| 000 -LEADER |
|---|
| fixed length control field |
02333nam a22003617a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
19978959 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190125111557.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
190125b xxu||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2017954282 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783319412542 : |
| Terms of availability |
€54.99 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
IIMU |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.22 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Aksamit, Anna, |
| Relator term |
author. |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Enlargement of filtration with finance in view / |
| Statement of responsibility, etc. |
Anna Aksamit, Monique Jeanblanc. |
| 263 ## - PROJECTED PUBLICATION DATE |
|---|
| Projected publication date |
1709 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
pages cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
EUR |
| Price amount |
€54.99 |
| Currency code |
€ |
| Unit of pricing |
1 EUR = 84.10 INR |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
SpringerBriefs in Quantitative Finance |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Theory of Stochastic Processes.- Semimartingales.- Change of probability and Girsanov's Theorem.- Projections and Dual Projections.- Exercises .-Bibliographic.- Compensators of Random .- Compensator of a Default Indicator in its own Filtration.- Compensator of the Default Process in a General Setting .- Cox Processes and Extensions.- Study of Azéma's supermartingale in general setting.- Exercices .- Bibliographic Notes.-Immersion Property.- Immersion of Immersion in a Progressive Enlargement of Filtration.- Multidefaults Setting.-Exercices .- Bibliographic.- Initial Enlargement.- Brownian and Poisson Bridges.- Insider Trading.- Enlargement of Filtration setting.- Yor's Method.-Jacod's Absolute Continuity Condition.- Jacod's Equivalence Condition.- List of examples in the Literature.- Bibliographic Notes.- Progressive Enlargement.-G-semimartingale decomposition of F-martingales before t.- Honest Times.- (E)-times.- 5.4 Pseudo-stopping Times.- Predictable Representation property.-Enlargement with the filtration generated by a continuous process .- Arbitrages in a progressive Enlargement.- Applications of (E)-times to Finance.- Exercises.- Bibliographic Notes.- Solutions to some exercises.- Indexes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Distribution (Probability theory). |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jeanblanc, Monique, |
| Relator term |
author. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
0 |
| b |
ibc |
| c |
orignew |
| d |
2 |
| e |
epcn |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Monograph |
