000			03385nam a22003855i 4500
001			317813
003			MX-SnUAN
005			20160429161042.0
007			cr nn 008mamaa
008			160111s2015 gw | s |||| 0|eng d
020			_a9783319116051 _9978-3-319-11605-1
035			_avtls000418877
039		9	_y201601110908 _zstaff
050		4	_aHB135-147
245	1	0	_aLarge deviations and asymptotic methods in finance / _cedited by Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann.
264		1	_aCham : _bSpringer International Publishing : _bSpringer, _c2015.
300			_aix, 590 páginas : _b26 ilustraciones, 14 ilustraciones en color.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aSpringer Proceedings in Mathematics & Statistics, _x2194-1009 ; _v110
500			_aSpringer eBooks
505	0		_aHagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility -- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model -- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry -- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility -- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities -- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model -- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility -- Gatheral, Wang: Implied volatility from local volatility: a path integral approach -- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility -- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes --  Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes -- Takahashi: An Asymptotic Expansion Approach in Finance -- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions --  Lucic: On singularities in the Heston model.-  Bayer, Friz, Laurence: On the probability density function of baskets -- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models -- Pham: Long time asymptotic problems for optimal investment -- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems -- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aFriz, Peter K, _eeditor. _9359388
700	1		_aGatheral, Jim, _eeditor. _9361475
700	1		_aGulisashvili, Archil, _eeditor. _9344452
700	1		_aJacquier, Antoine, _eeditor. _9361476
700	1		_aTeichmann, Josef, _eeditor. _9361477
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783319116044
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-319-11605-1 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c317813 _d317813