| Description |
1 online resource (vii, 80 pages : illustrations |
| Contents |
Introduction: Some Aspects of Financial Mathematics -- Financial Uncertainty, Risk Measures and Robust Preferences -- The Notion of Arbitrage and Free Lunch in Mathematical Finance -- Dynamic Financial Risk Management -- Stochastic Clock and Financial Markets -- Options and Partial Differential Equations -- Mathematics and Finance |
| Summary |
"Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Academie des Sciences" to propose a series of public lectures, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries." "These lectures were given at the "Academie des Science" in Paris by experts in mathematical finance, and later written up for this volume which develops topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Levy processes."--Jacket |
| Notes |
Title from e-book title screen (viewed October 27, 2008) |
| Bibliography |
Includes bibliographical references and indexes |
| Notes |
Translated from the French |
| In |
Springer eBooks |
| Subject |
Finance -- Mathematical models.
|
|
Investments -- Mathematics.
|
|
Business mathematics.
|
|
Finance.
|
|
finance.
|
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Finance -- Mathematical models.
|
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Finance -- Mathematical models -- Congresses.
|
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Matemáticas financieras
|
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Inversiones
|
|
Finanzas
|
|
Business mathematics
|
|
Finance -- Mathematical models
|
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Investments -- Mathematics
|
| Form |
Electronic book
|
| Author |
Yor, Marc
|
| LC no. |
2007941932 |
| ISBN |
354075265X |
|
9783540752653 |
|
354075265X |
|
9783540752585 |
|
3540752587 |
|
1281206350 |
|
9781281206350 |
|
9786611206352 |
|
6611206353 |
|
