Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector |
Autore | Antonov, Alexandre |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | ix, 127 p. : ill. ; 24 cm |
Altri autori (Persone) |
Konikov, Michael
Spector, Michael |
Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
Soggetto non controllato |
Bessel process
Interest Rates Options Quantitative Finance SABR Skew Smile Stochastic volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127033 |
Antonov, Alexandre | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector |
Autore | Antonov, Alexandre |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | ix, 127 p. : ill. ; 24 cm |
Altri autori (Persone) |
Konikov, Michael
Spector, Michael |
Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
Soggetto non controllato |
Bessel process
Interest Rates Options Quantitative Finance SABR Skew Smile Stochastic volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127033 |
Antonov, Alexandre | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistics for Engineers : An Introduction with Examples from Practice / Hartmut Schiefer, Felix Schiefer |
Autore | Schiefer, Hartmut |
Pubbl/distr/stampa | Wiesbaden, : Springer, 2021 |
Descrizione fisica | xiv, 130 p. : ill. ; 24 cm |
Altri autori (Persone) | Schiefer, Felix |
Soggetto topico |
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020]
62-XX - Statistics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
Soggetto non controllato |
Chi-Square Independence Test
Confidence Interval Error calculation Normal distribution Null hypothesis Partial Correlation Significance level Skew Standard deviation Test plan Variance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274307 |
Schiefer, Hartmut | ||
Wiesbaden, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistics for Engineers : An Introduction with Examples from Practice / Hartmut Schiefer, Felix Schiefer |
Autore | Schiefer, Hartmut |
Pubbl/distr/stampa | Wiesbaden, : Springer, 2021 |
Descrizione fisica | xiv, 130 p. : ill. ; 24 cm |
Altri autori (Persone) | Schiefer, Felix |
Soggetto topico |
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020]
62-XX - Statistics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
Soggetto non controllato |
Chi-Square Independence Test
Confidence Interval Error calculation Normal distribution Null hypothesis Partial Correlation Significance level Skew Standard deviation Test plan Variance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00274307 |
Schiefer, Hartmut | ||
Wiesbaden, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|