Enlargement of Filtration with Finance in View

Aksamit, Anna, Jeanblanc, Monique

Enlargement of Filtration with Finance in View
  • 出版商: Springer
  • 出版日期: 2017-11-27
  • 售價: $2,870
  • 貴賓價: 9.5 折 $2,727
  • 語言: 英文
  • 頁數: 150
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 331941254X
  • ISBN-13: 9783319412542
  • 相關分類: Fintech

    • 海外代購書籍(需單獨結帳)

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商品描述

There are no comparable books on the market
Provides a comprehensive introduction to the subject

Contains very recent results on application to finance, especially on arbitrages and insider trading
Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration

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