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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gushchin, Alexander A. (Author)
Format: Electronic eBook
Language:Inglés
Published: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Ltd., 2015.
Series:Optimization in insurance and finance set.
Subjects:
Stochastic processes.
Finance > Mathematical models.
Stochastic Processes
Processus stochastiques.
Finances > Mod�eles math�ematiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Finance > Mathematical models
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • 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

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