Coverart for item
The Resource Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney

Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney

Label
Mathematical methods for financial markets
Title
Mathematical methods for financial markets
Statement of responsibility
Monique Jeanblanc, Marc Yor, Marc Chesney
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
UKM
http://library.link/vocab/creatorDate
1947-
http://library.link/vocab/creatorName
Jeanblanc-Picqué, Monique
Dewey number
332.0151
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.J43 2009
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Yor, Marc
  • Chesney, Marc
Series statement
Springer finance. Textbook
http://library.link/vocab/subjectName
Finance
Label
Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 667-714) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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 -- Default risk : an enlargement of filtration approach -- Poisson processes and ruin theory -- General processes : mathematical facts -- Mixed processes -- Lévy processes -- List of special features, probability laws, and functions -- References. Some papers and books on specific subjects
Control code
276226359
Dimensions
25 cm
Extent
xxv, 732 pages
Isbn
9781852333768
Isbn Type
(hbk.)
Lccn
2009936004
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)276226359
Label
Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney
Publication
Bibliography note
Includes bibliographical references (pages 667-714) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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 -- Default risk : an enlargement of filtration approach -- Poisson processes and ruin theory -- General processes : mathematical facts -- Mixed processes -- Lévy processes -- List of special features, probability laws, and functions -- References. Some papers and books on specific subjects
Control code
276226359
Dimensions
25 cm
Extent
xxv, 732 pages
Isbn
9781852333768
Isbn Type
(hbk.)
Lccn
2009936004
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)276226359

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