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Mathematical Methods for Financial Markets

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Cover of 'Mathematical Methods for Financial Markets'

Table of Contents

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    Book Overview
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    Chapter 1 Continuous-Path Random Processes: Mathematical Prerequisites
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    Chapter 2 Basic Concepts and Examples in Finance
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    Chapter 3 Hitting Times: A Mix of Mathematics and Finance
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    Chapter 4 Complements on Brownian Motion
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    Chapter 5 Complements on Continuous Path Processes
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    Chapter 6 A Special Family of Diffusions: Bessel Processes
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    Chapter 7 Default Risk: An Enlargement of Filtration Approach
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    Chapter 8 Poisson Processes and Ruin Theory
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    Chapter 9 General Processes: Mathematical Facts
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    Chapter 10 Mixed Processes
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    Chapter 11 Lévy Processes
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