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Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
| Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXIV, 496 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Advanced stochastic models
Ernst Eberlein Festschrift Mathematical Finance Option pricing and hedging Processes with jumps Quantitative Finance Statistics Term structure models |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114265 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
| Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XXIV, 496 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114265 |
| XXIV, 496 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
| Autore | Barucci, Emilio |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
| Altri autori (Persone) | Fontana, Claudio |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123746 |
Barucci, Emilio
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
| Autore | Barucci, Emilio |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
| Altri autori (Persone) | Fontana, Claudio |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Asset pricing Capital asset pricing model Equity premium puzzle Information in financial markets Market efficiency Market equilibrium Market microstructure Portfolio selection Quantitative Finance Risk factors |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123746 |
|
Barucci, Emilio
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||
| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114788 |
|
Bouchard, Bruno
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XII, 280 p., : ill. ; 24 cm |
| Descrizione fisica | Translation from the french language edition: Valorisation des produits dérivés |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114788 |
|
Bouchard, Bruno
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||
| XII, 280 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Pubbl/distr/stampa | [Tokyo], : Springer, 2015 |
| Descrizione fisica | X, 103 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Financial markets
Non-Gaussian Nonstationary State-space modeling Time series Time-varying system |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113966 |
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Tanokura, Yoko
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| [Tokyo], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Edizione | [[Tokyo] : Springer, 2015] |
| Pubbl/distr/stampa | X, 103 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113966 |
|
Tanokura, Yoko
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| X, 103 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | X, 97 p. : ill. ; 24 cm |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Soggetto non controllato |
Exchange-traded funds
Implied volatility Leverage Leveraged portfolios Option pricing Quantitative Finance Risk horizon Tracking errors Trading strategies |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114926 |
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Leung, Tim
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||
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Edizione | [Cham : Springer, 2016] |
| Pubbl/distr/stampa | X, 97 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114926 |
|
Leung, Tim
|
||
| X, 97 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
91G10 - Portfolio theory [MSC 2020]
(19)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (12)
- 91G80 - Financial applications of other theories [MSC 2020] (11)
- 91G70 - Statistical methods; risk measures [MSC 2020] (9)
- 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] (6)