Enlargement of Filtration with Finance in View - 4 Angebote vergleichen
Bester Preis: € 2,56 (vom 14.09.2019)1
Enlargement of Filtration with Finance in View
~EN NW EB DLISBN: 9783319412559 bzw. 3319412558, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
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. eBook.
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. eBook.
2
Enlargement of Filtration with Finance in View (2017)
EN NW EB DLISBN: 9783319412559 bzw. 3319412558, in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, in-stock.
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 immers.
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 immers.
3
Enlargement of Filtration with Finance in View
~EN PB NWISBN: 9783319412559 bzw. 3319412558, vermutlich in Englisch, Springer-Verlag GmbH, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Enlargement of Filtration with Finance in View
DE NW EBISBN: 9783319412559 bzw. 3319412558, in Deutsch, Springer Science+Business Media, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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