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Cost sharing, capacity investment and pricing in networks / / Anja Schedel
| Cost sharing, capacity investment and pricing in networks / / Anja Schedel |
| Autore | Schedel Anja |
| Pubbl/distr/stampa | Wiesbaden, Germany : , : Springer Spektrum, , [2021] |
| Descrizione fisica | 1 online resource (241 pages) |
| Disciplina | 332.415 |
| Collana | Mathematische Optimierung und Wirtschaftsmathematik |
| Soggetto topico |
Pricing - Mathematical models
Preus Models matemàtics Comptabilitat de costos Teoria de jocs |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-658-33170-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Acknowledgements -- Contents -- 1 Introduction -- [DELETE] -- 1.1 Cost Sharing in Networks -- 1.2 Capacity and Price Competition in Networks -- 1.3 Thesis Organization -- 2 Preliminaries -- [DELETE] -- 2.1 Graphs -- 2.2 Games -- 2.3 Correspondences -- 3 Cost Sharing in Networks -- 3.1 Introduction -- 3.1.1 Problem Description -- 3.1.2 Main Results and Proof Techniques -- 3.1.3 Discussion of the Model and Related Work -- 3.2 An LP-Characterization of Enforceability -- 3.3 Results for Two Player Games -- 3.3.1 Connection to Steiner forests -- 3.3.2 The Set of Bad Configurations and some Intuition -- 3.3.3 Proof Sketch of Theorem[theoremrobust]3.3.1 -- 3.3.4 ([Thm3.3.1.3]3) implies ([Thm3.3.1.1]1) of Theorem[theoremrobust]3.3.1 -- 3.3.5 ([Thm3.3.1.1]1) implies ([Thm3.3.1.2]2) of Theorem[theoremrobust]3.3.1 -- 3.3.6 Discussion of the Result -- 3.4 Results for n-Player Games -- 3.4.1 The Algorithm n-SePa -- 3.4.2 Analysis of Algorithm n-SePa -- 3.4.3 Main Results -- 3.4.4 Discussion of the Results -- 3.5 Bibliographic Notes -- 4 Capacity and Price Competition in Networks -- 4.1 Introduction -- 4.1.1 Problem Description -- 4.1.2 Main Results and Proof Techniques -- 4.1.3 Discussion of the Model and Related Work -- 4.2 Continuity of Profit Functions -- 4.3 Characterization of Best Responses -- 4.3.1 The Case z-i=0 -- 4.3.2 The Case z-ineq0 -- 4.3.3 The Characterization -- 4.3.4 Discussion -- 4.4 Existence of Equilibria -- 4.5 Uniqueness of Equilibria -- 4.6 Quality of Equilibria -- 4.7 Bibliographic Notes -- 5 Conclusion -- [DELETE] -- Bibliography -- Bibliography. |
| Record Nr. | UNINA-9910488693003321 |
Schedel Anja
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| Wiesbaden, Germany : , : Springer Spektrum, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Cost sharing, capacity investment and pricing in networks / / Anja Schedel
| Cost sharing, capacity investment and pricing in networks / / Anja Schedel |
| Autore | Schedel Anja |
| Pubbl/distr/stampa | Wiesbaden, Germany : , : Springer Spektrum, , [2021] |
| Descrizione fisica | 1 online resource (241 pages) |
| Disciplina | 332.415 |
| Collana | Mathematische Optimierung und Wirtschaftsmathematik |
| Soggetto topico |
Pricing - Mathematical models
Preus Models matemàtics Comptabilitat de costos Teoria de jocs |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-658-33170-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Acknowledgements -- Contents -- 1 Introduction -- [DELETE] -- 1.1 Cost Sharing in Networks -- 1.2 Capacity and Price Competition in Networks -- 1.3 Thesis Organization -- 2 Preliminaries -- [DELETE] -- 2.1 Graphs -- 2.2 Games -- 2.3 Correspondences -- 3 Cost Sharing in Networks -- 3.1 Introduction -- 3.1.1 Problem Description -- 3.1.2 Main Results and Proof Techniques -- 3.1.3 Discussion of the Model and Related Work -- 3.2 An LP-Characterization of Enforceability -- 3.3 Results for Two Player Games -- 3.3.1 Connection to Steiner forests -- 3.3.2 The Set of Bad Configurations and some Intuition -- 3.3.3 Proof Sketch of Theorem[theoremrobust]3.3.1 -- 3.3.4 ([Thm3.3.1.3]3) implies ([Thm3.3.1.1]1) of Theorem[theoremrobust]3.3.1 -- 3.3.5 ([Thm3.3.1.1]1) implies ([Thm3.3.1.2]2) of Theorem[theoremrobust]3.3.1 -- 3.3.6 Discussion of the Result -- 3.4 Results for n-Player Games -- 3.4.1 The Algorithm n-SePa -- 3.4.2 Analysis of Algorithm n-SePa -- 3.4.3 Main Results -- 3.4.4 Discussion of the Results -- 3.5 Bibliographic Notes -- 4 Capacity and Price Competition in Networks -- 4.1 Introduction -- 4.1.1 Problem Description -- 4.1.2 Main Results and Proof Techniques -- 4.1.3 Discussion of the Model and Related Work -- 4.2 Continuity of Profit Functions -- 4.3 Characterization of Best Responses -- 4.3.1 The Case z-i=0 -- 4.3.2 The Case z-ineq0 -- 4.3.3 The Characterization -- 4.3.4 Discussion -- 4.4 Existence of Equilibria -- 4.5 Uniqueness of Equilibria -- 4.6 Quality of Equilibria -- 4.7 Bibliographic Notes -- 5 Conclusion -- [DELETE] -- Bibliography -- Bibliography. |
| Record Nr. | UNISA-996466415403316 |
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Schedel Anja
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| Wiesbaden, Germany : , : Springer Spektrum, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik
| Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik |
| Autore | Smolnik Anna Olga |
| Edizione | [1. Auflage.] |
| Pubbl/distr/stampa | Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 |
| Descrizione fisica | 1 online resource (125 pages) |
| Disciplina | 332.415 |
| Soggetto topico |
Pricing - Mathematical models
Quality of products |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-7369-8466-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910511419303321 |
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Smolnik Anna Olga
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| Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik
| Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik |
| Autore | Smolnik Anna Olga |
| Edizione | [1. Auflage.] |
| Pubbl/distr/stampa | Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 |
| Descrizione fisica | 1 online resource (125 pages) |
| Disciplina | 332.415 |
| Soggetto topico |
Pricing - Mathematical models
Quality of products |
| ISBN | 3-7369-8466-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910794716203321 |
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Smolnik Anna Olga
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| Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik
| Essays on market response to changes in costs and price transparency / / Anna Olga Smolnik |
| Autore | Smolnik Anna Olga |
| Edizione | [1. Auflage.] |
| Pubbl/distr/stampa | Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 |
| Descrizione fisica | 1 online resource (125 pages) |
| Disciplina | 332.415 |
| Soggetto topico |
Pricing - Mathematical models
Quality of products |
| ISBN | 3-7369-8466-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910814286703321 |
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Smolnik Anna Olga
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| Göttingen, [Germany] : , : Cuvillier Verlag, , 2017 | ||
| 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 |
| 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 |
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Černý Aleš <1971->
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| 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 |
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-9910814028003321 |
|
Černý Aleš <1971->
|
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| Princeton [N.J.], : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multimarket contact and imperfect information [[electronic resource] /] / Charles J. Thomas
| Multimarket contact and imperfect information [[electronic resource] /] / Charles J. Thomas |
| Autore | Thomas Charles J (Charles Jonathan), <1969-> |
| Pubbl/distr/stampa | [Washington, D.C.] : , : [Bureau of Economics, Federal Trade Commission], , [1999] |
| Descrizione fisica | 29 pages : digital, PDF file |
| Collana | Working papers |
| Soggetto topico |
Pricing - Mathematical models
Competition - Mathematical models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910695514103321 |
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Thomas Charles J (Charles Jonathan), <1969->
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| [Washington, D.C.] : , : [Bureau of Economics, Federal Trade Commission], , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option trading [[electronic resource] ] : pricing and volatility strategies and techniques / / Euan Sinclair
| Option trading [[electronic resource] ] : pricing and volatility strategies and techniques / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.63/2283 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Pricing - Mathematical models |
| ISBN |
0-470-64252-1
1-119-19867-4 1-282-70780-9 9786612707803 0-470-64250-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Option Trading: Pricing and Volatility Strategies and Techniques; Contents; Preface; Acknowledgments; Chapter 1: History; Chapter 2: Introduction to Options; Chapter 3: Arbitrage Bounds for Option Prices; Chapter 4: Pricing Models; Chapter 5: The Solution of the Black-Scholes-Merton (BSM) Equation; Chapter 6: Option Strategies; Chapter 7: Volatility Estimation; Chapter 8: Implied Volatility; Chapter 9: General Principles of Trading and Hedging; Chapter 10: Market Making Techniques; Chapter 11: Volatility Trading; Chapter 12: Expiration Trading; Chapter 13: Risk Management; Conclusion
Appendix A: DistributionsAppendix B: Correlation; Glossary; Index |
| Record Nr. | UNINA-9910140739503321 |
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Sinclair Euan <1969->
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| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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