Enlargement of Filtration with Finance in View

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.- Predict
able 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.