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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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Bibliographic Details
Main Authors: Jeanblanc, Monique, Yor, Marc (Author), Chesney, Marc (Author)
Format: eBook
Language:English
Published: London Springer London 2009, 2009
Edition:1st ed. 2009
Series:Springer Finance Textbooks
Subjects:
Finance, Public
Mathematics In Business, Economics And Finance
Finance
Probability Theory
Public Economics
Social Sciences / Mathematics
Financial Economics
Applications Of Mathematics
Mathematics
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of 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

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