Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve
| Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XV, 407 p : ill. ; 25 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
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 |
Agents
Brownian Motion Equilibrium Finance Incomplete markets Mathematical Finance Mathematics Quantitative Finance Stochastic Calculus Valuation |
| ISBN |
03-87948-39-2
978-03-87948-39-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00055728 |
Karatzas, Ioannis
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| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve
| Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XV, 407 p : ill. ; 25 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
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 |
Agents
Brownian Motion Equilibrium Finance Incomplete markets Mathematical Finance Mathematics Quantitative Finance Stochastic Calculus Valuation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298541 |
Karatzas, Ioannis
|
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| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives / Nicholas H. Bingham, Rüdiger Kiesel
| Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives / Nicholas H. Bingham, Rüdiger Kiesel |
| Autore | Bingham, Nicholas H. |
| Pubbl/distr/stampa | London, : Springer, 1998 |
| Descrizione fisica | xiv, 296 p. ; 24 cm |
| Altri autori (Persone) | Kiesel, Rüdiger |
| Soggetto topico |
90-XX - Operations research, mathematical programming [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Finance
Financial markets Incomplete markets Mathematical Finance Probability Quantitative Finance Rating Statistics Stochastic processes Valuation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298357 |
Bingham, Nicholas H.
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| London, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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