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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 | ||
| ||
Classical Financial Mathematics : Basic Ideas, Central Formulas and Terms at a Glance / Bernd Luderer
| 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
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| Wiesbaden, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | x, 150 p. ; 24 cm |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Arbitrages
Enlargement of filtration Honest times Jumping martingales Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124142 |
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Aksamit, Anna
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Edizione | [Cham : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124142 |
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Aksamit, Anna
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer Open, 2016 |
| Descrizione fisica | X, 449 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [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] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Banking
Counterparty credit risk Derivatives markets Derivatives pricing Financial Engineering Fixed income modeling Interest-rate modeling Liquidity Multi-curve models Quantitative Finance Regulation Risk management Valuation adjustments |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114880 |
| [Cham], : Springer Open, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Edizione | [[Cham] : Springer Open, 2016] |
| Pubbl/distr/stampa | X, 449 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [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] 91G40 - Credit risk [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114880 |
| X, 449 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier
| Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier |
| Autore | Grbac, Zorana |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIII, 140 p. : ill. ; 24 cm |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [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] |
| Soggetto non controllato |
Affine term structure methodology
Clean valuation Interest rate models and derivatives Multicurve models Post-crisis interbank risk Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113875 |
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Grbac, Zorana
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier
| Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier |
| Autore | Grbac, Zorana |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XIII, 140 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113875 |
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Grbac, Zorana
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| XIII, 140 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Modelling German Covered Bonds / Manuela Spangler
| Modelling German Covered Bonds / Manuela Spangler |
| Autore | Spangler, Manuela |
| Pubbl/distr/stampa | Wiesbaden, : Springer Spektrum, 2018 |
| Descrizione fisica | xiv, 266 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Bank default
Cover pool default Credit risk model Default risk model German covered bonds Multi-period simulation model Overindebtedness and illiquidity Pfandbrief model Quantitative Finance Quantitative risk analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124482 |
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Spangler, Manuela
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| Wiesbaden, : Springer Spektrum, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
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91G40 - Credit risk [MSC 2020]
(17)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (10)
- 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] (7)
- 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] (7)
- 91G10 - Portfolio theory [MSC 2020] (4)