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Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | x, 150 p. ; 24 cm |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Arbitrages
Enlargement of filtration Honest times Jumping martingales Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124142 |
Aksamit, Anna
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | x, 150 p. ; 24 cm |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J65 - Brownian motion [MSC 2020] 91B44 - Economics of information [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Arbitrages
Enlargement of filtration Honest times Jumping martingales Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124142 |
|
Aksamit, Anna
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
| From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor |
| Pubbl/distr/stampa | Singapore, : Springer, : BICMR, 2020 |
| Descrizione fisica | vii, 248 p. : ill. ; 24 cm |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Branching processes
Copula models in finance Enlargement of filtration Mathematical Finance Non-linear expectation Risk measure Risk menagement Stochastic Analysis Stochastic processes XVA analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250136 |
| Singapore, : Springer, : BICMR, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
| From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor |
| Pubbl/distr/stampa | Singapore, : Springer, : BICMR, 2020 |
| Descrizione fisica | vii, 248 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Branching processes
Copula models in finance Enlargement of filtration Mathematical Finance Non-linear expectation Risk measure Risk menagement Stochastic Analysis Stochastic processes XVA analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250136 |
| Singapore, : Springer, : BICMR, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126881 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60Axx - Foundations of probability theory [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126881 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor |
| Autore | Mansuy, Roger |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XIII, 158 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian filtration Enlargement of filtration Filtration Helium-Atom-Streuung Martingales Stochastic Calculus Stopping times |
| ISBN | 978-35-402-9407-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0047441 |
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Mansuy, Roger
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| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor |
| Autore | Mansuy, Roger |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XIII, 158 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian filtration Enlargement of filtration Filtration Helium-Atom-Streuung Martingales Stochastic Calculus Stopping times |
| ISBN | 978-35-402-9407-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00047441 |
|
Mansuy, Roger
|
||
| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||