Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector
| 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
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| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics for Engineers : An Introduction with Examples from Practice / Hartmut Schiefer, Felix Schiefer
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics for Engineers : An Introduction with Examples from Practice / Hartmut Schiefer, Felix Schiefer
| 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 distributions 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||