ISBN 13 : 978-0-387-40101-0

Contents :
1 - General Probability Theory
2 - Information and Conditioning
3 - Brownian Motion
4 - Stochastic Calculus
5 - Risk-Neutral Pricing
6 - Connections with Partial Differential Equations
7 - Exotic Options
8 - American Derivative Securities
9 - Change of Numeraire
10 - Term Structure Models
11- Introduction to Jump Processes
A - Advanced Topics in Probability Theory
B - Existence of Conditional Expectations
C - Completion of Proof of Second Fundamental Theorem of Asset Pricing

Language : English

Series : SPRINGER FINANCE

Location : Nice Library

Statement : Présent

Owner : Bibliothèque