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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2013. gada 15. jūlijs |
| ISBN13 | 9788847025196 |
| Izdevēji | Springer Verlag |
| Lapas | 420 |
| Izmēri | 155 × 235 × 24 mm · 603 g |
| Valoda | Angļu |
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