Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)

by Christophe Profeta (Author), Bernard Roynette (Author), Marc Yor (Author), Francis Hirsch (Author)

New
Hardcover
2011
$158.68

`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.

Synopsis

`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.

$158.68

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 430
Edition: 1st Edition.
Publisher: Springer
Published: 24 May 2011
ISBN 10: 8847019079
ISBN 13: 9788847019072

Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)

New

$158.68

Synopsis

$158.68

More Information