Anna Aksamit, Monique Jeanblanc

eBook, PDF

Enlargement of Filtration with Finance in View (eBook, PDF)

Beschreibung

There are no comparable books on the market

Provides a comprehensive introduction to the subject

Contains very recent results on application to finance, especially on arbitrages and insider trading

Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.51MB

Barrierefreiheit

• Text-to-Speech

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 150
• Erscheinungstermin: 18. November 2017
• Englisch
• ISBN-13: 9783319412559
• Artikelnr.: 53035052

Rezensionen

"This book presents a succinct exposition on the theory of filtration enlargements. ... The book delivers a systematic and updated account of the subject. There is a long list of papers in the references, including the authors' own contributions, providing a broad perspective. ... it is an excellent guide from which the reader will gain a global view of the field." (Erick Treviño-Aguilar, Mathematical Reviews, August, 2018)
"The book is devoted to enlargement of filtration - an important tool and field of study in the theory of stochastic processes. ... The book is a useful reading for students and professionals in theory and practice of finance." (Pavel Stoynov, zbMATH 1397.91003, 2018)