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Peacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions( )
Author: Hirsch, Francis
Profeta, Christophe
Roynette, Bernard
Yor, Marc
Series title:Bocconi and Springer Ser.
Publication Date:Jul 2013
Book Format:Paperback
List Price:USD $139.00
Book Description:

'Peacocks' and their associated mathematical phenomena, 'martingales', play a key role in the mathematics of finance. This monograph uses a variety of methods from time inversion to Skorokhod embeddings in its exploration of peacocks and martingales.

Book Details
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Business & Economics / Finance / General
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:1.408 Pounds

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