Link to the ebook : https://link-springer-com.ezproxy.univ-catholille.fr/book/10...

eISBN : 978-1-84628-737-4

Contents :
Part 1. Continuous Path Processes
1. Continuous-Path Random Processes: Mathematical Prerequisites
2. Basic Concepts and Examples in Finance
3. Hitting Times: A Mix of Mathematics and Finance
4. Complements on Brownian Motion
5. Complements on Continuous Path Processes
6. A Special Family of Diffusions: Bessel Processes

Part 2. Jump Processes
7. Default Risk: An Enlargement of Filtration Approach
8. Poisson Processes and Ruin Theory
9. General Processes: Mathematical Facts
10. Mixed Processes
11. Lévy Processes

A List of Special Features, Probability Laws, and Functions
B Some Papers and Books on Specific Subjects

Language : English

Series : SPRINGER FINANCE

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque