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Aspects of mathematical finance / Marc Yor, editor.

Contributor(s): Material type: TextTextLanguage: English Original language: French Publisher: Berlin : Springer, [2008]Copyright date: ©2008Description: vii, 80 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 3540752587
  • 9783540752585
Uniform titles:
  • Aspects des mathématiques financières. English.
Subject(s): DDC classification:
  • 332.015195 22
LOC classification:
  • HG106 .A8713 2008
Contents:
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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.015195 ASP (Browse shelf(Opens below)) 1 Available A446199B
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
332.015195 ALE ACCOMPANYING PARTS ( DISCS ) Market risk analysis / 332.015195 ALE ACCOMPANYING PARTS ( DISCS ) Market risk analysis / 332.015195 ALE ACCOMPANYING PARTS ( DISCS ) Market risk analysis / 332.015195 ASP Aspects of mathematical finance / 332.015195 BAR Financial aggregation and index number theory / 332.015195 BRO Introductory econometrics for finance / 332.015195 BRO Introductory econometrics for finance /

"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.

Machine converted from AACR2 source record.

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