Aspects of Mathematical Finance
This collection of essays is based on lectures given at the "Académie 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...
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This collection of essays is based on lectures given at the "Académie 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 Lévy processes. The book also features a description of the trainings of French financial analysts.
- Financial Uncertainty, Risk Measures and Strong Preferences (Hans Föllmer)
- 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 (Hélyette Geman)
- Options and Partial Differential Equations (Damien Lamberton)
- Mathematics and Finance (Émmanuel Gobet, Gilles Pagès, Marc Yor)
- 2008, VIII, 80 Seiten, Masse: 15,5 x 23,5 cm, Gebunden, Englisch
- Herausgegeben: Marc Yor
- Übersetzer: K. Qechar
- Verlag: Springer, Berlin
- ISBN-10: 3540752587
- ISBN-13: 9783540752585
- Erscheinungsdatum: 25.02.2008
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