How Long to Read Peacocks and Associated Martingales, with Explicit Constructions

How Long Does it Take to Read Peacocks and Associated Martingales, with Explicit Constructions?

It takes the average reader 6 hours and 40 minutes to read Peacocks and Associated Martingales, with Explicit Constructions by Francis Hirsch

Assuming a reading speed of 250 words per minute. Learn more

Description

We 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. In 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.

How long is Peacocks and Associated Martingales, with Explicit Constructions?

Peacocks and Associated Martingales, with Explicit Constructions by Francis Hirsch is 388 pages long, and a total of 100,104 words.

This makes it 131% the length of the average book. It also has 122% more words than the average book.

How Long Does it Take to Read Peacocks and Associated Martingales, with Explicit Constructions Aloud?

The average oral reading speed is 183 words per minute. This means it takes 9 hours and 7 minutes to read Peacocks and Associated Martingales, with Explicit Constructions aloud.

What Reading Level is Peacocks and Associated Martingales, with Explicit Constructions?

Peacocks and Associated Martingales, with Explicit Constructions is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Peacocks and Associated Martingales, with Explicit Constructions?

Peacocks and Associated Martingales, with Explicit Constructions by Francis Hirsch is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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