Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124616 |
Jarrow, Robert A.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Edizione | [Cham : Springer, 2018] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124616 |
|
Jarrow, Robert A.
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Currents in industrial mathematics : from concepts to research to education / Helmut Neunzert, Dieter Prätzel-Wolters editors ; translated from german by William Uber
| Currents in industrial mathematics : from concepts to research to education / Helmut Neunzert, Dieter Prätzel-Wolters editors ; translated from german by William Uber |
| Edizione | [Berlin] |
| Pubbl/distr/stampa | VIII, 437 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
76-XX - Fluid mechanics [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 00A07 - Problem books [MSC 2020] 00A69 - General applied mathematics [MSC 2020] 00A35 - Methodology of mathematics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 97-XX - Mathematics education [MSC 2020] 01A74 - History of mathematics at institutions and academies (non-university) [MSC 2020] 00-XX - General and overarching topics; collections [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 68T09 - Computational aspects of data analysis and big data [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-SUN0113950 |
| VIII, 437 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Currents in industrial mathematics : from concepts to research to education / Helmut Neunzert, Dieter Prätzel-Wolters editors ; translated from german by William Uber
| Currents in industrial mathematics : from concepts to research to education / Helmut Neunzert, Dieter Prätzel-Wolters editors ; translated from german by William Uber |
| Edizione | [Berlin] |
| Pubbl/distr/stampa | VIII, 437 p., : ill. ; 24 cm |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
76-XX - Fluid mechanics [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 00A07 - Problem books [MSC 2020] 00A69 - General applied mathematics [MSC 2020] 00A35 - Methodology of mathematics [MSC 2020] 00A71 - General theory of mathematical modeling [MSC 2020] 97-XX - Mathematics education [MSC 2020] 01A74 - History of mathematics at institutions and academies (non-university) [MSC 2020] 00-XX - General and overarching topics; collections [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 68T09 - Computational aspects of data analysis and big data [MSC 2020] |
| Soggetto non controllato |
Fraunhofer Institute
Industrial mathematics Mathematic modelling Optimization Simulation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113950 |
| VIII, 437 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Doubly Stochastic Poisson Processes / Jan Grandell
| Doubly Stochastic Poisson Processes / Jan Grandell |
| Autore | Grandell, Jan |
| Pubbl/distr/stampa | Berlin, : Springer, 1976 |
| Descrizione fisica | x, 234 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Poisson processes
Random measures Random variables |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0256836 |
|
Grandell, Jan
|
||
| Berlin, : Springer, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | x, 150 p. ; 24 cm |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Arbitrages
Enlargement of filtration Honest times Jumping martingales Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124142 |
|
Aksamit, Anna
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc
| Enlargement of Filtration with Finance in View / Anna Aksamit, Monique Jeanblanc |
| Autore | Aksamit, Anna |
| Edizione | [Cham : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Jeanblanc, Monique |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 91G40 - Credit risk [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124142 |
|
Aksamit, Anna
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Essentials of stochastic processes / Richard Durrett
| Essentials of stochastic processes / Richard Durrett |
| Autore | Durrett, Richard |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
| Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114726 |
|
Durrett, Richard
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Essentials of stochastic processes / Richard Durrett
| Essentials of stochastic processes / Richard Durrett |
| Autore | Durrett, Richard |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
| Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114726 |
|
Durrett, Richard
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fractal geometry and stochastics 3. / Christoph Bandt, Umberto Mosco, Martina Zahle eds
| Fractal geometry and stochastics 3. / Christoph Bandt, Umberto Mosco, Martina Zahle eds |
| Pubbl/distr/stampa | Basel, : Birkhäuser, 2004 |
| Descrizione fisica | X, 262 p. ; 24 cm. |
| Soggetto topico |
53C65 - Integral geometry; differential forms, currents, etc. [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020] 28Axx - Classical measure theory [MSC 2020] 20H10 - Fuchsian groups and their generalizations (group-theoretic aspects) [MSC 2020] 26E25 - Set-valued functions [MSC 2020] 37C45 - Dimension theory of smooth dynamical systems [MSC 2020] |
| ISBN | 8-3-0348-9612-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0045579 |
| Basel, : Birkhäuser, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
