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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124616 |
Jarrow, Robert A.
|
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
49Kxx - Optimality conditions [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 90Cxx - Mathematical programming [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124616 |
|
Jarrow, Robert A.
|
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer Open, 2016 |
| Descrizione fisica | X, 449 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Banking
Counterparty credit risk Derivatives markets Derivatives pricing Financial Engineering Fixed income modeling Interest-rate modeling Liquidity Multi-curve models Quantitative Finance Regulation Risk management Valuation adjustments |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114880 |
| [Cham], : Springer Open, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer Open, 2016 |
| Descrizione fisica | X, 449 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Banking
Counterparty credit risk Derivatives markets Derivatives pricing Financial Engineering Fixed income modeling Interest-rate modeling Liquidity Multi-curve models Quantitative Finance Regulation Risk management Valuation adjustments |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114880 |
| [Cham], : Springer Open, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng
| Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng |
| Autore | Kwok, Yue Kuen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | x, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zheng, Wendong |
| Soggetto topico |
44A10 - Laplace transform [MSC 2020]
62E17 - Approximations to statistical distributions (nonasymptotic) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Credit portfolios
Derivatives pricing Financial Engineering Quantitative Finance Risk measures Saddlepoint approximation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124976 |
|
Kwok, Yue Kuen
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||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng
| Saddlepoint Approximation Methods in Financial Engineering / Yue Kuen Kwok, Wendong Zheng |
| Autore | Kwok, Yue Kuen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | x, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zheng, Wendong |
| Soggetto topico |
44A10 - Laplace transform [MSC 2020]
62E17 - Approximations to statistical distributions (nonasymptotic) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Credit portfolios
Derivatives pricing Financial Engineering Quantitative Finance Risk measures Saddlepoint approximation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124976 |
|
Kwok, Yue Kuen
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||