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A Celebration of the Ties That Bind Us: Connections Between Actuarial Science and Mathematical Finance
| A Celebration of the Ties That Bind Us: Connections Between Actuarial Science and Mathematical Finance |
| Autore | Albert Cohen (Ed.) |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2018 |
| Descrizione fisica | 1 electronic resource (216 p.) |
| Soggetto non controllato |
Actuarial Science
Risk Management Mathematical Finance |
| ISBN | 3-03842-734-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Celebration of the Ties That Bind Us |
| Record Nr. | UNINA-9910765754403321 |
Albert Cohen (Ed.)
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| MDPI - Multidisciplinary Digital Publishing Institute, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 / Jaime A. Londoño, José Garrido, Monique Jeanblanc editors
| Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 / Jaime A. Londoño, José Garrido, Monique Jeanblanc editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [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] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Actuarial sciences
Applied probability Mathematical Finance Quantitative Finance Statistical techniques in finance and actuarial science |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124093 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors
| Advanced modelling in mathematical finance : in honour of Ernst Eberlein / Jan Kallsen, Antonis Papapantoleon editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXIV, 496 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 91G70 - Statistical methods; risk measures [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] 91G10 - Portfolio theory [MSC 2020] 91G40 - Credit risk [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Advanced stochastic models
Ernst Eberlein Festschrift Mathematical Finance Option pricing and hedging Processes with jumps Quantitative Finance Statistics Term structure models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114265 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
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Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors
| Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | xii, 521 p. : ill. ; 24 cm |
| Soggetto topico |
60K25 - Queueing theory (aspects of probability theory) [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60K30 - Applications of queueing theory (congestion, allocation, storage, traffic, etc.) [MSC 2020] 62Hxx - Multivariate analysis [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 90B05 - Inventory, storage, reservoirs [MSC 2020] |
| Soggetto non controllato |
Analysis
Applied probability Collatz–Wielandt formula DUS transformation Donsker–Varadhan formula MAP risk model Mathematical Finance Queueing system Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250083 |
| Singapore, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang
| Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
| Autore | Zhang, Jianfeng |
| Pubbl/distr/stampa | New York, : Springer, 2017 |
| Descrizione fisica | xv, 386 p. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Differential Equations
Economic Theory, Quantitative Economics, Mathematical Methods Game Theory, Economics Social and Behavioral Science Mathematical Finance Nonlinear expectations Numerical Analysis Parabolic partial differential equations Partial differential equations Path Dependent Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance Second Order Backward Stochastic Differential Equations Stochastic Controls Stochastic differential equations Viscosity solutions Weak Formulation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123804 |
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Zhang, Jianfeng
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| New York, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Jarrow, Robert A.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Essentials of stochastic processes / Richard Durrett
| Essentials of stochastic processes / Richard Durrett |
| Autore | Durrett, Richard |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
| Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114726 |
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Durrett, Richard
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 | ||
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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
| Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123977 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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