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Stochastic analysis for finance with simulations / Geon Ho Choe
| Stochastic analysis for finance with simulations / Geon Ho Choe |
| Autore | Choe, Geon Ho |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXXII, 657 p. : ill. ; 24 cm. |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [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] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Binomial Tree Method
Black–Scholes–Merton Equation Brownian Motion Interest Rate Model Martingale Method Monte Carlo Method Optimal Portfolio Option pricing Quantitative Finance Stochastic Calculus Stochastic differential equations Time series |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115385 |
Choe, Geon Ho
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Volume 1 / Robert D. Richtmyer
| Volume 1 / Robert D. Richtmyer |
| Autore | Richtmyer, Robert D. |
| Pubbl/distr/stampa | Berlin, : Springer, 1978 |
| Descrizione fisica | xvi, 424 p. : ill. ; 24 cm |
| Soggetto topico |
47-XX - Operator theory [MSC 2020]
46-XX - Functional analysis [MSC 2020] 46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020] 47Axx - General theory of linear operators [MSC 2020] 60A05 - Axioms; other general questions in probability [MSC 2020] 47B10 - Linear operators belonging to operator ideals (nuclear, $p$-summing, in the Schatten-von Neumann classes, etc.) [MSC 2020] 47B25 - Linear symmetric and selfadjoint operators (unbounded) [MSC 2020] 28C20 - Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) [MSC 2020] 47B06 - Riesz operators; eigenvalue distributions; approximation numbers, $s$-numbers, Kolmogorov numbers, entropy numbers, etc. of operators [MSC 2020] 46F12 - Integral transforms in distribution spaces [MSC 2020] 46F10 - Operations with distributions and generalized functions [MSC 2020] 82B10 - Quantum equilibrium statistical mechanics (general) [MSC 2020] 81P10 - Logical foundations of quantum mechanics; quantum logic (quantum-theoretic aspects) [MSC 2020] 46C05 - Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product) [MSC 2020] 28A12 - Contents, measures, outer measures, capacities [MSC 2020] 46E30 - Spaces of measurable functions (Lp-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc) [MSC 2020] 31B10 - Integral representations, integral operators, integral equations methods in higher dimensions [MSC 2020] 47E05 - General theory of ordinary differential operators [MSC 2020] 47F05 - General theory of partial differential operators [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Conservation law Fourier transform Functionals Hamiltonian Mathematical physics Maxwell’s equations Mechanics Monte Carlo Method Potential Quantum mechanics Solutions Vector fields polarization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0260916 |
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Richtmyer, Robert D.
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| Berlin, : Springer, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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