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007			cr nn 008mamaa
008			150903s2009 xxk| o |||| 0|eng d
020			_a9781846287374 _99781846287374
024	7		_a10.1007/9781846287374 _2doi
035			_avtls000343983
039		9	_a201509030357 _bVLOAD _c201405050300 _dVLOAD _y201402061245 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aHB135-147
100	1		_aJeanblanc, Monique. _eautor _9323318
245	1	0	_aMathematical Methods for Financial Markets / _cby Monique Jeanblanc, Marc Yor, Marc Chesney.
264		1	_aLondon : _bSpringer London, _c2009.
300			_brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aSpringer Finance
500			_aSpringer eBooks
505	0		_aContinuous Path Processes -- Continuous-Path Random Processes: Mathematical Prerequisites -- Basic Concepts and Examples in Finance -- Hitting Times: A Mix of Mathematics and Finance -- Complements on Brownian Motion -- Complements on Continuous Path Processes -- A Special Family of Diffusions: Bessel Processes -- Jump Processes -- Default Risk: An Enlargement of Filtration Approach -- Poisson Processes and Ruin Theory -- General Processes: Mathematical Facts -- Mixed Processes -- Lévy Processes.
520			_aMathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which can be daunting for the beginning researcher. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aYor, Marc. _eautor _9323319
700	1		_aChesney, Marc. _eautor _9323320
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9781852333768
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-84628-737-4 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c291860 _d291860