Mathematical methods for financial markets
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , |
|---|---|
| Μορφή: | Livre numérique |
| Γλώσσα: | Anglais |
| Έκδοση: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Έκδοση: | 1st ed. 2009. |
| Σειρά: | Springer Finance Textbooks
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| Διαθέσιμο Online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Σημείωση: |
Description d'après consultation du 23 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical Methods for Financial Markets, Texte imprimé, 9781848828193 • Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney, 2009, Dordrecht, Springer, 1 vol. (XXV-732 p.), Springer finance, 978-1-85233-376-8 • Mathematical Methods for Financial Markets, Texte imprimé, 9781447125242 |
Πίνακας περιεχομένων:
- 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