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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series Francis Hirsch 2011 edition
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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series
Francis Hirsch
'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.
420 pages, 2 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 15 de julio de 2013 |
| ISBN13 | 9788847025196 |
| Editores | Springer Verlag |
| Páginas | 420 |
| Dimensiones | 155 × 235 × 24 mm · 603 g |
| Lengua | Inglés |
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