Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Stochastic Processes and Financial Mathematics / Ludger Rüschendorf
| Stochastic Processes and Financial Mathematics / Ludger Rüschendorf |
| Autore | Ruschendorf, Ludger |
| Pubbl/distr/stampa | Berlin, : Springer, 2023 |
| Descrizione fisica | ix, 304 p. : ill. ; 24 cm |
| Soggetto non controllato |
Black-Scholes model
Donsker theorem Exponential levy models Itô-Formula Martingales and semi-martingales Optimal hedging strategies Option pricing Option valuation in complete and incomplete markets Portfolio optimization Skorohods embedding theorem Stochastic Analysis Stochastic Integrals Utility optimization |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0278549 |
Ruschendorf, Ludger
|
||
| Berlin, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Processes and Financial Mathematics / Ludger Rüschendorf
| Stochastic Processes and Financial Mathematics / Ludger Rüschendorf |
| Autore | Ruschendorf, Ludger |
| Pubbl/distr/stampa | Berlin, : Springer, 2023 |
| Descrizione fisica | ix, 304 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - 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 |
Black-Scholes model
Donsker theorem Exponential levy models Itô-Formula Martingales and semi-martingales Optimal hedging strategies Option pricing Option valuation in complete and incomplete markets Portfolio optimization Skorohods embedding theorem Stochastic Analysis Stochastic Integrals Utility optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00278549 |
|
Ruschendorf, Ludger
|
||
| Berlin, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||