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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series 2011 edition
Francis Hirsch
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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi and Springer Series 2011 edition
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
| 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 |
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