Posted by **step778** at May 22, 2018

2011 | pages: 646 | ISBN: 3540209662 | DJVU | 5,7 mb

Posted by **AvaxGenius** at June 5, 2018

English | PDF,EPUB | 2018 | 457 Pages | ISBN : 331977820X | 11.03 MB

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students.

Posted by **Kochet** at May 10, 2019

Posted by **interes** at June 10, 2017

English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3,3 MB

Posted by **AvaxGenius** at April 21, 2018

English | PDF(Repost),EPUB | 2012 | 494 Pages | ISBN : 3642298796 | 11.86 MB

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **leonardo78** at May 21, 2018

Language: English | 2011 | ISBN: 8847017807 | 721 pages | PDF | 6,5 MB

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing.

Posted by **libr** at May 11, 2017

English | 2011 | ISBN: 1848163479 | ISBN-13: 9781848163478 | 200 pages | PDF | 2,3 MB

Posted by **AvaxGenius** at Oct. 9, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **AvaxGenius** at Oct. 19, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **AvaxGenius** at Nov. 8, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.