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Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu
| Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
| Autore | Carr, Peter |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhu, Qiji J. |
| Soggetto topico |
90C25 - Convex programming [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 52A41 - Convex functions and convex programs in convex geometry [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 49N15 - Duality theory (optimization) [MSC 2020] 26B25 - Convexity of real functions of several variables, generalizations [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Arbitrage
Asset pricing Convex duality Fenchel conjugate Financial derivatives Financial markets Hedging Lagrange multipliers Martingale measure Quantitative Finance Risk measures Utility function |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124620 |
Carr, Peter
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu
| Dynamic Optimization and Mathematical Economics / edited by Pan-Tai Liu |
| Pubbl/distr/stampa | New York, : Plenum, 1980 |
| Descrizione fisica | x, 269 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Calculus Conflict Dynamics Growth Mathematical Economics Modeling Optimal Control Optimization Research Sets Stabilization Time |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268323 |
| New York, : Plenum, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor
| Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor |
| Autore | Boguslavskiy, Josif A. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | xx, 201 p. ; 24 cm |
| Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
37Mxx - Approximation methods and numerical treatment of dynamical systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 65L09 - Numerical methods of inverse problems involving ordinary differential equations [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Aerospatial Dynamics
Asset pricing Biological Sequence Analysis Hidden Markov Model Inverse Problems Parameter Estimation Polynomial Approximation Speech Recognition |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0162131 |
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Boguslavskiy, Josif A.
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| Cham, : Springer, 2016 | ||
| 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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Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin
| Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
| Autore | Menoncin, Francesco |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
| Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275263 |
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Menoncin, Francesco
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic calculus with infinitesimals / Frederik S. Herzberg
| Stochastic calculus with infinitesimals / Frederik S. Herzberg |
| Autore | Herzberg, Frederik S. |
| Edizione | [Berlin : Springer, 2013] |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 03H05 - Nonstandard models in mathematics [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] 81Q30 - Feynman integrals and graphs; applications of algebraic topology and algebraic geometry [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Feynman Path Integral Infinitesimals Internal Set Theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0096220 |
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Herzberg, Frederik S.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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