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)

Label
Mathematical Methods for Financial Markets
Title
Mathematical Methods for Financial Markets
Statement of responsibility
by Monique Jeanblanc, Marc Yor, Marc Chesney
Creator
Contributor
Author
Author
Subject
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
Member of
Is Subseries of
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
HJ9-9940
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)
Instantiates
Publication
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 -- 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
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
10.1007/978-1-84628-737-4
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
  • (DE-He213)978-1-84628-737-4
  • (MiAaPQ)EBC3064690
  • (EXLCZ)991000000000804600
Label
Mathematical Methods for Financial Markets, by Monique Jeanblanc, Marc Yor, Marc Chesney, (electronic resource)
Publication
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 -- 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
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
10.1007/978-1-84628-737-4
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
  • (DE-He213)978-1-84628-737-4
  • (MiAaPQ)EBC3064690
  • (EXLCZ)991000000000804600

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