Aspects of mathematical finance / Marc Yor, editor.
Material type: TextLanguage: English Original language: French Publisher: Berlin : Springer, [2008]Copyright date: ©2008Description: vii, 80 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 3540752587
- 9783540752585
- Aspects des mathématiques financières. English.
- 332.015195 22
- HG106 .A8713 2008
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 |
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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.
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