Call number:
PIK B 020-20-94151
Type of Medium:
Monograph available for loan
Pages:
XXV, 732 Seiten
ISBN:
9781852333768
,
9781447125242
Series Statement:
Springer Finance
Language:
English
Note:
Contents: Continuous Path Processes ; 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 ; Jump Processes ; Default Risk: An Enlargement of Filtration Approach ; Poisson Processes and Ruin Theory ; General Processes: Mathematical Facts ; Mixed Processes ; Lévy Processes
Location:
A 18 - must be ordered
Branch Library:
PIK Library