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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
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| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 |
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020]
35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 41A60 - Asymptotic approximations, asymptotic expansions (steepest descent, etc.) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [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] 91Gxx - Actuarial science and mathematical finance [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-VAN00102589 |
|
Nicolay, David
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||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Problems of High Frequency Diffraction by Elongated Bodies / Ivan Andronov
| Problems of High Frequency Diffraction by Elongated Bodies / Ivan Andronov |
| Autore | Andronov, Ivan |
| Pubbl/distr/stampa | Singapore, : Springer, 2023 |
| Descrizione fisica | xii, 188 p. : ill. ; 24 cm |
| Soggetto topico |
70-XX - Mechanics of particles and systems [MSC 2020]
78A60 - Lasers, masers, optical bistability, nonlinear optics [MSC 2020] 81V80 - Quantum optics [MSC 2020] |
| Soggetto non controllato |
Asymptotic Expansion
Diffraction of High-Frequency Wave Elongated Objects High-Frequency Waves Spheroid |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00285732 |
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Andronov, Ivan
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| Singapore, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||