9783319385129 - large deviations and asymptotic methods in finance: 110 (11 risultati)

Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Large Deviations and Asymptotic Methods in Finance
Friz, Peter K. (EDT); Gatheral, Jim (EDT); Gulisashvili, Archil (EDT); Jacquier, Antoine (EDT); Teichmann, Josef (EDT)
Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Taschenbuch. Condizione: Neu. Large Deviations and Asymptotic Methods in Finance | Peter K. Friz (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | ix | Englisch | 2016 | Springer | EAN 9783319385129 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[do…t]hartmann[at]springer[dot]com | Anbieter: preigu.

Lingua: Inglese
Editore: Springer International Publishing 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provid…e rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.

Lingua: Inglese
Editore: Springer Verlag 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Paperback. Condizione: Brand New. reprint edition. 599 pages. 9.25x6.10x1.42 inches. In Stock.

Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Large Deviations and Asymptotic Methods in Finance
Friz, Peter K. (EDT); Gatheral, Jim (EDT); Gulisashvili, Archil (EDT); Jacquier, Antoine (EDT); Teichmann, Josef (EDT)
Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
- Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.

Lingua: Inglese
Editore: Springer 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Condizione: new. Questo è un articolo print on demand.

Lingua: Inglese
Editore: Springer International Publishing Okt 2016 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, an…d thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry. 600 pp. Englisch.

Large Deviations and Asymptotic Methods in Finance
Friz, Peter K.|Gatheral, Jim|Gulisashvili, Archil|Jacquier, Antoine|Teichmann, Josef
Lingua: Inglese
Editore: Springer International Publishing 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
- Brossura
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Is a unique comprehensive collection of asymptotic methods and mathematical tools that covers a wide range of topicsProvides interesting applications of large deviations, differential geometry, and stochastic analysi…s to practical financial proble.

Lingua: Inglese
Editore: Springer, Springer International Publishing Okt 2016 2016
Serie: Springer Proceedings in Mathematics & Statistics, Libro 127 di 464. Libro 127 di 464 - Springer Proceedings in Mathematics & Statistics
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Topics coveredin this volume(large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of thecurrent advances in the application of asymptotic methods in mathematical finance, and there…by provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 600 pp. Englisch.