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2 produkter
2 produkter
Inbunden, Engelska, 2007
1 073 kr
Skickas inom 10-15 vardagar
Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium.
Del 2088 - Lecture Notes in Mathematics
Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and Itô Measures
Häftad, Engelska, 2013
412 kr
Skickas inom 10-15 vardagar
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.