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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| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London
2009.
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| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b3274237x*spi |
Tabla de Contenidos:
- 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.
