Short Review of Probability and of Stochastic Processes (English)
- New search for: Rosazza Gianin, Emanuela
- New search for: Sgarra, Carlo
- New search for: Rosazza Gianin, Emanuela
- New search for: Sgarra, Carlo
In:
Mathematical Finance
: Theory Review and Exercises
;
Chapter: 1
;
1-16
;
2023
- Article/Chapter (Book) / Electronic Resource
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Title:Short Review of Probability and of Stochastic Processes
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Additional title:UNITEXT
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Contributors:Rosazza Gianin, Emanuela ( author ) / Sgarra, Carlo ( author )
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Published in:Mathematical Finance : Theory Review and Exercises ; Chapter: 1 ; 1-16UNITEXT ; 149 ; 1-16La Matematica per il 3+2 ; 1-16
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Publisher:
- New search for: Springer Nature Switzerland
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Place of publication:Cham
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Publication date:2023-02-20
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Size:16 pages
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ISBN:
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DOI:
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Type of media:Article/Chapter (Book)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Short Review of Probability and of Stochastic ProcessesRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 2
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Portfolio Optimization in Discrete-Time ModelsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 3
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Binomial Model for Option PricingRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 4
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Absence of Arbitrage and Completeness of Market ModelsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 5
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Itô’s Formula and Stochastic Differential EquationsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 6
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Partial Differential Equations in FinanceRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 7
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Black-Scholes Model for Option Pricing and Hedging StrategiesRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 8
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American OptionsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 9
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Exotic OptionsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 10
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Interest Rate ModelsRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 11
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Pricing Models Beyond Black-ScholesRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023
- 12
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Risk Measures: Value at Risk and BeyondRosazza Gianin, Emanuela / Sgarra, Carlo et al. | 2023