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Mathematical Methods for Financial Markets

Mathematical Methods for Financial Markets

Marc Chesney / Marc Yor / Monique Jeanblanc

119,39 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2012
Materia
Hacienda pública
ISBN:
9781447125242
119,39 €
IVA incluido
Disponible

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Sobre IBD

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.- Poisson Processes and Ruin Theory.- General Processes: Mathematical Facts.- Mixed Processes.- Lévy Processes.

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