by Christophe Profeta (Author), Bernard Roynette (Author), Marc Yor (Author), Francis Hirsch (Author)
`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.
Format: Hardcover
Pages: 430
Edition: 1st Edition.
Publisher: Springer
Published: 24 May 2011
ISBN 10: 8847019079
ISBN 13: 9788847019072
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