian Hipp: Stochastic Control with Application in Insurance -- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures -- Walter Schachermayer: Utility Maximisation in Incomplete Markets. |
| Record Nr. | UNISA-996466484603316 |
|
Back Kerry
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier
| Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier |
| Autore | Back Kerry |
| Edizione | [1st ed. 2004.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
| Descrizione fisica | 1 online resource (XVI, 312 p.) |
| Disciplina | 510 |
| Collana | C.I.M.E. Foundation Subseries |
| Soggetto topico |
Probabilities
Finance, Public Economics, Mathematical Game theory System theory Probability Theory and Stochastic Processes Public Economics Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Systems Theory, Control |
| ISBN | 3-540-44644-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory -- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk -- Christian Hipp: Stochastic Control with Application in Insurance -- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures -- Walter Schachermayer: Utility Maximisation in Incomplete Markets. |
| Record Nr. | UNINA-9910144617303321 |
|
Back Kerry
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||