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Bücher von Monique Jeanblanc

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  • von Monique Jeanblanc & Rose-Anne Dana
    50,00 - 62,00 €

  • von Monique Jeanblanc & Anna Aksamit
    64,00 €

    This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

  • von Jose A. Scheinkman, Monique Jeanblanc, Tomasz R. Bielecki, usw.
    45,00 €

    The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming!

  • von Marc Yor, Monique Jeanblanc & Marc Chesney
    84,00 - 120,00 €

    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.

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