Aksamit anna (7 Ergebnisse)

Paperback. Zustand: New. 1st ed. 2017.

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Paperback. Zustand: Brand New. 150 pages. 9.50x6.25x0.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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, progressive enlargement with a random time and initial enlargement with a random variable.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.…

Paperback. Zustand: New. 1st ed. 2017. There are no comparable books on the marketProvides a comprehensive introduction to the subjectContains very recent results on application to finance, especially on arbitrages and insider tradingCovers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration.…

Taschenbuch. Zustand: Neu. Enlargement of Filtration with Finance in View | Anna Aksamit (u. a.) | Taschenbuch | x | Englisch | 2017 | Springer | EAN 9783319412542 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…