LIBROS DEL AUTOR: monique jeanblanc

7 resultados para LIBROS DEL AUTOR: monique jeanblanc

monique jeanblanc Eliminar filtro Quitar filtros
  • Enlargement of Filtration with Finance in View
    Anna Aksamit / Monique Jeanblanc
    This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect th...
    Disponible

    85,34 €

  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand ...
    Disponible

    47,61 €

  • ARBITRAGE, CREDIT AND INFORMATIONAL RISKS
    HILLAIRET CAROLINE / MONIQUE JEANBLANC & CAROLINE HILLAIRET
    ...
    Disponible

    108,45 €

  • Mathematical Methods for Financial Markets
    Marc Chesney / Marc Yor / Monique Jeanblanc
    Continuous Path Processes.- Continuous-Path Random Processes: Mathematical Prerequisites.- Basic Concepts and Examples in Finance.- Hitting Times: A Mix of Mathematics and Finance.- Complements on Brownian Motion.- Complements on Continuous Path Processes.- A Special Family of Diffusions: Bessel Processes.- Jump Processes.- Default Risk: An Enlargement of Filtration Approach.- ...
    Disponible

    119,39 €

  • Mathematical Methods for Financial Markets
    Marc Chesney / Marc Yor / Monique Jeanblanc
    Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial...
    Disponible

    167,23 €

  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optim...
    Disponible

    66,06 €

  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optim...
    Disponible

    64,70 €