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Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]]
| Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]] |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xxv, 395 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black–Scholes–Merton Model
Commodities Equities and Equity Indices Financial markets Foreign Exchange Instruments Investment Funds Local Volatility Model Options Stochastic volatility models Structured Products |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127292 |
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]]
| Financial Mathematics, Derivatives and Structured Products / Raymond H. Chan … [et al.]] |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xxv, 395 p. : ill. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black–Scholes–Merton Model
Commodities Equities and Equity Indices Financial markets Foreign Exchange Instruments Investment Funds Local Volatility Model Options Stochastic volatility models Structured Products |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127292 |
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heat Kernel method and its applications / Ivan G. Avramidi
| Heat Kernel method and its applications / Ivan G. Avramidi |
| Autore | Avramidi, Ivan G. |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2015 |
| Descrizione fisica | XIX, 390 p. : ill. ; 24 cm |
| Soggetto topico |
58-XX - Global analysis, analysis on manifolds [MSC 2020]
35-XX - Partial differential equations [MSC 2020] 35K05 - Heat equation [MSC 2020] 81Q20 - Semiclassical techniques including WKB and Maslov methods applied to problems in quantum theory [MSC 2020] 58J37 - Perturbations of PDEs on manifolds; asymptotics [MSC 2020] 35K10 - Second-order parabolic equations [MSC 2020] 58J05 - Elliptic equations on manifolds, general theory [MSC 2020] 58J35 - Heat and other parabolic equation methods for PDEs on manifolds [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] 35K08 - Heat kernel [MSC 2020] 35K67 - Singular parabolic equations [MSC 2020] 35Q91 - PDEs in connection with game theory, economics, social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Heat equations
Heat kernel Partial differential equations Semi-classical approximation Singular Perturbations Spectral asymptotics Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113894 |
Avramidi, Ivan G.
|
||
| [Cham], : Birkhäuser, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heat Kernel method and its applications / Ivan G. Avramidi
| Heat Kernel method and its applications / Ivan G. Avramidi |
| Autore | Avramidi, Ivan G. |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2015 |
| Descrizione fisica | XIX, 390 p. : ill. ; 24 cm |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
35K05 - Heat equation [MSC 2020] 35K08 - Heat kernel [MSC 2020] 35K10 - Second-order parabolic equations [MSC 2020] 35K67 - Singular parabolic equations [MSC 2020] 35Q91 - PDEs in connection with game theory, economics, social and behavioral sciences [MSC 2020] 58-XX - Global analysis, analysis on manifolds [MSC 2020] 58J05 - Elliptic equations on manifolds, general theory [MSC 2020] 58J35 - Heat and other parabolic equation methods for PDEs on manifolds [MSC 2020] 58J37 - Perturbations of PDEs on manifolds; asymptotics [MSC 2020] 81Q20 - Semiclassical techniques including WKB and Maslov methods applied to problems in quantum theory [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] |
| Soggetto non controllato |
Heat equations
Heat kernel Partial Differential Equations Semi-classical approximation Singular Perturbations Spectral asymptotics Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113894 |
|
Avramidi, Ivan G.
|
||
| [Cham], : Birkhäuser, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal
| Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal |
| Autore | Bishwal, Jaya P. N. |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xxx, 613 p. : ill. ; 24 cm |
| Soggetto non controllato |
Approximate maximum likelihood method
Asymptotic Theory Berry-Esseen bounds Discrete Observations Fractional Brownian motion Fractional Levy poses High-frequency data Ito stochastic differential equations Long memory Minimum contrast method Parameter Estimation Partially observed models Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277984 |
|
Bishwal, Jaya P. N.
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||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal
| Parameter Estimation in Stochastic Volatility Models / Jaya P. N. Bishwal |
| Autore | Bishwal, Jaya P. N. |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xxx, 613 p. : ill. ; 24 cm |
| Soggetto non controllato |
Approximate maximum likelihood method
Asymptotic Theory Berry-Esseen bounds Discrete Observations Fractional Brownian motion Fractional Levy poses High-frequency data Ito stochastic differential equations Long memory Minimum contrast method Parameter Estimation Partially observed models Stochastic volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00277984 |
|
Bishwal, Jaya P. N.
|
||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||