Aspects of mathematical finance /
Aspects of mathematical finance /
Marc Yor, editor.
- vii, 80 pages : illustrations ; 24 cm
"Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso. "Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--T.p. verso.
Includes bibliographical references and index.
Introduction : Some aspects of financial mathematics / M. Yor -- Financial uncertainty, risk measures and robust preferences / H. Föllmer -- The notion of arbitrage and free lunch in mathematical finance / W. Schachermayer -- Dynamic financial risk management / P. Barrieu and N. El Karoui -- Stochastic clock and financial markets / H. Geman -- Options and partial differential equations / D. Lamberton -- Mathematics and finance / E. Gobet, G. Pagès, and M. Yor.
3540752587 9783540752585
2007941932
Finance--Mathematical models
Investments--Mathematics
Business mathematics.
HG106 / .A8713 2008
332.015195
"Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso. "Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--T.p. verso.
Includes bibliographical references and index.
Introduction : Some aspects of financial mathematics / M. Yor -- Financial uncertainty, risk measures and robust preferences / H. Föllmer -- The notion of arbitrage and free lunch in mathematical finance / W. Schachermayer -- Dynamic financial risk management / P. Barrieu and N. El Karoui -- Stochastic clock and financial markets / H. Geman -- Options and partial differential equations / D. Lamberton -- Mathematics and finance / E. Gobet, G. Pagès, and M. Yor.
3540752587 9783540752585
2007941932
Finance--Mathematical models
Investments--Mathematics
Business mathematics.
HG106 / .A8713 2008
332.015195