Stochastic Calculus for Quantitative Finance /
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
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Colección: | Optimization in insurance and finance set.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover
- Stochastic Calculus for Quantitative Finance
- Copyright
- Contents
- Preface
- Basic Notation
- List of Statements Chapter 1: General Theory of Stochastic Processes
- 1.1. Stochastic Basis and Stochastic Processes
- ""1.2. Stopping Times """"1.3. Measurable, Progressively Measurable, Optional and Predictable �I?-algebras ""; ""1.4. Predictable Stopping Times ""; ""1.5. Totally Inaccessible Stopping Times ""
- 2.1. Elements of the Theory of Martingales 2.2. Local Martingales
- 2.3. Increasing Processes and Processes with Finite Variation