Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)

Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)

English | 8 Dec. 2017 | ISBN: 331941254X | 150 Pages | EPUB | 4.07 MB

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.
The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic.
This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.

Download:

http://longfiles.com/ou36h7x2wbbh/Enlargement_of_Filtration_with_Finance_in_View_(SpringerBriefs_in_Quantitative_Finance).epub.html

[Fast Download] Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)


Ebooks related to "Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)" :
Ship Resistance and Propulsion: Practical Estimation of Ship Propulsive Power, Second Edition
Accounting Guide: Brokers and Dealers in Securities 2017
Enlargement of Filtration with Finance in View
Infrastructure Investments
Calling Taikong: A Strategy Report and Study of China's Future Space Science Missions
Understanding Alternative Investments: Creating Diversified Portfolios that Ride the Wave of Investm
Rich Dad, Poor Dad: What the Rich Teach Their Kids About Money That the Poor and Middle Class Do Not
Zero Lower Bound Term Structure Modeling: A Practitioner's Guide
Act Like a Leader, Think Like a Leader
Berkshire Encyclopedia of Sustainability: Vol.1 The Spirit of Sustainability
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.