Bocconi & Springer series

• Material Type: 図書
• Title: Bocconi & Springer series
• Author/Editor: (series editors) Sandro Salsa ... [et al.]
• Author Heading: Salsa, S.; https://ci.nii.ac.jp/author/DA14988135
• Publication, Distribution, etc.: Springer : Bocconi University Press
• Publication Date: 2011-
• Publication Date (W3CDTF): 2011
• Size: 25 cm
• Alternative Title: Bocconi & Springer series : mathematics, statitistics, finance and economics; B&SS
• Place of Publication (Country Code): it
• Target Audience: 一般
• Note (General): Other editors: Carlo A. Favero, Peter Müller, Lorenzo Peccati, Eckhard Platen, Wolfgang J. Runggaldier
• Related Material: Functionals of multidimensional diffusions with applications to finance; https://cir.nii.ac.jp/crid/1130000795535860608; Affine diffusions and related processes : simulation, theory and applications; https://cir.nii.ac.jp/crid/1130000796436328704; Selected aspects of fractional brownian motion; https://cir.nii.ac.jp/crid/1130000797173360640; Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics; https://cir.nii.ac.jp/crid/1130011916196732562; Stochastic analysis for poisson ‎point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry; https://cir.nii.ac.jp/crid/1130282269440393856; Parameter estimation in fractional diffusion models; https://cir.nii.ac.jp/crid/1130282270584865792; PDE and martingale methods in option pricing; https://cir.nii.ac.jp/crid/1130282270833742976; Peacocks and associated martingales, with explicit constructions; https://cir.nii.ac.jp/crid/1130282272458367104; Wiener chaos: moments, cumulants and diagrams : a survey with computer implementation; https://cir.nii.ac.jp/crid/1130282273180471168; Asymptotic analysis of unstable solutions of stochastic differential equations; https://cir.nii.ac.jp/crid/1130285378499456000; Selected topics in Malliavin calculus : chaos, divergence and so much more; https://cir.nii.ac.jp/crid/1130574323846272434; Stochastic calculus via regularizations; https://cir.nii.ac.jp/crid/1130575794469887494; https://cir.nii.ac.jp/crid/1130578348768540052; https://cir.nii.ac.jp/crid/1130581523645939855; https://cir.nii.ac.jp/crid/1130860907726142254
• Related Material (URI): https://ci.nii.ac.jp/ncid/BB04466702#entity
• Data Provider (Database): 国立情報学研究所 : CiNii Research
• Original Data Provider (Database): CiNii Books; https://ci.nii.ac.jp/books
• NCID: https://ci.nii.ac.jp/ncid/BB04466702 : BB04466702

Table of Contents

Functionals of multidimensional diffusions with applications to finance

Affine diffusions and related processes : simulation, theory and applications

Selected aspects of fractional brownian motion

Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics

Stochastic analysis for poisson ‎point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry