Paris-Princeton lectures on mathematical finance 2002 / Peter Bank ... [et al.] ; editorial committee: R.A. Carmona ... [et al.] |
Pubbl/distr/stampa | Berlin, : Springer, 2003 |
Descrizione fisica | X, 172 p. ; 24 cm |
Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
Soggetto non controllato |
American options
Consumption Duality Dynamic Programming Mathematical Finance Mathematics Modeling Modeling financial markets Quantitative Finance Sets Super-replication |
ISBN | 978-35-404-0193-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0052109 |
Berlin, : Springer, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
Pubbl/distr/stampa | Berlin, : Springer, 2004 |
Descrizione fisica | VIII, 250 p. ; 24 cm |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
Soggetto non controllato |
Defaultable claims
Geometry Hedging Interest Rate Models Mathematical Finance Mathematics Quantitative Finance |
ISBN | 978-35-402-2266-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0046406 |
Berlin, : Springer, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2004 / René A. Carmona ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | X, 244 p. ; 24 cm |
Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
Soggetto non controllato |
Deviations in finance and insurance
Dynamic models Equity markets Finance Insider Trading Insurance Mathematical Finance Mathematics Quantitative Finance Volatility |
ISBN | 978-35-407-3326-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0065637 |
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2010 / A. Cousin ... [et al.] editors |
Pubbl/distr/stampa | Berlin, : Springer, 2011 |
Descrizione fisica | X, 359 p. : ill. ; 24 cm |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
CDO tranches in a Markovian environment
Mean field games and applications Pricing Equations in Finance Quantitative Finance The Skorokhod Embedding Problem |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0086896 |
Berlin, : Springer, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
Edizione | [Cham : Springer, 2013] |
Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0096074 |
IX, 316 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin |
Autore | Itkin, Andrey L. |
Pubbl/distr/stampa | Cham, : Birkhauser, 2017 |
Descrizione fisica | xx, 308 p. : ill. ; 24 cm |
Soggetto topico |
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 47N40 - Applications of operator theory in numerical analysis [MSC 2020] |
Soggetto non controllato |
Calibration
Computational finance Finite-Difference Schemes Finite-difference methods Integral Transforms Lévy processes Option pricing Partial differential equations Quantitative Finance Stochastic skew model |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123462 |
Itkin, Andrey L. | ||
Cham, : Birkhauser, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Progress in industrial mathematics at ECMI 2012 / Magnus Fontes, Michael Günther, Nicole Marheineke editors |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XXII, 460 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
00A69 - General applied mathematics [MSC 2020] |
Soggetto non controllato |
Circuit and Electromagnetic Device Simulation
Fluids Life and Environmental Sciences Ordinary differential equations Partial differential equations Production Processes Quantitative Finance Uncertainties and Stochastics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103381 |
Cham, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Quantitative analysis and IBM® SPSS® statistics : a guide for business and finance / Abdulkader Aljandali |
Autore | Aljandali, Abdulkader |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XXI, 184 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Big Data
Correlation Data analysis Diagnostic Forecast Kruskal-Wallis test Logistic Regression Mann-Whitney test Multivariate Regression Quantitative Finance SPSS Univariate frequencies |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115287 |
Aljandali, Abdulkader | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Quantitative Investing : From Theory to Industry / Lingjie Ma |
Autore | Ma, Lingjie |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xvii, 445 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G15 - Financial markets [MSC 2020] |
Soggetto non controllato |
Finance
Industry approach Investing Investment Quantitative Finance R Programming Real-world data |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249681 |
Ma, Lingjie | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Quantitative Portfolio Management : with Applications in Python / Pierre Brugière |
Autore | Brugière, Pierre |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G10 - Portfolio theory [MSC 2020] |
Soggetto non controllato |
APT models
Factor models Markowitz theory Principal component analysis Python code Quantitative Finance Risk measures |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249686 |
Brugière, Pierre | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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