Aspects of Mathematical Finance
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990 s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Académie des Sciences" to propose a series of public lectures, access...
Gardado en:
| Autor Principal: | |
|---|---|
| Outros autores: | |
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2008.
Cham : Springer Nature |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Aspects of mathematical finance, Marc Yor, editor, 2008, Berlin, Springer, 1 vol. (VIII-80 p.), 978-3-540-75258-5 • Aspects of Mathematical Finance, Texte imprimé, 9783540844365 • Aspects of Mathematical Finance, Texte imprimé, 9783642094521 |
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| 008 | 080505s2008 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN123742641 | ||
| 020 | |a 9783540752653 | ||
| 041 | 1 | |a eng |h fre | |
| 082 | |a 519 | ||
| 084 | |a 91Gxx. 2010 | ||
| 084 | |a 91-02. 2010 | ||
| 084 | |a 91B30. 2010 | ||
| 100 | 1 | |a Yor, Marc, |d 1949-2014, |c mathématicien. | |
| 245 | 1 | 0 | |a Aspects of Mathematical Finance |c Marc Yor, editor ; [Chapters 1, 2, 6, 7 translated from the French original by Kathleen Qechar]. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c 2008. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Introduction: Some Aspects of Financial Mathematics -- Financial Uncertainty, Risk Measures and Robust Preferences -- The Notion of Arbitrage and Free Lunch in Mathematical Finance -- Dynamic Financial Risk Management -- Stochastic Clock and Financial Markets -- Options and Partial Differential Equations -- Mathematics and Finance. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990 s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Académie des Sciences" to propose a series of public lectures, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries. These lectures were given at the "Académie des Sciences" in Paris by internationally renowned experts in mathematical finance, and later written up for this volume which 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 Ariadne s thread leads the reader from Louis Bachelier s thesis 1900 to the famous Black-Scholes formula of 1973 and to most recent work close to Malliavin s stochastic calculus of variations. The book also features a description of the trainings of French financial analysts which will help them to become experts in these fast evolving mathematical techniques. The authors are: P. Barrieu, N. El Karoui, H. Föllmer, H. Geman, E. Gobet, G. Pagès, W. Schachermayer and M. Yor. | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Mathématiques financières | ||
| 700 | 1 | |a Yor, Marc. |4 pbd | |
| 765 | 0 | |t Aspects des mathématiques financières | |
| 776 | 0 | |0 12335319X |t Aspects of mathematical finance |f Marc Yor, editor |d 2008 |c Berlin |n Springer |p 1 vol. (VIII-80 p.) |z 978-3-540-75258-5 | |
| 776 | 0 | |t Aspects of Mathematical Finance |b Texte imprimé |z 9783540844365 | |
| 776 | 0 | |t Aspects of Mathematical Finance |b Texte imprimé |z 9783642094521 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-540-75265-3 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-D5TDVCLH-C |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747862699 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/978-3-540-75265-3 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750880236 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/978-3-540-75265-3 |z Accès INSA CVL | |
| 997 | |0 940264 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||