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_a3540752587 _qhbk. |
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020 |
_a9783540752585 _qhbk. |
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035 | _a(ATU)b11395758 | ||
035 | _a(OCoLC)191760001 | ||
040 |
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_aHG106 _b.A8713 2008 |
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_a332.015195 _222 |
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_aAspects of mathematical finance / _cMarc Yor, editor. |
264 | 1 |
_aBerlin : _bSpringer, _c[2008] |
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264 | 4 | _c©2008 | |
300 |
_avii, 80 pages : _billustrations ; _c24 cm |
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336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
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338 |
_avolume _bnc _2rdacarrier |
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500 | _a"Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso. | ||
500 | _a"Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--T.p. verso. | ||
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aIntroduction : 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. | |
588 | _aMachine converted from AACR2 source record. | ||
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_aFinance _xMathematical models _9370807 |
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_aInvestments _xMathematics _9319550 |
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_aBusiness mathematics. _9314905 |
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700 | 1 |
_aYor, Marc. _9254292 |
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730 | 0 |
_aAspects des mathématiques financières. _lEnglish. |
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