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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 |
Durrett, Richard
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 | ||
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Introductory Statistics for Business and Economic : Theory, Exercises and Solutions / Jan Ubøe
| Introductory Statistics for Business and Economic : Theory, Exercises and Solutions / Jan Ubøe |
| Autore | Ubøe, Jan |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 466 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62Fxx - Parametric inference [MSC 2020] |
| Soggetto non controllato |
Applications of statistics to business and economics
Applications to finance Combinatorics Conditional probabilities Descriptive Statistics Estimation Excel for statistics Expectation Hypothesis Testing Inference Mean and variance Option pricing Probability Theory Probability distribution Random variables Regression Statistical thinking Statistics exercises Statistics for Economics Statistics for business |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124302 |
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Ubøe, Jan
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymptotic methods
Implied volatility Large deviations Mathematical Finance Option pricing Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli
| Leveraged exchange-traded funds : price dynamics and options valuation / Tim Leung, Marco Santoli |
| Autore | Leung, Tim |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | X, 97 p. : ill. ; 24 cm |
| Altri autori (Persone) | Santoli, Marco |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] |
| Soggetto non controllato |
Exchange-traded funds
Implied volatility Leverage Leveraged portfolios Option pricing Quantitative Finance Risk horizon Tracking errors Trading strategies |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114926 |
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Leung, Tim
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Finance : Theory Review and Exercises / Emanuela Rosazza Gianin, Carlo Sgarra
| Mathematical Finance : Theory Review and Exercises / Emanuela Rosazza Gianin, Carlo Sgarra |
| Autore | Rosazza Gianin, Emanuela |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xii, 305 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sgarra, Carlo |
| Soggetto non controllato |
Arbitrage Theory
Derivatives Hedging Mathematical Finance Option pricing Stochastic Financial Models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0279519 |
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Rosazza Gianin, Emanuela
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin
| Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin |
| Autore | Itkin, Andrey L. |
| Pubbl/distr/stampa | Cham, : Birkhauser, 2017 |
| Descrizione fisica | xx, 308 p. : ill. ; 24 cm |
| Soggetto topico |
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 47N40 - Applications of operator theory in numerical analysis [MSC 2020] |
| Soggetto non controllato |
Calibration
Computational finance Finite-Difference Schemes Finite-difference methods Integral Transforms Lévy processes Option pricing Partial differential equations Quantitative Finance Stochastic skew model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123462 |
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Itkin, Andrey L.
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| Cham, : Birkhauser, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Set-Valued Stochastic Integrals and Applications / Michał Kisielewicz
| Set-Valued Stochastic Integrals and Applications / Michał Kisielewicz |
| Autore | Kisielewicz, Michał |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 281 p. : ill. ; 24 cm |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 47H04 - Set-valued operators [MSC 2020] 28B20 - Set-valued set functions and measures; integration of set-valued functions; measurable selections [MSC 2020] |
| Soggetto non controllato |
Aumann stochastic integrals
Lebesgue integrals Mathematical Finance Metric spaces Multifunctions Option pricing Stochastic differential inclusions Stochastic optimal control theory Subtrajectory integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249759 |
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Kisielewicz, Michał
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [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] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127166 |
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Franke, Jurgen
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Choe, Geon Ho
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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