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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
90C25 - Convex programming [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 49N15 - Duality theory (optimization) [MSC 2020] 26B25 - Convexity of real functions of several variables, generalizations [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility function |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124620 |
Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
26B25 - Convexity of real functions of several variables, generalizations [MSC 2020]
49N15 - Duality theory (optimization) [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 90C25 - Convex programming [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124620 |
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Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Mathematics : Lectures given at the 3. Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 / Bruno Biais ... [et al.] ; Editor: W. J. Runggaldier
| Financial Mathematics : Lectures given at the 3. Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 / Bruno Biais ... [et al.] ; Editor: W. J. Runggaldier |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | viii, 316 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Market imperfections Market microstructure Partial Differential Equations Quantitative Finance Sets Stochastic differential equations Trading under constraints |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297482 |
| Berlin ; Heidelberg, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
| Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski |
| Autore | Musiela, Marek |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 1997 |
| Descrizione fisica | xii, 512 p. ; 24 cm |
| Disciplina | 332.0151(Economia finanziaria. Principi matematici) |
| Altri autori (Persone) | Rutkowski, Marek |
| Soggetto topico | Modelli matematici |
| Soggetto non controllato |
Arbitrage
Black-Scholes Derivatives Finance Financial modelling Martingales Mathematical Finance Modeling Option pricing Quantitative Finance Stochastic Calculus Swaps Valuation Volatility |
| ISBN | 35-406-1477-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00105832 |
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Musiela, Marek
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| Berlin [etc.], : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
| Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski |
| Autore | Musiela, Marek |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 1997 |
| Descrizione fisica | xii, 512 p. ; 24 cm |
| Disciplina | 332.0151(Economia finanziaria. Principi matematici) |
| Altri autori (Persone) | Rutkowski, Marek |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Black-Scholes Derivatives Finance Financial modelling Martingales Mathematical Finance Modeling Option pricing Quantitative Finance Stochastic Calculus Swaps Valuation Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297505 |
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Musiela, Marek
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| Berlin [etc.], : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematics of Financial Markets / Robert J. Elliott, P. Ekkehard Kopp
| Mathematics of Financial Markets / Robert J. Elliott, P. Ekkehard Kopp |
| Autore | Elliott, Robert J. |
| Pubbl/distr/stampa | New York, : Springer, 1999 |
| Descrizione fisica | ix, 292 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kopp, Peter Ekkehard |
| Soggetto non controllato |
Arbitrage
Asset pricing Black-Scholes Calculus Derivatives Linear algebra Martingales Mathematics Measure Measure Theory Probability Probability Theory Quantitative Finance Rang Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00300387 |
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Elliott, Robert J.
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| New York, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The new regulatory framework for consumer dispute resolution / / edited by Pablo Cortés
| The new regulatory framework for consumer dispute resolution / / edited by Pablo Cortés |
| Pubbl/distr/stampa | Oxford, : Oxford University Press, 2016 |
| Descrizione fisica | XXVIII, 471 p. ; 26 cm |
| Disciplina | 343.4071 |
| Soggetto non controllato |
Consumer protection - Europe
Dispute resolution (Law) - Europe Arbitrage |
| ISBN | 978-0-19-876635-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910424057603321 |
| Oxford, : Oxford University Press, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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