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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Jeanblanc, Monique (Autor), Yor, Marc (Autor), Chesney, Marc (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Springer London : Imprint: Springer, 2009.
Edición:1st ed. 2009.
Colección:Springer Finance Textbooks,
Temas:
Finance, Public.
Mathematics.
Social sciences-Mathematics.
Finance.
Probabilities.
Public Economics.
Applications of Mathematics.
Mathematics in Business, Economics and Finance.
Financial Economics.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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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