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Titlebook: Advanced Mathematical Methods for Finance; Giulia Di Nunno,Bernt ?ksendal Book 2011 Springer-Verlag Berlin Heidelberg 2011 Calculus of va

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發(fā)表于 2025-3-21 17:29:33 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
期刊全稱Advanced Mathematical Methods for Finance
影響因子2023Giulia Di Nunno,Bernt ?ksendal
視頻videohttp://file.papertrans.cn/146/145906/145906.mp4
發(fā)行地址Presents new models, new methods and new results in quantitative finance.Includes an analysis of new financial products such as exotic derivatives and liquidity models.Shows an application-oriented pr
圖書封面Titlebook: Advanced Mathematical Methods for Finance;  Giulia Di Nunno,Bernt ?ksendal Book 2011 Springer-Verlag  Berlin Heidelberg 2011 Calculus of va
影響因子This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Adv
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Ambit Processes and Stochastic Partial Differential Equations,ymes have been proposed in various aspects of implantation, including hatching from the zona pellucida (e.g. McLaren 1970; Mintz 1971, 1972; Kirchner et al. 1971; Kirchner 1972; Denker 1974), adhesion of the blastocyst to the uterine epithelium (e.g., Kirchner et al. 1971; Bergstr?m 1972; Pinsker et
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Credit Contagion in a Long Range Dependent Macroeconomic Factor Model,esented shed new light on nucleolar processes.Biomedical aspThis book contains 14 original review chapters each yielding new, exciting and intriguing data about the emerging understanding of nucleolar structure and function in normal, stressed and diseased cells. The goal of this work is to provide
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An Overview of Comonotonicity and Its Applications in Finance and Insurance,ioners of nephrology. Sir Richard Bright in 1827 associated pro- with the disease that bears his name. In the subsequent more teinuria than a century and a half, however, the meaning of the linkage between proteinuria and renal disease remains elusive. Proteinuria is discovered on routine urinalysis
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,Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models,.. Neben den Determinanten wie Motivation, Pers?nlichkeit, Kompetenz und Rollenwahrnehmung wurde in Anlehnung an die Theorie des geplanten Verhaltens postuliert, dass das Verhalten des Verk?ufers von seiner Verhaltensabsicht abh?ngig ist.. Auch wird in der Literatur argumentiert, dass Verkaufsmitarb
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Optimal Liquidation of a Pairs Trade,ing the general mechanisms which produce and maintain the ECM in tissues. Wound re- pair in animals has always been a suitable "tool" for exploring these mechanisms. In such a pathologic event, the different components of the healing system can be readily observed since they are exaggerated. It has
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A PDE-Based Approach for Pricing Mortgage-Backed Securities,ith other approaches, provides invaluable information, thereby improving description of the factors responsible for the selectivity of these classes of enzymes. Different combinatorial approaches have been described in the application of libraries of peptide substrates to the study of protease speci
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