Mathematical Methods for Financial Markets

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Sprache: Englisch

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Beschreibung

Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners
Rather than provide full proofs throughout, the authors give the essence of the argument and then refer readers to the literature whenever the discussion might become too technical.

Zusammenfassung

Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners

Rather than provide full proofs throughout, the authors give the essence of the argument and then refer readers to the literature whenever the discussion might become too technical.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2012
Fachbereich:	Volkswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Reihe:	Springer Finance
Inhalt:	xxvi 732 S. 9 s/w Illustr. 732 p. 9 illus.
ISBN-13:	9781447125242
ISBN-10:	144712524X
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Jeanblanc, Monique Yor, Marc Chesney, Marc
Hersteller:	Springer Springer London Springer-Verlag London Ltd. Springer Finance
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 41 mm
Von/Mit:	Monique Jeanblanc (u. a.)
Erscheinungsdatum:	14.03.2012
Gewicht:	1,13 kg