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The Resource Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)
Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)
Resource Information
The item Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.This item is available to borrow from all library branches.
Resource Information
The item Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.
This item is available to borrow from all library branches.
 Summary
 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 can be daunting for the beginning researcher. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice
 Language

 eng
 eng
 Edition
 1st ed. 2009.
 Extent
 1 online resource (XXVI, 732 p. 9 illus.)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 Contents

 Continuous Path Processes
 ContinuousPath 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
 Isbn
 9781846287374
 Label
 Mathematical Methods for Financial Markets
 Title
 Mathematical Methods for Financial Markets
 Statement of responsibility
 by Monique Jeanblanc, Marc Yor, Marc Chesney
 Language

 eng
 eng
 Summary
 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 can be daunting for the beginning researcher. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice
 http://library.link/vocab/creatorName
 Jeanblanc, Monique
 Dewey number
 332.0151
 http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut

 K9mpSnOLtDI
 g9cJKIerhgU
 Q09gI_zjz1w
 Image bit depth
 0
 Language note
 English
 LC call number
 HJ99940
 Literary form
 non fiction
 Nature of contents
 dictionaries
 http://library.link/vocab/relatedWorkOrContributorName

 Yor, Marc.
 Chesney, Marc.
 Series statement
 Springer Finance Textbooks
 http://library.link/vocab/subjectName

 Public finance
 Mathematics
 Finance
 Distribution (Probability theory
 Public Economics
 Applications of Mathematics
 Quantitative Finance
 Finance, general
 Probability Theory and Stochastic Processes
 Label
 Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 Antecedent source
 mixed
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Color
 not applicable
 Content category
 text
 Content type code

 txt
 Contents
 Continuous Path Processes  ContinuousPath 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
 Dimensions
 unknown
 Edition
 1st ed. 2009.
 Extent
 1 online resource (XXVI, 732 p. 9 illus.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9781846287374
 Level of compression
 uncompressed
 Media category
 computer
 Media type code

 c
 Other control number
 10.1007/9781846287374
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CKB)1000000000804600
 (SSID)ssj0000318753
 (PQKBManifestationID)11254477
 (PQKBTitleCode)TC0000318753
 (PQKBWorkID)10337349
 (PQKB)11646838
 (DEHe213)9781846287374
 (MiAaPQ)EBC3064690
 (EXLCZ)991000000000804600
 Label
 Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 Antecedent source
 mixed
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Color
 not applicable
 Content category
 text
 Content type code

 txt
 Contents
 Continuous Path Processes  ContinuousPath 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
 Dimensions
 unknown
 Edition
 1st ed. 2009.
 Extent
 1 online resource (XXVI, 732 p. 9 illus.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9781846287374
 Level of compression
 uncompressed
 Media category
 computer
 Media type code

 c
 Other control number
 10.1007/9781846287374
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CKB)1000000000804600
 (SSID)ssj0000318753
 (PQKBManifestationID)11254477
 (PQKBTitleCode)TC0000318753
 (PQKBWorkID)10337349
 (PQKB)11646838
 (DEHe213)9781846287374
 (MiAaPQ)EBC3064690
 (EXLCZ)991000000000804600
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Fine Arts LibraryBorrow itCatlett Music Center 500 West Boyd Street, Rm. 20, Norman, OK, 73019, US35.210371 97.448244

Harry W. Bass Business History CollectionBorrow it401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US35.207487 97.447906

History of Science CollectionsBorrow it401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US35.207487 97.447906

John and Mary Nichols Rare Books and Special CollectionsBorrow it401 W. Brooks St., Rm. 509NW, Norman, OK, 73019, US35.207487 97.447906


Price College Digital LibraryBorrow itAdams Hall 102 307 West Brooks St., Norman, OK, 73019, US35.210371 97.448244

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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.libraries.ou.edu/portal/MathematicalMethodsforFinancialMarketsby/M0xTlzl3jc/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.libraries.ou.edu/portal/MathematicalMethodsforFinancialMarketsby/M0xTlzl3jc/">Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.libraries.ou.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.libraries.ou.edu/">University of Oklahoma Libraries</a></span></span></span></span></div>