Incluye bibliografías.

Beyond hazard rates: a new framework for credit-risk modelling / Dorje C. Brody, Lane P. Hughston and Andrea Macrina -- Information-based asset pricing / Dorje C. Brody, Lane P. Hughston and Andrea Macrina -- Dam rain and cumulative gain / Dorje C. Brody, Lane P. Hughston and Andrea Macrina -- Informed traders / Dorje C. Brody, Mark H. A. Davis, Robyn L. Friedman and Lane P. Hughston -- Information of interest / Dorje C. Brody and Robyn L. Friedman -- Credit risk, market sentiment and randomly-timed default / Dorje C. Brody, Lane P. Hughston and Andrea Macrina -- Lévy random bridges and the modelling of financial information / Edward Hoylea, Lane P. Hughston and Andrea Macrina -- Modelling information flows in financial markets / Dorje C. Brody, Lane P. Hughston and Andrea Macrina -- Heat kernel interest rate models with time-inhomogeneous Markov processes / Jiro AkahorI and Andrea Macrina -- Lévy information and the aggregation of risk aversion / Dorje C. Brody and Lane P. Hughston -- Signal processing with Lévy information / Dorje C. Brody, Lane P. Hughston and Xun Yang -- Heat kernel models for asset pricing / Andrea Macrina -- Randomised mixture models for pricing kernels / Andrea Macrina and Priyanka A. Parbhoo -- Stochastic modelling with randomized Markov bridges / Andrea Macrina and Jun Sekine -- Modulated information flows in financial markets / Edward Hoyle, Andrea Macrina and Levent Ali Menguturk -- Pricing with variance gamma information / Lane P. Hughston and Leandro Sánchez-Betancourt -- On the pricing of storable commodities / Dorje C. Brody, Lane P. Hughston and Xun Yang -- Mathematical models for fake news / Dorje C. Brody and David M. Meier.