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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 |
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 | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 |
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 | ||
|
Classical Financial Mathematics : Basic Ideas, Central Formulas and Terms at a Glance / Bernd Luderer |
Autore | Luderer, Bernd |
Pubbl/distr/stampa | Wiesbaden, : Springer, 2021 |
Descrizione fisica | ix, 51 p. : ill. ; 24 cm |
Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
Soggetto non controllato |
Calculation of compound interest
Classical financial mathematics Exchange rate calculation Interest calculation Pension Account Statement of redemption |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274269 |
Luderer, Bernd | ||
Wiesbaden, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
Autore | Jarrow, Robert A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxiii, 448 p. ; 24 cm |
Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124616 |
Jarrow, Robert A. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|