Bocconi & Springer series

Material type: 図書

Author: (series editors) Sandro Salsa ... [et al.]

Publisher: Springer : Bocconi University Press

Publication date: 2011-

Material Format: Paper

Capacity, size, etc.: 25 cm

NDC: -

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Notes on use

Note (General)：: Other editors: Carlo A. Favero, Peter Müller, Lorenzo Peccati, Eckhard Platen, Wolfgang J. Runggaldier

Related materials as well as pre- and post-revision versions

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 Parameter estimation in fractional diffusion models PDE and martingale methods in option pricing Peacocks and associated martingales, with explicit constructions Wiener chaos: moments, cumulants and diagrams : a survey with computer implementation Asymptotic analysis of unstable solutions of stochastic differential equations Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics Selected topics in Malliavin calculus : chaos, divergence and so much more Stochastic calculus via regularizations PDE and martingale methods in option pricing Stochastic calculus via regularizations Selected topics in Malliavin calculus : chaos, divergence and so much more

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Paper

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
Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics
https://cir.nii.ac.jp/crid/1130301985026071195
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
PDE and martingale methods in option pricing
https://cir.nii.ac.jp/crid/1130578348768540052
Stochastic calculus via regularizations
https://cir.nii.ac.jp/crid/1130581523645939855
Selected topics in Malliavin calculus : chaos, divergence and so much more
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