Aspects of mathematical finance
Author(s)
Bibliographic Information
Aspects of mathematical finance
Springer, c2008
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
This collection of essays is based on lectures given at the "Academie des Sciences" in Paris by internationally renowned experts in mathematical finance. The collection develops, in simple yet rigorous terms, some challenging topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Levy processes. The book also features a description of the trainings of French financial analysts.
Table of Contents
Introduction: Some Aspects of Mathematical Finance (Marc Yor). -Financial Uncertainty, Risk Measures and Strong Preferences (Hans Foellmer). -The Notion of Arbitrage and Free Lunch in Mathematical Finance (Walter Schachermayer). -Dynamic Financial Risk Management (Pauline Barrieu and Nicole El Karoui). -Stochastic Clock and Financial Markets (Helyette Geman). -Options and Partial Differential Equations (Damien Lamberton). -Mathematics and Finance (Emmanuel Gobet, Gilles Pages, Marc Yor).
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