A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks
| A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks |
| Autore | Krantz, Steven G. |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | XVI, 382 p. : ill. ; 24 cm |
| Altri autori (Persone) | Parks, Harold R. |
| Soggetto topico |
94A60 - Cryptography [MSC 2020]
42C40 - Nontrigonometric harmonic analysis involving wavelets and other special systems [MSC 2020] 37-XX - Dynamical systems and ergodic theory [MSC 2020] 51M10 - Hyperbolic and elliptic geometries (general) and generalizations [MSC 2020] 05D10 - Ramsey theory [MSC 2020] 11Y11 - Primality [MSC 2020] 49Q05 - Minimal surfaces and optimization [MSC 2020] 83Axx - Special relativity [MSC 2020] 03D15 - Complexity of computation [MSC 2020] 51M05 - Euclidean geometries (general) and generalizations [MSC 2020] 03F40 - Gödel numberings and issues of incompleteness [MSC 2020] 57K30 - General topology of 3-manifolds [MSC 2020] 00Axx - General and miscellaneous specific topics [MSC 2020] 11D41 - Higher degree equations; Fermat's equation [MSC 2020] 05C15 - Coloring of graphs and hypergraphs [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Euclidean Geometry
Four color problem Mathematics of finance RSA Encryption Ramsey theory Relativity theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102831 |
Krantz, Steven G.
|
||
| New York, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks
| A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks |
| Autore | Krantz, Steven G. |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | XVI, 382 p. : ill. ; 24 cm |
| Altri autori (Persone) | Parks, Harold R. |
| Soggetto topico |
00Axx - General and miscellaneous specific topics [MSC 2020]
03D15 - Complexity of computation [MSC 2020] 03F40 - Gödel numberings and issues of incompleteness [MSC 2020] 05C15 - Coloring of graphs and hypergraphs [MSC 2020] 05D10 - Ramsey theory [MSC 2020] 11D41 - Higher degree equations; Fermat's equation [MSC 2020] 11Y11 - Primality [MSC 2020] 37-XX - Dynamical systems and ergodic theory [MSC 2020] 42C40 - Nontrigonometric harmonic analysis involving wavelets and other special systems [MSC 2020] 49Q05 - Minimal surfaces and optimization [MSC 2020] 51M05 - Euclidean geometries (general) and generalizations [MSC 2020] 51M10 - Hyperbolic and elliptic geometries (general) and generalizations [MSC 2020] 57K30 - General topology of 3-manifolds [MSC 2020] 83Axx - Special relativity [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 94A60 - Cryptography [MSC 2020] |
| Soggetto non controllato |
Euclidean Geometry
Four color problem Mathematics of finance RSA Encryption Ramsey theory Relativity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102831 |
Krantz, Steven G.
|
||
| New York, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks
| A mathematical odyssey : journey from the real to the complex / Steven G. Krantz, Harold R. Parks |
| Autore | Krantz, Steven G. |
| Edizione | [New York : Springer, 2014] |
| Pubbl/distr/stampa | XVI, 382 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Parks, Harold R. |
| Soggetto topico |
94A60 - Cryptography [MSC 2020]
42C40 - Nontrigonometric harmonic analysis involving wavelets and other special systems [MSC 2020] 37-XX - Dynamical systems and ergodic theory [MSC 2020] 51M10 - Hyperbolic and elliptic geometries (general) and generalizations [MSC 2020] 05D10 - Ramsey theory [MSC 2020] 11Y11 - Primality [MSC 2020] 49Q05 - Minimal surfaces and optimization [MSC 2020] 83Axx - Special relativity [MSC 2020] 03D15 - Complexity of computation [MSC 2020] 51M05 - Euclidean geometries (general) and generalizations [MSC 2020] 03F40 - Gödel numberings and issues of incompleteness [MSC 2020] 57K30 - General topology of 3-manifolds [MSC 2020] 00Axx - General and miscellaneous specific topics [MSC 2020] 11D41 - Higher degree equations; Fermat's equation [MSC 2020] 05C15 - Coloring of graphs and hypergraphs [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| ISBN | 8-1-4614-8938-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0102831 |
Krantz, Steven G.
|
||
| XVI, 382 p., : ill. ; 24 cm | ||
| 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]
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 | ||
| 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 | ||
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124560 |
Barndorff-Nielsen, Ole E.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxv, 402 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124560 |
Barndorff-Nielsen, Ole E.
|
||
| xxv, 402 p., : ill. ; 24 cm | ||
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||