Advanced mathematical methods for finance:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2011
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | VIII, 536 S. graph. Darst. |
| ISBN: | 3642184111 9783642184116 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV037188220 | ||
| 003 | DE-604 | ||
| 005 | 20111011 | ||
| 007 | t | ||
| 008 | 110127s2011 gw d||| |||| 00||| eng d | ||
| 015 | |a 11,N02 |2 dnb | ||
| 016 | 7 | |a 1009310534 |2 DE-101 | |
| 020 | |a 3642184111 |c Gb. : ca. EUR 96.25 (DE) (freier Pr.), ca. sfr 129.00 (freier Pr.) |9 3-642-18411-1 | ||
| 020 | |a 9783642184116 |c Gb. : ca. EUR 96.25 (DE) (freier Pr.), ca. sfr 129.00 (freier Pr.) |9 978-3-642-18411-6 | ||
| 024 | 3 | |a 9783642184116 | |
| 028 | 5 | 2 | |a Best.-Nr.: 80025140 |
| 035 | |a (OCoLC)706990237 | ||
| 035 | |a (DE-599)DNB1009310534 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-N2 |a DE-M382 |a DE-355 |a DE-19 |a DE-945 |a DE-11 |a DE-824 |a DE-473 | ||
| 082 | 0 | |a 332.0151 |2 22/ger | |
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 245 | 1 | 0 | |a Advanced mathematical methods for finance |c Giulia Di Nunno ... (ed.) |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2011 | |
| 300 | |a VIII, 536 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikoanalyse |0 (DE-588)4137042-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Finanzanalyse |0 (DE-588)4133000-6 |D s |
| 689 | 0 | 1 | |a Risikoanalyse |0 (DE-588)4137042-9 |D s |
| 689 | 0 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 3 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 700 | 1 | |a Di Nunno, Giulia |e Sonstige |0 (DE-588)1013121341 |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-642-18412-3 |
| 856 | 4 | 2 | |m X:MVB |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=3644392&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021102695&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-021102695 | |
Datensatz im Suchindex
| _version_ | 1805095282668470272 |
|---|---|
| adam_text |
IMAGE 1
CONTENTS
1 D Y N A M IC R I SK M E A S U R ES 1
B E A T R I CE A C C I A IO A ND I R I NA P E N N ER
2 A M B IT P R O C E S S ES A ND S T O C H A S T IC P A R T I AL D I F F
E R E N T I AL E Q U A T I O NS . . . 35
OLE E. BARNDORFF-NIELSEN, FRED ESPEN BENTH, AND ALMUT E.D. VERAART
3 FRACTIONAL PROCESSES AS MODELS IN STOCHASTIC FINANCE 75
CHRISTIAN BENDER, TOMMI SOTTINEN, AND ESKO VALKEILA
4 CREDIT CONTAGION IN A LONG RANGE DEPENDENT MACROECONOMIC FACTOR MODEL
105
FRANCESCA BIAGINI, SERENA FUSCHINI, AND CLAUDIA KLIIPPELBERG
5 MODELLING INFORMATION FLOWS IN FINANCIAL MARKETS 133
DORJE C. BRODY, LANE P. HUGHSTON, AND ANDREA MACRINA
6 AN OVERVIEW OF COMONOTONICITY AND ITS APPLICATIONS IN FINANCE AND
INSURANCE 155
GRISELDA DEELSTRA, JAN DHAENE, AND MICHELE VANMAELE
7 A GENERAL MAXIMUM PRINCIPLE FOR ANTICIPATIVE STOCHASTIC CONTROL AND
APPLICATIONS TO INSIDER TRADING 181
GIULIA DI NUNNO, OLIVIER MENOUKEU PAMEN, BERNT 0KSENDAL, AND FRANK
PROSKE
8 ANALYTICITY OF THE WIENER-HOPF FACTORS AND VALUATION OF EXOTIC OPTIONS
IN LEVY MODELS 223
ERNST EBERLEIN, KATHRIN GLAU, AND ANTONIS PAPAPANTOLEON
9 OPTIMAL LIQUIDATION OF A PAIRS TRADE 247
ERIK EKSTROEM, CARL LINDBERG, AND JOHAN TYSK
10 A PDE-BASED APPROACH FOR PRICING MORTGAGE-BACKED SECURITIES . . 257
MARCO PAPI AND MAYA BRIANI
VII
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1009310534
DIGITALISIERT DURCH
IMAGE 2
VIII CONTENTS
11 NONPARAMETRIC METHODS FOR VOLATILITY DENSITY ESTIMATION 293 BERT VAN
ES, PETER SPREIJ, AND HARRY VAN ZANTEN
12 FRACTIONAL SMOOTHNESS AND APPLICATIONS IN FINANCE 313
STEFAN GEISS AND EMMANUEL GOBET
13 LIQUIDITY MODELS IN CONTINUOUS AND DISCRETE TIME 333
SELIM GOEKAY, ALEXANDRE F. ROCH, AND H. METE SONER
14 SOME NEW BSDE RESULTS FOR AN INFINITE-HORIZON STOCHASTIC CONTROL
PROBLEM 367
YING HU AND MARTIN SCHWEIZER
15 FUNCTIONALS ASSOCIATED WITH GRADIENT STOCHASTIC FLOWS AND NONLINEAR
SPDES 397
B. IFTIMIE, M. MARINESCU, AND C. VARSAN
16 PRICING AND HEDGING OF RATING-SENSITIVE CLAIMS MODELED BY F-DOUBLY
STOCHASTIC MARKOV CHAINS 417
JACEK JAKUBOWSKI AND MARIUSZ NIEWEGLOWSKI
17 EXOTIC DERIVATIVES UNDER STOCHASTIC VOLATILITY MODELS WITH JUMPS . .
455 ALEKSANDAR MIJATOVIC AND MARTIJN PISTORIUS
18 ASYMPTOTICS OF HARA UTILITY FROM TERMINAL WEALTH UNDER PROPORTIONAL
TRANSACTION COSTS WITH DECISION LAG OR EXECUTION DELAY AND OBLIGATORY
DIVERSIFICATION 509
LUKASZ STETTNER |
| any_adam_object | 1 |
| author_GND | (DE-588)1013121341 |
| building | Verbundindex |
| bvnumber | BV037188220 |
| classification_rvk | QP 890 SK 980 |
| ctrlnum | (OCoLC)706990237 (DE-599)DNB1009310534 |
| dewey-full | 332.0151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151 |
| dewey-search | 332.0151 |
| dewey-sort | 3332.0151 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV037188220</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20111011</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110127s2011 gw d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">11,N02</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1009310534</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3642184111</subfield><subfield code="c">Gb. : ca. EUR 96.25 (DE) (freier Pr.), ca. sfr 129.00 (freier Pr.)</subfield><subfield code="9">3-642-18411-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642184116</subfield><subfield code="c">Gb. : ca. EUR 96.25 (DE) (freier Pr.), ca. sfr 129.00 (freier Pr.)</subfield><subfield code="9">978-3-642-18411-6</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783642184116</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">Best.-Nr.: 80025140</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)706990237</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1009310534</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-M382</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-473</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0151</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Advanced mathematical methods for finance</subfield><subfield code="c">Giulia Di Nunno ... (ed.)</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 536 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Di Nunno, Giulia</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)1013121341</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-642-18412-3</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">X:MVB</subfield><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=3644392&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021102695&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021102695</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV037188220 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T10:56:47Z |
| institution | BVB |
| isbn | 3642184111 9783642184116 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021102695 |
| oclc_num | 706990237 |
| open_access_boolean | |
| owner | DE-N2 DE-M382 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-945 DE-11 DE-824 DE-473 DE-BY-UBG |
| owner_facet | DE-N2 DE-M382 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-945 DE-11 DE-824 DE-473 DE-BY-UBG |
| physical | VIII, 536 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Springer |
| record_format | marc |
| spelling | Advanced mathematical methods for finance Giulia Di Nunno ... (ed.) Berlin [u.a.] Springer 2011 VIII, 536 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzanalyse (DE-588)4133000-6 s Risikoanalyse (DE-588)4137042-9 s Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s b DE-604 Di Nunno, Giulia Sonstige (DE-588)1013121341 oth Erscheint auch als Online-Ausgabe 978-3-642-18412-3 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3644392&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021102695&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Advanced mathematical methods for finance Stochastisches Modell (DE-588)4057633-4 gnd Finanzanalyse (DE-588)4133000-6 gnd Risikoanalyse (DE-588)4137042-9 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4133000-6 (DE-588)4137042-9 (DE-588)4017195-4 (DE-588)4143413-4 |
| title | Advanced mathematical methods for finance |
| title_auth | Advanced mathematical methods for finance |
| title_exact_search | Advanced mathematical methods for finance |
| title_full | Advanced mathematical methods for finance Giulia Di Nunno ... (ed.) |
| title_fullStr | Advanced mathematical methods for finance Giulia Di Nunno ... (ed.) |
| title_full_unstemmed | Advanced mathematical methods for finance Giulia Di Nunno ... (ed.) |
| title_short | Advanced mathematical methods for finance |
| title_sort | advanced mathematical methods for finance |
| topic | Stochastisches Modell (DE-588)4057633-4 gnd Finanzanalyse (DE-588)4133000-6 gnd Risikoanalyse (DE-588)4137042-9 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Stochastisches Modell Finanzanalyse Risikoanalyse Finanzmathematik Aufsatzsammlung |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3644392&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021102695&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT dinunnogiulia advancedmathematicalmethodsforfinance |