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...

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Gushchin, Alexander A. (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Ltd., 2015.
Collection:Optimization in insurance and finance set.
Sujets:
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
Accès en ligne:Texto completo
Table des matières:
  • 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

Documents similaires