Dependence in probability and statistics : a survey of recent results (Oberwolfach, 1985) / eds. Ernst Eberlein, Murad S. Taqqu |
Autore | Eberlein, Ernst |
Pubbl/distr/stampa | Boston : Birkhäuser, 1986 |
Descrizione fisica | xi, 473 p. ; 23 cm. |
Disciplina | 519.2 |
Altri autori (Persone) | Taqqu, Murad S. |
Collana | Progress in probability and statistics ; 11 |
Soggetto topico |
Mathematical statistics
Probability theory Random variables |
ISBN | 0817633235 |
Classificazione |
AMS 60-06
AMS 60-XX QA273.18.D47 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000808939707536 |
Eberlein, Ernst | ||
Boston : Birkhäuser, 1986 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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Mathematical Finance / Ernst Eberlein, Jan Kallsen |
Autore | Eberlein, Ernst |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvii, 772 p. : ill. ; 24 cm |
Altri autori (Persone) | Kallsen, Jan |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Affine processes
Derivatives Financial modelling Hedging Interest rate theory Lévy processes Mathematical Finance Optimal investment Quantitative Finance Semimartingales Stochastic Calculus Stochastic Controls |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126983 |
Eberlein, Ernst | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Mathematical Finance / / by Ernst Eberlein, Jan Kallsen |
Autore | Eberlein Ernst |
Edizione | [1st ed. 2019.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (774 pages) |
Disciplina | 330.0151 |
Collana | Springer Finance |
Soggetto topico |
Social sciences - Mathematics
Probabilities Financial engineering Financial risk management Mathematics in Business, Economics and Finance Probability Theory Financial Engineering Risk Management |
ISBN | 3-030-26106-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models. |
Record Nr. | UNINA-9910364957503321 |
Eberlein Ernst | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Mathematical Finance / Ernst Eberlein, Jan Kallsen |
Autore | Eberlein, Ernst |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvii, 772 p. : ill. ; 24 cm |
Altri autori (Persone) | Kallsen, Jan |
Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
Soggetto non controllato |
Affine processes
Derivatives Financial modelling Hedging Interest rate theory Lévy processes Mathematical Finance Optimal investment Quantitative Finance Semimartingales Stochastic Calculus Stochastic Controls |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00126983 |
Eberlein, Ernst | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Mathematical Finance / Ernst Eberlein, Jan Kallsen |
Autore | Eberlein, Ernst |
Edizione | [Cham : Springer, 2019] |
Pubbl/distr/stampa | xvii, 772 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Kallsen, Jan |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0126983 |
Eberlein, Ernst | ||
xvii, 772 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|