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...
Κύριοι συγγραφείς: | , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London :
Springer London,
2009.
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Σειρά: | Springer Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.