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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 | ||
| ||
Electricity derivatives / René Aïd
| Electricity derivatives / René Aïd |
| Autore | Aid, René |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 97 p. : ill. ; 24 cm |
| Soggetto topico |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Electricity Derivatives
Jump Processes Power Plants Quantitative Finance Swing Options Tolling Contracts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113254 |
Aid, René
|
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Electricity derivatives / René Aïd
| Electricity derivatives / René Aïd |
| Autore | Aid, René |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XIV, 97 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [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-SUN0113254 |
|
Aid, René
|
||
| XIV, 97 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors
| Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2017 |
| Descrizione fisica | vi, 139 p. : ill. ; 24 cm |
| Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 37Nxx - Applications of dynamical systems [MSC 2020] 34E10 - Perturbations, asymptotics of solutions to ordinary differential equation [MSC 2020] 82B26 - Phase transitions (general) in equilibrium statistical mechanics [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 52C45 - Combinatorial complexity of geometric structures [MSC 2020] 91B02 - Fundamental topics (basic mathematics, methodology; applicable to economics in general) [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 68W20 - Randomized algorithms [MSC 2020] 68Q32 - Computational learning theory [MSC 2020] 90B60 - Marketing, advertising [MSC 2020] 91B15 - Welfare economics [MSC 2020] |
| Soggetto non controllato |
Auctions
Combinatorics Lovatz local lemma Nash equilibria Ordinary differential equations Phase transitions Random graphs Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123763 |
| Cham, : Birkhäuser, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors
| Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors |
| Edizione | [Cham : Birkhäuser, 2017] |
| Pubbl/distr/stampa | vi, 139 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 37Nxx - Applications of dynamical systems [MSC 2020] 34E10 - Perturbations, asymptotics of solutions to ordinary differential equation [MSC 2020] 82B26 - Phase transitions (general) in equilibrium statistical mechanics [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 52C45 - Combinatorial complexity of geometric structures [MSC 2020] 91B02 - Fundamental topics (basic mathematics, methodology; applicable to economics in general) [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 68W20 - Randomized algorithms [MSC 2020] 68Q32 - Computational learning theory [MSC 2020] 90B60 - Marketing, advertising [MSC 2020] 91B15 - Welfare economics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123763 |
| vi, 139 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVIII, 622 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 65D30 - Numerical integration [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 65D18 - Numerical aspects of computer graphics, image analysis, and computational geometry [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 65C35 - Stochastic particle methods [MSC 2020] |
| Soggetto non controllato |
Low-discrepancy
Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Quasi-Monte Carlo |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115003 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XVIII, 622 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 65D30 - Numerical integration [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 65D18 - Numerical aspects of computer graphics, image analysis, and computational geometry [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 65C35 - Stochastic particle methods [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115003 |
| XVIII, 622 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124914 |
|
Pagès, Gilles
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxi, 579 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124914 |
|
Pagès, Gilles
|
||
| xxi, 579 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020]
(14)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (10)
- 91G80 - Financial applications of other theories [MSC 2020] (8)
- 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] (6)
- 65-XX - Numerical analysis [MSC 2020] (4)