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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Yor, Marc, 1949-2014, mathématicien
Beste egile batzuk: Yor, Marc (Argitalpenaren zuzendaria)
Formatua: Livre numérique
Hizkuntza:Anglais
Argitaratua: Berlin, Heidelberg : Springer Berlin Heidelberg 2008.
Cham : Springer Nature
Gaiak:
Sarrera elektronikoa:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Oharra: 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
Aurkibidea:
  • 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.