Mathematical Methods for Financial Markets
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Published By Springer London

9781848828193, 9781846287374
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Default Risk: An Enlargement of Filtration Approach

2009 ◽  
pp. 407-456 ◽  
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Default Risk ◽  
Enlargement Of Filtration

Complements on Continuous Path Processes

2009 ◽  
pp. 259-332
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Continuous Path

Basic Concepts and Examples in Finance

2009 ◽  
pp. 79-134
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Basic Concepts

Mixed Processes

2009 ◽  
pp. 551-590
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney

Complements on Brownian Motion

2009 ◽  
pp. 211-258
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Brownian Motion

Poisson Processes and Ruin Theory

2009 ◽  
pp. 457-508
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Poisson Processes ◽  
Ruin Theory

Hitting Times: A Mix of Mathematics and Finance

2009 ◽  
pp. 135-210
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Hitting Times

General Processes: Mathematical Facts

2009 ◽  
pp. 509-550
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney

Lévy Processes

2009 ◽  
pp. 591-646
Author(s):  
Monique Jeanblanc ◽  
Marc Yor ◽  
Marc Chesney
Keyword(s):  
Lévy Processes ◽  
Levy Processes
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