Enlargement of Filtration with Finance in View is popular PDF and ePub book, written by Anna Aksamit in 2017-11-18, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Enlargement of Filtration with Finance in View can be Read Online from any device for your convenience.
Enlargement of Filtration with Finance in View Book PDF Summary
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic. This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.
Detail Book of Enlargement of Filtration with Finance in View PDF
- Author : Anna Aksamit
- Release : 18 November 2017
- Publisher : Springer
- ISBN : 9783319412559
- Genre : Mathematics
- Total Page : 155 pages
- Language : English
- PDF File Size : 16,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Enlargement of Filtration with Finance in View by Anna Aksamit, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.