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The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson
| The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson |
| Autore | Mandelbrot, Benoit B. |
| Pubbl/distr/stampa | New York : Basic Books, c2004 |
| Descrizione fisica | xxiv, 328 p. : ill. ; 24 cm |
| Disciplina | 332.01 |
| Altri autori (Persone) | Hudson, Richard L. |
| Soggetto topico |
Capital market
Investment analysis Stocks - Prices Securities Risk management |
| ISBN |
9780465043576
0465043577 |
| Classificazione |
AMS 91B
AMS 60H10 AMS 60H30 LC HG4523.M257 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Misbehavior of markets
Behavior of markets |
| Record Nr. | UNISALENTO-991002071229707536 |
Mandelbrot, Benoit B.
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| New York : Basic Books, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian motion and its applications to mathematical analysis [e-book] : École d'été de probabilités de Saint-Flour XLIII - 2013 / Krzysztof Burdzy
| Brownian motion and its applications to mathematical analysis [e-book] : École d'été de probabilités de Saint-Flour XLIII - 2013 / Krzysztof Burdzy |
| Autore | Burdzy, Krzysztof |
| Pubbl/distr/stampa | Cham [Switzerland] : Springer, 2014 |
| Descrizione fisica | 1 online resource (xii, 137 pages) |
| Disciplina | 530.475 |
| Altri autori (Convegni) | École d'été de probabilités de Saint-Flour <43. ; 2013 ; Saint Flour, France> |
| Collana | Lecture notes in mathematics, 1617-9692; 2106 |
| Soggetto topico |
Brownian motion processes
Mathematical analysis Stochastic analysis |
| ISBN | 9783319043944 |
| Classificazione |
AMS 60-02
AMS 60G17 AMS 60H30 AMS 60J65 LC QA274.75 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Brownian motion ; 2. Probabilistic proofs of classical theorems ; 3. Overview of the "hot spots" problem ; 4. Neumann eigenfunctions and eigenvalues ; 5. Synchronous and mirror couplings ; 6. Parabolic boundary Harnack principle ; 7. Scaling coupling ; 8. Nodal lines ; 9. Neumann heat kernel monotonicity ; 10. Reflected Brownian motion in time dependent domains |
| Record Nr. | UNISALENTO-991002949169707536 |
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Burdzy, Krzysztof
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| Cham [Switzerland] : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian motion and its applications to mathematical analysis : École d'été de probabilités de Saint-Flour XLIII - 2013 / Krzysztof Burdzy
| Brownian motion and its applications to mathematical analysis : École d'été de probabilités de Saint-Flour XLIII - 2013 / Krzysztof Burdzy |
| Autore | Burdzy, Krzysztof |
| Pubbl/distr/stampa | Cham [Switzerland] : Springer, c2014 |
| Descrizione fisica | xii, 137 p. : ill. (some color) ; 24 cm |
| Disciplina | 530.475 |
| Altri autori (Convegni) | École d'été de probabilités de Saint-Flour <43. ; 2013 ; Saint Flour, France> |
| Collana | Lecture notes in mathematics, 0075-8434 ; 2106 |
| Soggetto topico |
Brownian motion processes
Mathematical analysis Stochastic analysis |
| ISBN | 9783319043937 |
| Classificazione |
AMS 60-02
AMS 60G17 AMS 60H30 AMS 60J65 LC QA274.75 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Brownian motion ; 2. Probabilistic proofs of classical theorems ; 3. Overview of the "hot spots" problem ; 4. Neumann eigenfunctions and eigenvalues ; 5. Synchronous and mirror couplings ; 6. Parabolic boundary Harnack principle ; 7. Scaling coupling ; 8. Nodal lines ; 9. Neumann heat kernel monotonicity ; 10. Reflected Brownian motion in time dependent domains |
| Record Nr. | UNISALENTO-991002949319707536 |
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Burdzy, Krzysztof
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| Cham [Switzerland] : Springer, c2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Conformally invariant processes in the plane / Gregory F. Lawler
| Conformally invariant processes in the plane / Gregory F. Lawler |
| Autore | Lawler, Gregory F. |
| Pubbl/distr/stampa | Providence, R.I. : American Mathematical Society, c2005 |
| Descrizione fisica | xi, 242 p. ; 27 cm |
| Disciplina | 515.9 |
| Collana | Mathematical surveys and monographs, 0076-5376 ; 114 |
| Soggetto topico |
Conformal mapping
Potential theory (Mathematics) Stochastic analysis Markov processes |
| ISBN | 0821836773 |
| Classificazione |
AMS 30C35
AMS 31A15 AMS 60H30 AMS 60J65 AMS 81T40 AMS 82B27 LC QA646.L85 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001112399707536 |
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Lawler, Gregory F.
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| Providence, R.I. : American Mathematical Society, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Differential equations driven by rough paths : École d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Lévy
| Differential equations driven by rough paths : École d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Lévy |
| Autore | Lyons, Terry J. |
| Pubbl/distr/stampa | Berlin : Springer, c2007 |
| Descrizione fisica | xviii, 109 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Caruana, Michaelauthor
Lévy, Thierry |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <34. ; 2004> |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1908 |
| Soggetto topico |
Differential equations
Distribution (Probability theory) Stochastic processes |
| ISBN | 3540712844 |
| Classificazione |
AMS 60H10
AMS 60H05 AMS 34A99 AMS 60H30 LC QA3.L38 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002741729707536 |
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Lyons, Terry J.
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| Berlin : Springer, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Financial mathematics [e-book] : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, july 8-13, 1996 / by Bruno Biais ... [et al.] ; edited by Wolfgang J. Runggaldier
| Financial mathematics [e-book] : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, july 8-13, 1996 / by Bruno Biais ... [et al.] ; edited by Wolfgang J. Runggaldier |
| Autore | Biais, Bruno |
| Pubbl/distr/stampa | Berlin : Springer, 1997 |
| Descrizione fisica | 1 online resource (vii, 316 p.) |
| Disciplina | 519 |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Collana | Lecture Notes in Mathematics, 0075-8434 ; 1656 |
| Soggetto topico |
Mathematics
Functional analysis Differential equations Finance Distribution (Probability theory) Banks and banking |
| ISBN | 9783540683568 |
| Classificazione |
AMS 90A09
AMS 90A10 AMS 90A12 AMS 90A60 AMS 60H30 AMS 60G40 AMS 60G44 AMS 93E20 AMS 49N15 |
| Formato | Risorse elettroniche  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002252709707536 |
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Biais, Bruno
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| Berlin : Springer, 1997 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. del Salento | ||
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Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors
| Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c1999 |
| Descrizione fisica | ix, 167 p. : ill. ; 27 cm |
| Disciplina | 519.5 |
| Altri autori (Persone) |
Heath, David C.
Swindle, Glenauthor |
| Altri autori (Enti) | American Mathematical Society : Short course <1997 ; San Diego, California> |
| Collana | Proceedings of symposia in applied mathematics, 0160-7634 ; 57. AMS short course lecture notes |
| Soggetto topico |
Investments - Mathematical models
Portfolio management |
| ISBN | 082180751X |
| Classificazione |
AMS 91B28
AMS 60H30 LC HG4515.2.I57 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Quantitative methods for portfolio management / Steven E. Shreve. An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda. Non-arbitrage and the fundamental theorem of asset pricing : summary of main results / Freddy Delbaen and Walter Schachermayer. Introduction to models for the evolution of the term structure of interest rates / David Heath. Transition densities for interest rate and other nonlinear diffusions / Yacine A·it-Sahalia. Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou |
| Record Nr. | UNISALENTO-991001264829707536 |
| Providence, R. I. : American Mathematical Society, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Lectures on the mathematics of finance / Ioannis Karatzas
| Lectures on the mathematics of finance / Ioannis Karatzas |
| Autore | Karatzas, Ioannis |
| Pubbl/distr/stampa | Providence, R.I. : American Mathematical Society, c1997 |
| Descrizione fisica | xii, 148 p. ; 26 cm. |
| Disciplina | 332.0151 |
| Collana | CRM monograph series, ISSN 10658599 ; 8 |
| Soggetto topico | Business mathematics |
| ISBN | 0821809091 |
| Classificazione |
AMS 60H30
AMS 90A09 AMS 93E20 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001070569707536 |
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Karatzas, Ioannis
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| Providence, R.I. : American Mathematical Society, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli
| The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli |
| Autore | Goodman, Victor |
| Pubbl/distr/stampa | Australia ; Pacific Grove, CA : Brooks/Cole, c2001 |
| Descrizione fisica | xiv, 250 p. ; 24 cm |
| Disciplina | 332.015195 |
| Altri autori (Persone) | Stampfli, Joseph G. |
| Collana | Pure and applied undergraduate texts ; 7 |
| Soggetto topico |
Capital market - Mathematical models
Hedging (Finance) |
| ISBN | 9780821847930 |
| Classificazione |
AMS 91B
AMS 60H10 AMS 60H30 LC HG4523.G66 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000589619707536 |
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Goodman, Victor
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| Australia ; Pacific Grove, CA : Brooks/Cole, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Probabilistic models for nonlinear partial differential equations [e-book] : lectures given at the 1st session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, may 22-30, 1995 / by Carl Graham ... [et al.] ; edited by Denis Talay, Luciano Tubaro
| Probabilistic models for nonlinear partial differential equations [e-book] : lectures given at the 1st session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, may 22-30, 1995 / by Carl Graham ... [et al.] ; edited by Denis Talay, Luciano Tubaro |
| Autore | Graham, Carl |
| Pubbl/distr/stampa | Berlin : Springer, 1996 |
| Descrizione fisica | 1 online resource (x, 301 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Talay, Denis
Tubaro, Luciano |
| Collana | Lecture Notes in Mathematics, 0075-8434 ; 1627 |
| Soggetto topico |
Mathematics
Differential equations, partial Numerical analysis Distribution (Probability theory) Statistical physics Thermodynamics |
| ISBN | 9783540685135 |
| Classificazione |
AMS 60H10
AMS 60H30 AMS 60K35 AMS 60G07 AMS 65C20 AMS 65M15 AMS 65U05 |
| Formato | Risorse elettroniche |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002253019707536 |
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Graham, Carl
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| Berlin : Springer, 1996 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. del Salento | ||
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