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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
26B25 - Convexity of real functions of several variables, generalizations [MSC 2020]
49N15 - Duality theory (optimization) [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 90C25 - Convex programming [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility theory |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124620 |
Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Decision Aids for Selection Problems / David L. Olson
| Decision Aids for Selection Problems / David L. Olson |
| Autore | Olson, David L. |
| Pubbl/distr/stampa | New York, : Springer, 1996 |
| Descrizione fisica | xii, 194 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Cxx - Statistical decision theory [MSC 2020] |
| Soggetto non controllato |
Automation
Business Calculus Decision making Manufacturing Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00296576 |
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Olson, David L.
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| New York, : Springer, 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Making Decisions About Liability and Insurance : A Special Issue of the Journal of Risk and Uncertainty / edited by Colin Camerer, Howard Kunreuther
| Making Decisions About Liability and Insurance : A Special Issue of the Journal of Risk and Uncertainty / edited by Colin Camerer, Howard Kunreuther |
| Pubbl/distr/stampa | Dordrecht, : Springer, : Kluwer, 1993 |
| Descrizione fisica | 139 p. : ill. ; 25 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91B06 - Decision theory [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Calculus
Decision making Linear optimization Utility Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00291193 |
| Dordrecht, : Springer, : Kluwer, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Making Decisions About Liability and Insurance : A Special Issue of the Journal of Risk and Uncertainty / edited by Colin Camerer, Howard Kunreuther
| Making Decisions About Liability and Insurance : A Special Issue of the Journal of Risk and Uncertainty / edited by Colin Camerer, Howard Kunreuther |
| Pubbl/distr/stampa | Dordrecht, : Kluwer, 1993 |
| Descrizione fisica | 139 p. : ill. ; 25 cm |
| Soggetto non controllato |
Calculus
Decision making Linear optimization Utility Utility theory |
| ISBN | 07-923939-3-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00009831 |
| Dordrecht, : Kluwer, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60F10 - Large deviations [MSC 2020] 91B16 - Utility theory [MSC 2020] 60Kxx - Special processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124381 |
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Schmidli, Hanspeter
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60Kxx - Special processes [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B16 - Utility theory [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124381 |
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Schmidli, Hanspeter
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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