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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 |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXIV, 496 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91Gxx - Actuarial science and mathematical finance [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-VAN00114265 |
| [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 | ||
| ||
Asymptotic chaos expansions in finance : theory and practice / David Nicolay
| Asymptotic chaos expansions in finance : theory and practice / David Nicolay |
| Autore | Nicolay, David |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XXII, 491 p. : ill. ; 24 cm |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [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] |
| Soggetto non controllato |
Asymptotic Chaos Expansion
Asymptotic Expansion Baseline Transfer Basket Option CEV Model ESMM Model Class Endogenous Driver Exogenous Driver FL-SV Model Freezing Approximation IATM Point Immediate Smile Implied volatility Interest Rates Derivatives Ladder Effect Libor Market Model Local Volatility Model Calibration Moneyness Partial differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102589 |
Nicolay, David
|
||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic chaos expansions in finance : theory and practice / David Nicolay
| Asymptotic chaos expansions in finance : theory and practice / David Nicolay |
| Autore | Nicolay, David |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XXII, 491 p. : ill. ; 24 cm |
| Soggetto topico |
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020]
35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [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] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Asymptotic Chaos Expansion
Asymptotic Expansion Baseline Transfer Basket Option CEV Model ESMM Model Class Endogenous Driver Exogenous Driver FL-SV Model Freezing Approximation IATM Point Immediate Smile Implied volatility Interest Rates Derivatives Ladder Effect Libor Market Model Local Volatility Model Calibration Moneyness Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102589 |
|
Nicolay, David
|
||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic chaos expansions in finance : theory and practice / David Nicolay
| Asymptotic chaos expansions in finance : theory and practice / David Nicolay |
| Autore | Nicolay, David |
| Edizione | [London : Springer, 2014] |
| Pubbl/distr/stampa | XXII, 491 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [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] |
| ISBN | 8-1-4471-6505-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0102589 |
|
Nicolay, David
|
||
| XXII, 491 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computational Finance with R / Rituparna Sen, Sourish Das
| Computational Finance with R / Rituparna Sen, Sourish Das |
| Autore | Sen, Rituparna |
| Pubbl/distr/stampa | Singapore, : Springer, : Indian Statistical Institute, 2023 |
| Descrizione fisica | xiii, 353 p. : ill. ; 24 cm |
| Altri autori (Persone) | Das, Sourish |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62D05 - Sampling theory, sample surveys [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62F40 - Bootstrap, jackknife and other resampling methods [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65R20 - Numerical methods for integral equations [MSC 2020] 90C05 - Linear programming [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Back-test financial models
Data science in finance Financial Econometrics High-frequency data Machine learning in finance Quantitative Finance Simulate Brownian motion Stylized facts of stock markets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279176 |
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Sen, Rituparna
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| Singapore, : Springer, : Indian Statistical Institute, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Decentralized Insurance : Technical Foundation of Business Models / Runhuan Feng
| Decentralized Insurance : Technical Foundation of Business Models / Runhuan Feng |
| Autore | Feng, Runhuan |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xxiii, 263 p. : ill. ; 24 cm |
| Soggetto topico |
91Bxx - Mathematical economics [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
DeFi Insurance
Decentralized Insurance Decentralized finance Insurance technology Peer-to-peer insurance Risk Sharing |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278770 |
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Feng, Runhuan
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
(71)
- 91G80 - Financial applications of other theories [MSC 2020] (31)
- 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] (27)
- 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] (21)
- 91G10 - Portfolio theory [MSC 2020] (19)