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HG106 .J43 2009
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Mathematical methods for financial ...2009Math & Statistics Library » HG106 .J43 2009
Show full pageMathematical methods for financial markets / Monique Jeanblanc, Marc Yor, Marc Chesney.
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- dx.doi.org SpringerLink
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Math & Statistics Library -
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- HG106 .J43 2009
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- Author/Creator:
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Jeanblanc-Picqué, Monique, 1947-
- Language:
- English
- Imprint:
- Dordrecht ; New York : Springer, c2009.
- Format:
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- Book
- xxv, 732 p. : ill. ; 25 cm.
- Bibliography:
- Includes bibliographical references (p. 667-714) and indexes.
- Contents:
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- 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
- Default risk : an enlargement of filtration approach
- Poisson processes and ruin theory
- General processes : mathematical facts
- Mixed processes
- Lévy processes
- List of special features, probability laws, and functions
- References. Some papers and books on specific subjects.
- Contributor:
- Yor, Marc.
Chesney, Marc. - Series:
- Springer finance. Textbook.
- Subjects:
- ISBN:
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9781852333768
1852333766
9781846287374
1846287375
- Catkey: 9411716
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