Autore	Ruschendorf, Ludger
Pubbl/distr/stampa	Hayward, Calif. : Institute of Mathematical Statistics, c1996
Descrizione fisica	xix, 364 p. : ill. ; 26 cm.
Disciplina	519.2
Altri autori (Persone)	Schweizer, Bertholdauthor Taylor, Michael D.
Collana	Lecture notes-monograph series ; 28
Soggetto topico	Marginal distributions - Congresses
ISBN	0940600404
Classificazione	AMS 60-06
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNISALENTO-991000833159707536

Autore	Ruschendorf, Ludger
Pubbl/distr/stampa	Berlin, : Springer, 2023
Descrizione fisica	ix, 304 p. : ill. ; 24 cm
Soggetto non controllato	Black-Scholes model Donsker theorem Exponential levy models Itô-Formula Martingales and semi-martingales Optimal hedging strategies Option pricing Option valuation in complete and incomplete markets Portfolio optimization Skorohods embedding theorem Stochastic Analysis Stochastic Integrals Utility optimization
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Titolo uniforme
Record Nr.	UNICAMPANIA-VAN0278549

Autore	Ruschendorf, Ludger
Pubbl/distr/stampa	Berlin, : Springer, 2023
Descrizione fisica	ix, 304 p. : ill. ; 24 cm
Soggetto topico	60-XX - Probability theory and stochastic processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020]
Soggetto non controllato	Black-Scholes model Donsker theorem Exponential levy models Itô-Formula Martingales and semi-martingales Optimal hedging strategies Option pricing Option valuation in complete and incomplete markets Portfolio optimization Skorohods embedding theorem Stochastic Analysis Stochastic Integrals Utility optimization
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Titolo uniforme
Record Nr.	UNICAMPANIA-VAN00278549

Autore	Rachev, Svetlozar T.
Pubbl/distr/stampa	New York, : Springer, 1998
Descrizione fisica	XXV, 508 p. ; 24 cm
Altri autori (Persone)	Ruschendorf, Ludger
Soggetto topico	28-XX - Measure and integration [MSC 2020] 28A35 - Measures and integrals in product spaces [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020]
Soggetto non controllato	Algorithms Functional Analysis Mass Operations Research Probability Theory Queueing Theory Stochastic differential equations
ISBN	978-03-87983-50-9
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNICAMPANIA-VAN00044915

Autore	Rachev, Svetlozar T.
Pubbl/distr/stampa	New York, : Springer, 1998
Descrizione fisica	XXV, 508 p. ; 24 cm
Altri autori (Persone)	Ruschendorf, Ludger
Soggetto topico	28-XX - Measure and integration [MSC 2020] 28A35 - Measures and integrals in product spaces [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020]
Soggetto non controllato	Algorithms Functional Analysis Mass Operations Research Probability Theory Queueing Theory Stochastic differential equations
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNICAMPANIA-VAN00298516