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Biblioteca

MARC Lista (tabellare)
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
Autore Chassagneux, Jean-François
Pubbl/distr/stampa Cham, : Springer, 2017
Descrizione fisica vi, 104 p. : ill. ; 24 cm
Altri autori (Persone) Chotai, Hinesh
Muûls, Mirabelle
Soggetto topico 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Soggetto non controllato Carbon markets
Commodity prices
Emissions permits
Energy economics
Environmental economics
Environmental finance
Forward-Backward Stochastic Differential Equations
Parameter Estimation
Pricing in carbon markets
Quantitative Finance
Stochastic Analysis
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0124026
Chassagneux, Jean-François  
Cham, : Springer, 2017
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
Autore Chassagneux, Jean-François
Pubbl/distr/stampa Cham, : Springer, 2017
Descrizione fisica vi, 104 p. : ill. ; 24 cm
Altri autori (Persone) Chotai, Hinesh
Muûls, Mirabelle
Soggetto topico 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Soggetto non controllato Carbon markets
Commodity prices
Emissions permits
Energy economics
Environmental economics
Environmental finance
Forward-Backward Stochastic Differential Equations
Parameter Estimation
Pricing in carbon markets
Quantitative Finance
Stochastic Analysis
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00124026
Chassagneux, Jean-François  
Cham, : Springer, 2017
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
Autore Chassagneux, Jean-François
Edizione [Cham : Springer, 2017]
Pubbl/distr/stampa vi, 104 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Chotai, Hinesh
Muûls, Mirabelle
Soggetto topico 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0124026
Chassagneux, Jean-François  
vi, 104 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
Autore Wang, Guangchen
Pubbl/distr/stampa Cham, : Springer, 2018
Descrizione fisica xi, 116 p. ; 24 cm
Altri autori (Persone) Wu, Zhen
Xiong, Jie
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
49N10 - Linear-quadratic optimal control problems [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Soggetto non controllato Backward Separation Approach
Backward Stochastic Differential Equation
Closed-form Optimal Solution
LQ Optimal Control
Mathematical Finance
Optimal Filtering
Stochastic Maximum Principle
Verification Theorem
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0124566
Wang, Guangchen  
Cham, : Springer, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
Autore Wang, Guangchen
Pubbl/distr/stampa Cham, : Springer, 2018
Descrizione fisica xi, 116 p. ; 24 cm
Altri autori (Persone) Wu, Zhen
Xiong, Jie
Soggetto topico 49N10 - Linear-quadratic optimal control problems [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
Soggetto non controllato Backward Separation Approach
Backward Stochastic Differential Equation
Closed-form Optimal Solution
LQ Optimal Control
Mathematical Finance
Optimal Filtering
Stochastic Maximum Principle
Verification Theorem
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00124566
Wang, Guangchen  
Cham, : Springer, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
Autore Wang, Guangchen
Edizione [Cham : Springer, 2018]
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Wu, Zhen
Xiong, Jie
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
49N10 - Linear-quadratic optimal control problems [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0124566
Wang, Guangchen  
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui