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Esercizi di finanza matematica / Emanuela Rosazza Gianin, Carlo Sgarra
| Esercizi di finanza matematica / Emanuela Rosazza Gianin, Carlo Sgarra |
| Autore | Rosazza Gianin, Emanuela |
| Pubbl/distr/stampa | Milano, : Springer, 2007 |
| Descrizione fisica | IX, 184 p. ; 24 cm |
| Altri autori (Persone) | Sgarra, Carlo |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Binomials
Finanza matematica Finanza quantitativa Matematica applicata Probabilità applicata Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0100375 |
Rosazza Gianin, Emanuela
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| Milano, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
| Autore | Barucci, Emilio |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2017 |
| Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
| Altri autori (Persone) | Fontana, Claudio |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Asset pricing Capital asset pricing model Equity premium puzzle Information in financial markets Market efficiency Market equilibrium Market microstructure Portfolio selection Quantitative Finance Risk factors |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123746 |
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Barucci, Emilio
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| London, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Financial Risk Management for Cryptocurrencies / Eline Van der Auwera ... [et al.]
| Financial Risk Management for Cryptocurrencies / Eline Van der Auwera ... [et al.] |
| Autore | Auwera, Eline : Van der |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 114 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] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91B38 - Production theory, theory of the firm [MSC 2020] |
| Soggetto non controllato |
Asset Management
Banking Blockchain Cryptocurrencies Digital Finance FinTech Finance Financial Engineering Innovation Investments and securities Portfolio management Quantitative Finance Risk management Trading |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249134 |
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Auwera, Eline : Van der
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Finanza matematica : teoria e problemi per modelli multiperiodali / Andrea Pascucci, Wolfgang J. Runggaldier
| Finanza matematica : teoria e problemi per modelli multiperiodali / Andrea Pascucci, Wolfgang J. Runggaldier |
| Autore | Pascucci, Andrea |
| Pubbl/distr/stampa | Milano, : Springer, 2009 |
| Descrizione fisica | IX, 264 p. ; 24 cm |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Finanza matematica
Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0100400 |
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Pascucci, Andrea
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| Milano, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou
| Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou |
| Autore | Kyprianou, Andreas E. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2014 |
| Descrizione fisica | XVIII, 455 p. : ill. ; 24 cm |
| Soggetto topico |
60G50 - Sums of independent random variables; random walks [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
| Soggetto non controllato |
Potential analysis
Probability Theory Quantitative Finance Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104126 |
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Kyprianou, Andreas E.
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| Berlin, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
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 |
Backward Stochastic Partial Differential Equations
Black's Consol Rate Conjecture Boundary Value Problems Forward-Backward Stochastic Differential Equations Four Step Scheme Nodal Solutions Partial differential equations Quantitative Finance |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054455 |
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Ma, Jin <1956- >
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Analysis to Visualization : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / David H. Bailey ... [et al.] editors
| From Analysis to Visualization : A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / David H. Bailey ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxv, 439 p. : ill. ; 24 cm |
| Soggetto topico |
11-XX - Number theory [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 26-XX - Real functions [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 33-XX - Special functions [MSC 2020] 97-XX - Mathematics education [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Applied analysis
Commemorative Jonathan Borwein Experimental mathematics Financial mathematics Math education Number theory Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249182 |
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
| Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123977 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126881 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [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 |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114788 |
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Bouchard, Bruno
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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