Description
Continuous Path Processes.- Continuous-Path Random Mathematical Prerequisites.- Basic Concepts and Examples in Finance.- Hitting A Mix of Mathematics and Finance.- Complements on Brownian Motion.- Complements on Continuous Path Processes.- A Special Family of Bessel Processes.- Jump Processes.- Default An Enlargement of Filtration Approach.- Poisson Processes and Ruin Theory.- General Mathematical Facts.- Mixed Processes.- Lévy Processes.
Book Details
Format
Paperback
Pages
758 pages
Language
English
Published
Mar 14, 2012
Publisher
Springer
Editions
4 editions
ISBN-10
144712524X
ISBN-13
9781447125242