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Computation of Greeks using the discrete Malliavian calculus and binomial tree / / Yoshifumi Muroi
| Computation of Greeks using the discrete Malliavian calculus and binomial tree / / Yoshifumi Muroi |
| Autore | Muroi Yoshifumi |
| Pubbl/distr/stampa | Singapore : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (113 pages) |
| Disciplina | 332.645 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Derivative securities - Mathematics
Malliavin calculus Càlcul de Malliavin Actius financers derivats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789811910739
9789811910722 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996472038203316 |
Muroi Yoshifumi
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| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Mathematical techniques in finance [[electronic resource] ] : tools for incomplete markets / / Ales Cerny
| Mathematical techniques in finance [[electronic resource] ] : tools for incomplete markets / / Ales Cerny |
| Autore | Černý Aleš <1971-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Princeton [N.J.], : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Risk management - Mathematical models Derivative securities - Mathematics Pricing - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-60814-2
9786612608148 1-4008-3148-2 0-691-14121-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform. |
| Record Nr. | UNINA-9910459356403321 |
|
Černý Aleš <1971->
|
||
| Princeton [N.J.], : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical techniques in finance [[electronic resource] ] : tools for incomplete markets / / Ales Cerny
| Mathematical techniques in finance [[electronic resource] ] : tools for incomplete markets / / Ales Cerny |
| Autore | Černý Aleš <1971-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Princeton [N.J.], : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Risk management - Mathematical models Derivative securities - Mathematics Pricing - Mathematical models |
| ISBN |
1-282-60814-2
9786612608148 1-4008-3148-2 0-691-14121-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform. |
| Record Nr. | UNINA-9910792410303321 |
|
Černý Aleš <1971->
|
||
| Princeton [N.J.], : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical techniques in finance : tools for incomplete markets / / Ales Cerny
| Mathematical techniques in finance : tools for incomplete markets / / Ales Cerny |
| Autore | Černý Aleš <1971-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Princeton [N.J.], : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Risk management - Mathematical models Derivative securities - Mathematics Pricing - Mathematical models |
| ISBN |
9786612608148
9781282608146 1282608142 9781400831487 1400831482 9780691141213 0691141215 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform. |
| Record Nr. | UNINA-9910955130303321 |
|
Černý Aleš <1971->
|
||
| Princeton [N.J.], : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
