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Measure, probability, and mathematical finance : a problem oriented approach / / Guojun Gan, Chaoqun Ma, Hong Xie
Measure, probability, and mathematical finance : a problem oriented approach / / Guojun Gan, Chaoqun Ma, Hong Xie
Autore Gan Guojun <1979->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2014
Descrizione fisica 1 online resource (741 p.)
Disciplina 332.01/5195
Soggetto topico Finance - Mathematical models
Social sciences - Research - Statistical methods
Soggetto genere / forma Electronic books.
ISBN 1-118-83198-5
1-118-83757-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto MEASURE, PROBABILITY, AND MATHEMATICAL FINANCE: A Problem-Oriented Approach; Copyright; CONTENTS; Preface; Financial Glossary; PART I MEASURE THEORY; 1 Sets and Sequences; 1.1 Basic Concepts and Facts; 1.2 Problems; 1.3 Hints; 1.4 Solutions; 1.5 Bibliographic Notes; 2 MEASURES; 2.1 Basic Concepts and Facts; 2.2 Problems; 2.3 Hints; 2.4 Solutions; 2.5 Bibliographic Notes; 3 EXTENSION OF MEASURES; 3.1 Basic Concepts and Facts; 3.2 Problems; 3.3 Hints; 3.4 Solutions; 3.5 Bibliographic Notes; 4 LEBESGUE-STIELT JES MEASURES; 4.1 Basic Concepts and Facts; 4.2 Problems; 4.3 Hints; 4.4 Solutions
4.5 Bibliographic Notes5 MEASURABLE FUNCTIONS; 5.1 Basic Concepts and Facts; 5.2 Problems; 5.3 Hints; 5.4 Solutions; 5.5 Bibliographic Notes; 6 LEBESGUE INTEGRATION; 6.1 Basic Concepts and Facts; 6.2 Problems; 6.3 Hints; 6.4 Solutions; 6.5 Bibliographic Notes; 7 THE RADON-NIKODYM THEOREM; 7.1 Basic Concepts and Facts; 7.2 Problems; 7.3 Hints; 7.4 Solutions; 7.5 Bibliographic Notes; 8 LP SPACES; 8.1 Basic Concepts and Facts; 8.2 Problems; 8.3 Hints; 8.4 Solutions; 8.5 Bibliographic Notes; 9 CONVERGENCE; 9.1 Basic Concepts and Facts; 9.2 Problems; 9.3 Hints; 9.4 Solutions
9.5 Bibliographic Notes10 PRODUCT MEASURES; 10.1 Basic Concepts and Facts; 10.2 Problems; 10.3 Hints; 10.4 Solutions; 10.5 Bibliographic Notes; PART IIPROBABILITY THEORY; 11 EVENTS AND RANDOM VARIABLES; 11.1 Basic Concepts and Facts; 11.2 Problems; 11.3 Hints; 11.4 Solutions; 11.5 Bibliographic Notes; 12 INDEPENDENCE; 12.1 Basic Concepts and Facts; 12.2 Problems; 12.3 Hints; 12.4 Solutions; 12.5 Bibliographic Notes; 13 EXPECTATION; 13.1 Basic Concepts and Facts; 13.2 Problems; 13.3 Hints; 13.4 Solutions; 13.5 Bibliographic Notes; 14 CONDITIONAL EXPECTATION; 14.1 Basic Concepts and Facts
14.2 Problems14.3 Hints; 14.4 Solutions; 14.5 Bibliographic Notes; 15 INEQUALITIES; 15.1 Basic Concepts and Facts; 15.2 Problems; 15.3 Hints; 15.4 Solutions; 15.5 Bibliographic Notes; 16 LAW OF LARGE NUMBERS; 16.1 Basic Concepts and Facts; 16.2 Problems; 16.3 Hints; 16.4 Solutions; 16.5 Bibliographic Notes; 17 CHARACTERISTIC FUNCTIONS; 17.1 Basic Concepts and Facts; 17.2 Problems; 17.3 Hints; 17.4 Solutions; 17.5 Bibliographic Notes; 18 DISCRETE DISTRIBUTIONS; 18.1 Basic Concepts and Facts; 18.2 Problems; 18.3 Hints; 18.4 Solutions; 18.5 Bibliographic Notes; 19 CONTINUOUS DISTRIBUTIONS
19.1 Basic Concepts and Facts19.2 Problems; 19.3 Hints; 19.4 Solutions; 19.5 Bibliographic Notes; 20 CENTRAL LIMIT THEOREMS; 20.1 Basic Concepts and Facts; 20.2 Problems; 20.3 Hints; 20.4 Solutions; 20.5 Bibliographic Notes; PART III STOCHASTIC PROCESSES; 21 STOCHASTIC PROCESSES; 21.1 Basic Concepts and Facts; 21.2 Problems; 21.3 Hints; 21.4 Solutions; 21.5 Bibliographic Notes; 22 MARTINGALES; 22.1 Basic Concepts and Facts; 22.2 Problems; 22.3 Hints; 22.4 Solutions; 22.5 Bibliographic Notes; 23 STOPPING TIMES; 23.1 Basic Concepts and Facts; 23.2 Problems; 23.3 Hints; 23.4 Solutions
23.5 Bibliographic Notes
Record Nr. UNINA-9910464771303321
Gan Guojun <1979->  
Hoboken, New Jersey : , : Wiley, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Measure, Probability, and Mathematical Finance : A Problem-Oriented Approach
Measure, Probability, and Mathematical Finance : A Problem-Oriented Approach
Autore Gan Guojun
Edizione [1st ed.]
Pubbl/distr/stampa Somerset : , : John Wiley & Sons, Incorporated, , 2014
Descrizione fisica 1 online resource (741 pages)
Disciplina 332.015195
Altri autori (Persone) MaChaoqun
XieHong
Soggetto topico Finance -- Mathematical models
Finance -- Research
Social sciences -- Research -- Statistical methods
Soggetto genere / forma Electronic books.
ISBN 9781118831984
9781118831960
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- MEASURE, PROBABILITY, AND MATHEMATICAL FINANCE: A Problem-Oriented Approach -- Copyright -- CONTENTS -- Preface -- Financial Glossary -- PART I MEASURE THEORY -- 1 Sets and Sequences -- 1.1 Basic Concepts and Facts -- 1.2 Problems -- 1.3 Hints -- 1.4 Solutions -- 1.5 Bibliographic Notes -- 2 MEASURES -- 2.1 Basic Concepts and Facts -- 2.2 Problems -- 2.3 Hints -- 2.4 Solutions -- 2.5 Bibliographic Notes -- 3 EXTENSION OF MEASURES -- 3.1 Basic Concepts and Facts -- 3.2 Problems -- 3.3 Hints -- 3.4 Solutions -- 3.5 Bibliographic Notes -- 4 LEBESGUE-STIELT JES MEASURES -- 4.1 Basic Concepts and Facts -- 4.2 Problems -- 4.3 Hints -- 4.4 Solutions -- 4.5 Bibliographic Notes -- 5 MEASURABLE FUNCTIONS -- 5.1 Basic Concepts and Facts -- 5.2 Problems -- 5.3 Hints -- 5.4 Solutions -- 5.5 Bibliographic Notes -- 6 LEBESGUE INTEGRATION -- 6.1 Basic Concepts and Facts -- 6.2 Problems -- 6.3 Hints -- 6.4 Solutions -- 6.5 Bibliographic Notes -- 7 THE RADON-NIKODYM THEOREM -- 7.1 Basic Concepts and Facts -- 7.2 Problems -- 7.3 Hints -- 7.4 Solutions -- 7.5 Bibliographic Notes -- 8 LP SPACES -- 8.1 Basic Concepts and Facts -- 8.2 Problems -- 8.3 Hints -- 8.4 Solutions -- 8.5 Bibliographic Notes -- 9 CONVERGENCE -- 9.1 Basic Concepts and Facts -- 9.2 Problems -- 9.3 Hints -- 9.4 Solutions -- 9.5 Bibliographic Notes -- 10 PRODUCT MEASURES -- 10.1 Basic Concepts and Facts -- 10.2 Problems -- 10.3 Hints -- 10.4 Solutions -- 10.5 Bibliographic Notes -- PART II PROBABILITY THEORY -- 11 EVENTS AND RANDOM VARIABLES -- 11.1 Basic Concepts and Facts -- 11.2 Problems -- 11.3 Hints -- 11.4 Solutions -- 11.5 Bibliographic Notes -- 12 INDEPENDENCE -- 12.1 Basic Concepts and Facts -- 12.2 Problems -- 12.3 Hints -- 12.4 Solutions -- 12.5 Bibliographic Notes -- 13 EXPECTATION -- 13.1 Basic Concepts and Facts -- 13.2 Problems -- 13.3 Hints -- 13.4 Solutions.
13.5 Bibliographic Notes -- 14 CONDITIONAL EXPECTATION -- 14.1 Basic Concepts and Facts -- 14.2 Problems -- 14.3 Hints -- 14.4 Solutions -- 14.5 Bibliographic Notes -- 15 INEQUALITIES -- 15.1 Basic Concepts and Facts -- 15.2 Problems -- 15.3 Hints -- 15.4 Solutions -- 15.5 Bibliographic Notes -- 16 LAW OF LARGE NUMBERS -- 16.1 Basic Concepts and Facts -- 16.2 Problems -- 16.3 Hints -- 16.4 Solutions -- 16.5 Bibliographic Notes -- 17 CHARACTERISTIC FUNCTIONS -- 17.1 Basic Concepts and Facts -- 17.2 Problems -- 17.3 Hints -- 17.4 Solutions -- 17.5 Bibliographic Notes -- 18 DISCRETE DISTRIBUTIONS -- 18.1 Basic Concepts and Facts -- 18.2 Problems -- 18.3 Hints -- 18.4 Solutions -- 18.5 Bibliographic Notes -- 19 CONTINUOUS DISTRIBUTIONS -- 19.1 Basic Concepts and Facts -- 19.2 Problems -- 19.3 Hints -- 19.4 Solutions -- 19.5 Bibliographic Notes -- 20 CENTRAL LIMIT THEOREMS -- 20.1 Basic Concepts and Facts -- 20.2 Problems -- 20.3 Hints -- 20.4 Solutions -- 20.5 Bibliographic Notes -- PART III STOCHASTIC PROCESSES -- 21 STOCHASTIC PROCESSES -- 21.1 Basic Concepts and Facts -- 21.2 Problems -- 21.3 Hints -- 21.4 Solutions -- 21.5 Bibliographic Notes -- 22 MARTINGALES -- 22.1 Basic Concepts and Facts -- 22.2 Problems -- 22.3 Hints -- 22.4 Solutions -- 22.5 Bibliographic Notes -- 23 STOPPING TIMES -- 23.1 Basic Concepts and Facts -- 23.2 Problems -- 23.3 Hints -- 23.4 Solutions -- 23.5 Bibliographic Notes -- 24 MARTINGALE INEQUALITIES -- 24.1 Basic Concepts and Facts -- 24.2 Problems -- 24.3 Hints -- 24.4 Solutions -- 24.5 Bibliographic Notes -- 25 MARTINGALE CONVERGENCE THEOREMS -- 25.1 Basic Concepts and Facts -- 25.2 Problems -- 25.3 Hints -- 25.4 Solutions -- 25.5 Bibliographic Notes -- 26 RANDOM WALKS -- 26.1 Basic Concepts and Facts -- 26.2 Problems -- 26.3 Hints -- 26.4 Solutions -- 26.5 Bibliographic Notes -- 27 POISSON PROCESSES.
27.1 Basic Concepts and Facts -- 27.2 Problems -- 27.3 Hints -- 27.4 Solutions -- 27.5 Bibliographic Notes -- 28 BROWNIAN MOTION -- 28.1 Basic Concepts and Facts -- 28.2 Problems -- 28.3 Hints -- 28.4 Solutions -- 28.5 Bibliographic Notes -- 29 MARKOV PROCESSES -- 29.1 Basic Concepts and Facts -- 29.2 Problems -- 29.3 Hints -- 29.4 Solutions -- 29.5 Bibliographic Notes -- 30 LEVY PROCESSES -- 30.1 Basic Concepts and Facts -- 30.2 Problems -- 30.3 Hints -- 30.4 Solutions -- 30.5 Bibliographic Notes -- PART IV STOCHASTIC CALCULUS -- 31THE WIENER INTEGRAL -- 31.1 Basic Concepts and Facts -- 31.2 Problems -- 31.3 Hints -- 31.4 Solutions -- 31.5 Bibliographic Notes -- 32 THE ITO INTEGRAL -- 32.1 Basic Concepts and Facts -- 32.2 Problems -- 32.3 Hints -- 32.4 Solutions -- 32.5 Bibliographic Notes -- 33 EXTENSION OF THE ITO INTEGRAL -- 33.1 Basic Concepts and Facts -- 33.2 Problems -- 33.3 Hints -- 33.4 Solutions -- 33.5 Bibliographic Notes -- 34 MARTINGALE STOCHASTIC INTEGRALS -- 34.1 Basic Concepts and Facts -- 34.2 Problems -- 34.3 Hints -- 34.4 Solutions -- 34.5 Bibliographic Notes -- 35 THE ITO FORMULA -- 35.1 Basic Concepts and Facts -- 35.2 Problems -- 35.3 Hints -- 35.4 Solutions -- 35.5 Bibliographic Notes -- 36 MARTINGALE REPRESENTATION THEOREM -- 36.1 Basic Concepts and Facts -- 36.2 Problems -- 36.3 Hints -- 36.4 Solutions -- 36.5 Bibliographic Notes -- 37 CHANGE OF MEASURE -- 37.1 Basic Concepts and Facts -- 37.2 Problems -- 37.3 Hints -- 37.4 Solutions -- 37.5 Bibliographic Notes -- 38 STOCHASTIC DIFFERENTIAL EQUATIONS -- 38.1 Basic Concepts and Facts -- 38.2 Problems -- 38.3 Hints -- 38.4 Solutions -- 38.5 Bibliographic Notes -- 39 DIFFUSION -- 39.1 Basic Concepts and Facts -- 39.2 Problems -- 39.3 Hints -- 39.4 Solutions -- 39.5 Bibliographic Notes -- 40 THE FEYNMAN-KAC FORMULA -- 40.1 Basic Concepts and Facts -- 40.2 Problems -- 40.3 Hints.
40.4 Solutions -- 40.5 Bibliographic Notes -- PART V STOCHASTIC FINANCIAL MODELS -- 41 DISCRETE-TIME MODELS -- 41.1 Basic Concepts and Facts -- 41.2 Problems -- 41.3 Hints -- 41.4 Solutions -- 41.5 Bibliographic Notes -- 42 BLACK-SCHOLES OPTION PRICING MODELS -- 42.1 Basic Concepts and Facts -- 42.2 Problems -- 42.3 Hints -- 42.4 Solutions -- 42.5 Bibliographic Notes -- 43 PATH-DEPENDENT OPTIONS -- 43.1 Basic Concepts and Facts -- 43.2 Problems -- 43.3 Hints -- 43.4 Solutions -- 43.5 Bibliographic Notes -- 44 AMERICAN OPTIONS -- 44.1 Basic Concepts and Facts -- 44.2 Problems -- 44.3 Hints -- 44.4 Solutions -- 44.5 Bibliographic Notes -- 45 SHORT RATE MODELS -- 45.1 Basic Concepts and Facts -- 45.2 Problems -- 45.3 Hints -- 45.4 Solutions -- 45.5 Bibliographic Notes -- 46 INSTANTANEOUS FORWARD RATEMODELS -- 46.1 Basic Concepts and Facts -- 46.2 Problems -- 46.3 Hints -- 46.4 Solutions -- 46.5 Bibliographic Notes -- 47 LIBOR MARKET MODELS -- 47.1 Basic Concepts and Facts -- 47.2 Problems -- 47.3 Hints -- 47.4 Solutions -- 47.5 Bibliographic Notes -- References -- List of Symbols -- Subject Index.
Record Nr. UNINA-9910795832703321
Gan Guojun  
Somerset : , : John Wiley & Sons, Incorporated, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Measure, Probability, and Mathematical Finance : A Problem-Oriented Approach
Measure, Probability, and Mathematical Finance : A Problem-Oriented Approach
Autore Gan Guojun
Edizione [1st ed.]
Pubbl/distr/stampa Somerset : , : John Wiley & Sons, Incorporated, , 2014
Descrizione fisica 1 online resource (741 pages)
Disciplina 332.015195
Altri autori (Persone) MaChaoqun
XieHong
Soggetto topico Finance -- Mathematical models
Finance -- Research
Social sciences -- Research -- Statistical methods
ISBN 9781118831984
9781118831960
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- MEASURE, PROBABILITY, AND MATHEMATICAL FINANCE: A Problem-Oriented Approach -- Copyright -- CONTENTS -- Preface -- Financial Glossary -- PART I MEASURE THEORY -- 1 Sets and Sequences -- 1.1 Basic Concepts and Facts -- 1.2 Problems -- 1.3 Hints -- 1.4 Solutions -- 1.5 Bibliographic Notes -- 2 MEASURES -- 2.1 Basic Concepts and Facts -- 2.2 Problems -- 2.3 Hints -- 2.4 Solutions -- 2.5 Bibliographic Notes -- 3 EXTENSION OF MEASURES -- 3.1 Basic Concepts and Facts -- 3.2 Problems -- 3.3 Hints -- 3.4 Solutions -- 3.5 Bibliographic Notes -- 4 LEBESGUE-STIELT JES MEASURES -- 4.1 Basic Concepts and Facts -- 4.2 Problems -- 4.3 Hints -- 4.4 Solutions -- 4.5 Bibliographic Notes -- 5 MEASURABLE FUNCTIONS -- 5.1 Basic Concepts and Facts -- 5.2 Problems -- 5.3 Hints -- 5.4 Solutions -- 5.5 Bibliographic Notes -- 6 LEBESGUE INTEGRATION -- 6.1 Basic Concepts and Facts -- 6.2 Problems -- 6.3 Hints -- 6.4 Solutions -- 6.5 Bibliographic Notes -- 7 THE RADON-NIKODYM THEOREM -- 7.1 Basic Concepts and Facts -- 7.2 Problems -- 7.3 Hints -- 7.4 Solutions -- 7.5 Bibliographic Notes -- 8 LP SPACES -- 8.1 Basic Concepts and Facts -- 8.2 Problems -- 8.3 Hints -- 8.4 Solutions -- 8.5 Bibliographic Notes -- 9 CONVERGENCE -- 9.1 Basic Concepts and Facts -- 9.2 Problems -- 9.3 Hints -- 9.4 Solutions -- 9.5 Bibliographic Notes -- 10 PRODUCT MEASURES -- 10.1 Basic Concepts and Facts -- 10.2 Problems -- 10.3 Hints -- 10.4 Solutions -- 10.5 Bibliographic Notes -- PART II PROBABILITY THEORY -- 11 EVENTS AND RANDOM VARIABLES -- 11.1 Basic Concepts and Facts -- 11.2 Problems -- 11.3 Hints -- 11.4 Solutions -- 11.5 Bibliographic Notes -- 12 INDEPENDENCE -- 12.1 Basic Concepts and Facts -- 12.2 Problems -- 12.3 Hints -- 12.4 Solutions -- 12.5 Bibliographic Notes -- 13 EXPECTATION -- 13.1 Basic Concepts and Facts -- 13.2 Problems -- 13.3 Hints -- 13.4 Solutions.
13.5 Bibliographic Notes -- 14 CONDITIONAL EXPECTATION -- 14.1 Basic Concepts and Facts -- 14.2 Problems -- 14.3 Hints -- 14.4 Solutions -- 14.5 Bibliographic Notes -- 15 INEQUALITIES -- 15.1 Basic Concepts and Facts -- 15.2 Problems -- 15.3 Hints -- 15.4 Solutions -- 15.5 Bibliographic Notes -- 16 LAW OF LARGE NUMBERS -- 16.1 Basic Concepts and Facts -- 16.2 Problems -- 16.3 Hints -- 16.4 Solutions -- 16.5 Bibliographic Notes -- 17 CHARACTERISTIC FUNCTIONS -- 17.1 Basic Concepts and Facts -- 17.2 Problems -- 17.3 Hints -- 17.4 Solutions -- 17.5 Bibliographic Notes -- 18 DISCRETE DISTRIBUTIONS -- 18.1 Basic Concepts and Facts -- 18.2 Problems -- 18.3 Hints -- 18.4 Solutions -- 18.5 Bibliographic Notes -- 19 CONTINUOUS DISTRIBUTIONS -- 19.1 Basic Concepts and Facts -- 19.2 Problems -- 19.3 Hints -- 19.4 Solutions -- 19.5 Bibliographic Notes -- 20 CENTRAL LIMIT THEOREMS -- 20.1 Basic Concepts and Facts -- 20.2 Problems -- 20.3 Hints -- 20.4 Solutions -- 20.5 Bibliographic Notes -- PART III STOCHASTIC PROCESSES -- 21 STOCHASTIC PROCESSES -- 21.1 Basic Concepts and Facts -- 21.2 Problems -- 21.3 Hints -- 21.4 Solutions -- 21.5 Bibliographic Notes -- 22 MARTINGALES -- 22.1 Basic Concepts and Facts -- 22.2 Problems -- 22.3 Hints -- 22.4 Solutions -- 22.5 Bibliographic Notes -- 23 STOPPING TIMES -- 23.1 Basic Concepts and Facts -- 23.2 Problems -- 23.3 Hints -- 23.4 Solutions -- 23.5 Bibliographic Notes -- 24 MARTINGALE INEQUALITIES -- 24.1 Basic Concepts and Facts -- 24.2 Problems -- 24.3 Hints -- 24.4 Solutions -- 24.5 Bibliographic Notes -- 25 MARTINGALE CONVERGENCE THEOREMS -- 25.1 Basic Concepts and Facts -- 25.2 Problems -- 25.3 Hints -- 25.4 Solutions -- 25.5 Bibliographic Notes -- 26 RANDOM WALKS -- 26.1 Basic Concepts and Facts -- 26.2 Problems -- 26.3 Hints -- 26.4 Solutions -- 26.5 Bibliographic Notes -- 27 POISSON PROCESSES.
27.1 Basic Concepts and Facts -- 27.2 Problems -- 27.3 Hints -- 27.4 Solutions -- 27.5 Bibliographic Notes -- 28 BROWNIAN MOTION -- 28.1 Basic Concepts and Facts -- 28.2 Problems -- 28.3 Hints -- 28.4 Solutions -- 28.5 Bibliographic Notes -- 29 MARKOV PROCESSES -- 29.1 Basic Concepts and Facts -- 29.2 Problems -- 29.3 Hints -- 29.4 Solutions -- 29.5 Bibliographic Notes -- 30 LEVY PROCESSES -- 30.1 Basic Concepts and Facts -- 30.2 Problems -- 30.3 Hints -- 30.4 Solutions -- 30.5 Bibliographic Notes -- PART IV STOCHASTIC CALCULUS -- 31THE WIENER INTEGRAL -- 31.1 Basic Concepts and Facts -- 31.2 Problems -- 31.3 Hints -- 31.4 Solutions -- 31.5 Bibliographic Notes -- 32 THE ITO INTEGRAL -- 32.1 Basic Concepts and Facts -- 32.2 Problems -- 32.3 Hints -- 32.4 Solutions -- 32.5 Bibliographic Notes -- 33 EXTENSION OF THE ITO INTEGRAL -- 33.1 Basic Concepts and Facts -- 33.2 Problems -- 33.3 Hints -- 33.4 Solutions -- 33.5 Bibliographic Notes -- 34 MARTINGALE STOCHASTIC INTEGRALS -- 34.1 Basic Concepts and Facts -- 34.2 Problems -- 34.3 Hints -- 34.4 Solutions -- 34.5 Bibliographic Notes -- 35 THE ITO FORMULA -- 35.1 Basic Concepts and Facts -- 35.2 Problems -- 35.3 Hints -- 35.4 Solutions -- 35.5 Bibliographic Notes -- 36 MARTINGALE REPRESENTATION THEOREM -- 36.1 Basic Concepts and Facts -- 36.2 Problems -- 36.3 Hints -- 36.4 Solutions -- 36.5 Bibliographic Notes -- 37 CHANGE OF MEASURE -- 37.1 Basic Concepts and Facts -- 37.2 Problems -- 37.3 Hints -- 37.4 Solutions -- 37.5 Bibliographic Notes -- 38 STOCHASTIC DIFFERENTIAL EQUATIONS -- 38.1 Basic Concepts and Facts -- 38.2 Problems -- 38.3 Hints -- 38.4 Solutions -- 38.5 Bibliographic Notes -- 39 DIFFUSION -- 39.1 Basic Concepts and Facts -- 39.2 Problems -- 39.3 Hints -- 39.4 Solutions -- 39.5 Bibliographic Notes -- 40 THE FEYNMAN-KAC FORMULA -- 40.1 Basic Concepts and Facts -- 40.2 Problems -- 40.3 Hints.
40.4 Solutions -- 40.5 Bibliographic Notes -- PART V STOCHASTIC FINANCIAL MODELS -- 41 DISCRETE-TIME MODELS -- 41.1 Basic Concepts and Facts -- 41.2 Problems -- 41.3 Hints -- 41.4 Solutions -- 41.5 Bibliographic Notes -- 42 BLACK-SCHOLES OPTION PRICING MODELS -- 42.1 Basic Concepts and Facts -- 42.2 Problems -- 42.3 Hints -- 42.4 Solutions -- 42.5 Bibliographic Notes -- 43 PATH-DEPENDENT OPTIONS -- 43.1 Basic Concepts and Facts -- 43.2 Problems -- 43.3 Hints -- 43.4 Solutions -- 43.5 Bibliographic Notes -- 44 AMERICAN OPTIONS -- 44.1 Basic Concepts and Facts -- 44.2 Problems -- 44.3 Hints -- 44.4 Solutions -- 44.5 Bibliographic Notes -- 45 SHORT RATE MODELS -- 45.1 Basic Concepts and Facts -- 45.2 Problems -- 45.3 Hints -- 45.4 Solutions -- 45.5 Bibliographic Notes -- 46 INSTANTANEOUS FORWARD RATEMODELS -- 46.1 Basic Concepts and Facts -- 46.2 Problems -- 46.3 Hints -- 46.4 Solutions -- 46.5 Bibliographic Notes -- 47 LIBOR MARKET MODELS -- 47.1 Basic Concepts and Facts -- 47.2 Problems -- 47.3 Hints -- 47.4 Solutions -- 47.5 Bibliographic Notes -- References -- List of Symbols -- Subject Index.
Record Nr. UNINA-9910810312403321
Gan Guojun  
Somerset : , : John Wiley & Sons, Incorporated, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Spatial Polarization Characteristics of Radar Antenna : Analysis, Measurement and Anti-jamming Application / / by Huanyao Dai, Xuesong Wang, Hong Xie, Shunping Xiao, Jia Luo
Spatial Polarization Characteristics of Radar Antenna : Analysis, Measurement and Anti-jamming Application / / by Huanyao Dai, Xuesong Wang, Hong Xie, Shunping Xiao, Jia Luo
Autore Dai Huanyao
Edizione [1st ed. 2019.]
Pubbl/distr/stampa Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019
Descrizione fisica 1 online resource (331 pages)
Disciplina 621.38483
Soggetto topico Microwaves
Optical engineering
Signal processing
Image processing
Speech processing systems
Mathematical models
Microwaves, RF and Optical Engineering
Signal, Image and Speech Processing
Mathematical Modeling and Industrial Mathematics
ISBN 981-10-8794-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Connotation and Representation of Spatial Polarization Characteristic -- Spatial Polarization Characteristics of Aperture Antenna -- Spatial Polarization Characteristics of Phased Array -- Antenna Spatial Polarization Characteristics Measurement and Calibration -- Scattering Matrix Measurement Method Based on Spatial Polarization Characteristics of Antenna -- Blanketing Jamming Countermeasure Method Based on Spatial Polarization Characteristics of Antenna.
Record Nr. UNINA-9910337601003321
Dai Huanyao  
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui