7354299
9781852333768
Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes.Jeanblanc, Monique is the author of 'Mathematical Methods for Financial Markets (Springer Finance)', published 2009 under ISBN 9781852333768 and ISBN 1852333766.
[read more]