Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series - Francis Hirsch - Books - Springer Verlag - 9788847025196 - July 15, 2013
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Francis Hirsch
Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series 2011 edition

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'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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 15, 2013
ISBN13 9788847025196
Publishers Springer Verlag
Pages 420
Dimensions 155 × 235 × 24 mm   ·   603 g
Language English  

See all of Francis Hirsch ( e.g. Hardcover Book and Paperback Book )