{"product_id":"9788847019072","title":"Bocconi \u0026 Springer Series","description":"\u003ch1\u003eBocconi \u0026amp; Springer Series\u003c\/h1\u003e \u003ch2\u003eHirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc\u003c\/h2\u003e \u003cp\u003eWe call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock.\nIn this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings. They are developed in eight chapters, with about a hundred of exercises.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2011-05-24\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9788847019072\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-88-470-1908-9\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 388\u003c\/p\u003e ","brand":"Springer Milan","offers":[{"title":"Default Title","offer_id":46545585209484,"sku":"9788847019072","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9788847019072.jpg?v=1775783612","url":"https:\/\/lateknightbooks.com\/products\/9788847019072","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}