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Autor: Monique Jeanblanc

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7 Ebooks por Monique Jeanblanc

Anna Aksamit & Monique Jeanblanc: Enlargement of Filtration with Finance in View
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 i …
PDF
Inglês
€69.54
Jaime A. Londoño & José Garrido: Actuarial Sciences and Quantitative Finance
Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science …
PDF
Inglês
€96.29
Ying Jiao & Caroline Hillairet: ARBITRAGE, CREDIT AND INFORMATIONAL RISKS
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and …
EPUB
Inglês
DRM
€42.99
Marc Chesney & Monique Jeanblanc: Mathematical Methods for Financial Markets
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the …
PDF
Inglês
DRM
€99.58
Tomasz R. Bielecki & Tomas Bjork: Paris-Princeton Lectures on Mathematical Finance 2003
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from …
PDF
Inglês
DRM
€49.95
Rose-Anne Dana & Monique Jeanblanc: Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has …
PDF
Inglês
DRM
€56.24
Areski Cousin & Stephane Crepey: Paris-Princeton Lectures on Mathematical Finance 2010
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists – …
PDF
Inglês
DRM
€56.21