| 청구기호 |
HB135-147 |
| 판사항 |
1st ed. 2011.
|
| 형태사항 |
VIII, 536 p. online resource.
|
| 언어 |
English |
| 내용 |
Dynamic risk measures -- Ambit processes and stochastic partial differential equations -- Fractional processes as models in stochastic finance -- Credit contagion in a long range dependent macroeconomic factor model -- Modeling information flows in financial markets -- An overview of comonotonicity and its applications in finance and insurance -- A general maximum principle for anticipative stochastic control and applications to insider trading -- Analyticity of the Wiener-Hopf factors and valuation of exotic options in Levy models -- Optimal liquidation of a pairs trade -- A PDE-based approach or pricing mortgage-backed securities -- Nonparametric methods for volatility density estimation -- Fractional smoothness and applications in finance -- Liquidity models in continuous and discrete times -- Some new BSDE results for an infinite-horizon stochastic control problem -- Functionals associated with gradient stochastic flows and nonlinear SPDEs -- Fractional smoothness and applications in Finance modeled by F-doubly stochastic Markov chains -- Exotic derivatives under stochastic volatility models with jumps -- Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification.
|
| 주제 |
Economics, Mathematical .
Probabilities.
Macroeconomics.
Sociophysics.
Econophysics.
Statistics .
Quantitative Finance. --https://scigraph.springernature.com/ontologies/product-market-codes/M13062
Probability Theory and Stochastic Processes. --https://scigraph.springernature.com/ontologies/product-market-codes/M27004
Macroeconomics/Monetary Economics//Financial Economics. --https://scigraph.springernature.com/ontologies/product-market-codes/W32000
Data-driven Science, Modeling and Theory Building. --https://scigraph.springernature.com/ontologies/product-market-codes/P33030
Statistics for Business, Management, Economics, Finance, Insurance. --https://scigraph.springernature.com/ontologies/product-market-codes/S17010
|
| 보유판 및 특별호 저록 |
Springer Nature eBook
Printed edition: 9783642435515
Printed edition: 9783642184116
Printed edition: 9783642184130
|
| ISBN |
9783642184123 |
| 기타 표준번호 |
10.1007/978-3-642-18412-3 |
| QR CODE |
|
