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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Jeanblanc, Monique (Author), Yor, Marc (Author), Chesney, Marc (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: London : Springer London : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Springer Finance Textbooks,
Subjects:
Finance, Public.
Mathematics.
Social sciences-Mathematics.
Finance.
Probabilities.
Public Economics.
Applications of Mathematics.
Mathematics in Business, Economics and Finance.
Financial Economics.
Probability Theory.
Online Access:Texto Completo
Table of Contents:
  • 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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