Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance (PDF)

Name: Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance
Brand: Springer-Verlag GmbH
SKU: 103364576
Price: 27.49 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autoren: Anna Aksamit , Monique Jeanblanc

Schreiben Sie einen Kommentar zu "Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance".

Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance, Anna Aksamit, Monique Jeanblanc

Merken

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion,...

Mehr zum Inhalt Presse-Zitate Video

eBook (pdf) 27.49 €

Buch (Kartoniert) 71.49 €

sofort als Download lieferbar

Bestellnummer: 103364576

Bisher 71.49 €
Aktionspreis bis 30.06.2024*

eBook (pdf) -62% 27.49 €

Download bestellen

Verschenken

*befristete Preissenkung des Verlages

Lastschrift, Kreditkarte, Paypal, Rechnung
Kostenloser tolino webreader

Produktdetails

Produktbeschreibung
eBook Hilfe
Biblio. Angaben / Produktdetails
Pressezitat

Produktinformationen zu „Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance (PDF)“

The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic.

This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.

eBook Hilfe

Informationen und Hilfe zu eBooks hier klicken!

Bibliographische Angaben

Autoren: Anna Aksamit , Monique Jeanblanc
2017, 1st ed. 2017, 150 Seiten, Englisch
Verlag: Springer-Verlag GmbH
ISBN-10: 3319412558
ISBN-13: 9783319412559
Erscheinungsdatum: 18.11.2017

Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.

eBook Informationen

Dateiformat: PDF
Größe: 2.45 MB
Ohne Kopierschutz
Vorlesefunktion

Sprache:

Englisch

Pressezitat

“This book presents a succinct exposition on the theory of filtration enlargements. … The book delivers a systematic and updated account of the subject. There is a long list of papers in the references, including the authors’ own contributions, providing a broad perspective. … it is an excellent guide from which the reader will gain a global view of the field.” (Erick Treviño-Aguilar, Mathematical Reviews, August, 2018)
“The book is devoted to enlargement of filtration – an important tool and field of study in the theory of stochastic processes. … The book is a useful reading for students and professionals in theory and practice of finance.” (Pavel Stoynov, zbMATH 1397.91003, 2018)

Kommentar zu "Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance"

Schreiben Sie einen Kommentar zu "Enlargement of Filtration with Finance in View / SpringerBriefs in Quantitative Finance".