Mathematical Methods for Financial Markets

Monique Jeanblanc, Marc Yor and Marc Chesney
Additional contact information
Monique Jeanblanc: Université d'Evry
Marc Yor: Université Paris VI
Marc Chesney: Universität Zürich

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2009
ISBN: 978-1-84628-737-4
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Chapters in this book:

Ch 1 Continuous-Path Random Processes: Mathematical Prerequisites

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 2 Basic Concepts and Examples in Finance

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 3 Hitting Times: A Mix of Mathematics and Finance

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 4 Complements on Brownian Motion

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 5 Complements on Continuous Path Processes

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 6 A Special Family of Diffusions: Bessel Processes

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 7 Default Risk: An Enlargement of Filtration Approach

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 8 Poisson Processes and Ruin Theory

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 9 General Processes: Mathematical Facts

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 10 Mixed Processes

Monique Jeanblanc, Marc Yor and Marc Chesney

Ch 11 Lévy Processes

Monique Jeanblanc, Marc Yor and Marc Chesney

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DOI: 10.1007/978-1-84628-737-4

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