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OverviewStochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes. Full Product DetailsAuthor: Monique Jeanblanc , Marc Yor , Marc ChesneyPublisher: Springer Imprint: Springer Dimensions: Width: 23.40cm , Height: 3.80cm , Length: 15.60cm Weight: 1.043kg ISBN: 9781848828193ISBN 10: 1848828195 Pages: 760 Publication Date: 04 October 2009 Audience: General/trade , General Format: Undefined Publisher's Status: Unknown Availability: Out of stock Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |