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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Financial modeling
Insurance Optimal Control Quantitative Finance Risk management Statistics |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115381 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | X, 225 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [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-SUN0115381 |
| X, 225 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXVI, 503 p. : ill. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Financial mathematics
Ordinary differential equations Partial differential equations Quantitative Finance Stochastic Analysis Stochastic Optimization Terry Lyons |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104060 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XXVI, 503 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 8-3-319-11291-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0104060 |
| XXVI, 503 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic equations in infinite dimensions / Giuseppe Da Prato, Jerzy Zabczyk
| Stochastic equations in infinite dimensions / Giuseppe Da Prato, Jerzy Zabczyk |
| Autore | Da Prato, Giuseppe |
| Pubbl/distr/stampa | Cambridge, : Cambridge University, 1992 |
| Descrizione fisica | XVIII, 454 p. ; 24 cm. |
| Altri autori (Persone) | Zabczyk, Jerzy |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 978-05-213-8529-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054660 |
Da Prato, Giuseppe
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| Cambridge, : Cambridge University, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic equations in infinite dimensions / Giuseppe Da Prato, Jerzy Zabczyk
| Stochastic equations in infinite dimensions / Giuseppe Da Prato, Jerzy Zabczyk |
| Autore | Da Prato, Giuseppe |
| Pubbl/distr/stampa | Cambridge, : Cambridge University, 1992 |
| Descrizione fisica | XVIII, 454 p. ; 24 cm |
| Altri autori (Persone) | Zabczyk, Jerzy |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 978-05-213-8529-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0054660 |
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Da Prato, Giuseppe
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| Cambridge, : Cambridge University, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic neuron models / Priscilla E. Greenwood, Lawrence M. Ward
| Stochastic neuron models / Priscilla E. Greenwood, Lawrence M. Ward |
| Autore | Greenwood, Priscilla E. |
| Pubbl/distr/stampa | Cham, : Springer, : Mathematical biosciences Institute at the Ohio state university, 2016 |
| Descrizione fisica | X, 75 p. : ill. ; 24 cm |
| Altri autori (Persone) | Ward, Lawrence M. |
| Soggetto topico |
92C20 - Neural biology [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 37H10 - Generation, random and stochastic difference and differential equations [MSC 2020] 62P10 - Applications of statistics to biology and medical sciences; meta analysis [MSC 2020] 60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] 39A21 - Oscillation theory for difference equations [MSC 2020] |
| Soggetto non controllato |
Excitation-inhibition interaction
Model neuron Neural system Reaction-diffusion Stochastic Facilitation Stochasticity Synchronization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115393 |
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Greenwood, Priscilla E.
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| Cham, : Springer, : Mathematical biosciences Institute at the Ohio state university, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic neuron models / Priscilla E. Greenwood, Lawrence M. Ward
| Stochastic neuron models / Priscilla E. Greenwood, Lawrence M. Ward |
| Autore | Greenwood, Priscilla E. |
| Edizione | [Cham : Springer : Mathematical biosciences Institute at the Ohio state university, 2016] |
| Pubbl/distr/stampa | X, 75 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Ward, Lawrence M. |
| Soggetto topico |
92C20 - Neural biology [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 37H10 - Generation, random and stochastic difference and differential equations [MSC 2020] 62P10 - Applications of statistics to biology and medical sciences; meta analysis [MSC 2020] 60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] 39A21 - Oscillation theory for difference equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115393 |
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Greenwood, Priscilla E.
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| X, 75 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | VIII, 360 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial differential equations Stochastic Analysis Weather |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Edizione | [Cham : Springer, 2016] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115395 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
-
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
(42)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (16)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (10)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (8)
- 91G80 - Financial applications of other theories [MSC 2020] (8)