Holdings: Advanced mathematical methods for finance

Advanced mathematical methods for finance:

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Bibliographic Details
Format:	Book
Language:	English
Published:	Berlin [u.a.] Springer 2011
Subjects:	Stochastisches Modell Finanzanalyse Risikoanalyse Finanzmathematik Aufsatzsammlung
Online Access:	Inhaltstext Inhaltsverzeichnis
Physical Description:	VIII, 536 S. graph. Darst.
ISBN:	3642184111 9783642184116

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MARC


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Record in the Search Index

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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
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ctrlnum	(OCoLC)706990237 (DE-599)DNB1009310534
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dewey-sort	3332.0151
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
format	Book
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isbn	3642184111 9783642184116
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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
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work_keys_str_mv	AT dinunnogiulia advancedmathematicalmethodsforfinance

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