Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Cousin Areski |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
| Descrizione fisica | 1 online resource (X, 366 p. 45 illus.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-642-14660-0 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results. |
| Record Nr. | UNISA-996466525003316 |
Cousin Areski
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Paris-Princeton lectures on mathematical finance 2010 / / editors, Rene A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2010 / / editors, Rene A. Carmona ... [et al.] |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg, : Springer, 2011 |
| Descrizione fisica | 1 online resource (X, 366 p. 45 illus.) |
| Disciplina | 332.0151 |
| Altri autori (Persone) | CarmonaRene A |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Finance - Study and teaching |
| ISBN |
9783642146602
3642146600 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results. |
| Record Nr. | UNINA-9910483265103321 |
| Berlin ; ; Heidelberg, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNISA-996466662503316 |
|
Benth Fred Espen
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economics - Sociological aspects Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNINA-9910733733903321 |
|
Benth Fred Espen
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||