Aspects of mathematical finance:
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English French |
| Published: |
Berlin [u.a.]
Springer
2008
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | VIII, 80 S. graph. Darst. |
| ISBN: | 9783540752585 3540752587 |
Staff View
MARC
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| 130 | 0 | |a Aspects des mathématiques financières | |
| 245 | 1 | 0 | |a Aspects of mathematical finance |c Marc Yor, ed. |
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| 300 | |a VIII, 80 S. |b graph. Darst. | ||
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| 650 | 4 | |a Mathematisches Modell | |
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Record in the Search Index
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Contents
Contributors
.
vii
Introduction: Some Aspects of Financial Mathematics
. 1
M.Yor
Financial Uncertainty, Risk Measures and Robust Preferences
. 3
H.
Föllmer
The Notion of Arbitrage and Free Lunch in Mathematical Finance
. 15
W.
Schachermayer
Dynamic Financial Risk Management
. 23
P. Barrieu and
N.
El Karoui
Stochastic Clock and Financial Markets
. 37
H. Geman
Options and Partial Differential Equations
. 53
D. Lamberton
Mathematics and Finance
. 63
E. Gobet, G. Pages, and M. Yor
Author Index
. 77
Subject Index
. 79
Considering the stupendous gain in importance, ¡n the banking and
insurance industries since the early
1
990'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
ft» some to the fundamental Ideas, techniques and new tools of the
financiai
industries.
Illese
lectures were given at the
"Academie
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 Levy processes.
The Ariadne% thread leads the reader from Louis Bachelier's thesis
1900
to the famous Bladc-Scholes formula of
1973
and to most recent work
dose to MalHavin's stochastic calculus of variations. The book also features
a description of the trainings of French financial analysts which will help
them become experts in these fast evolving mathematical techniques.
The authors are: P. Barrieu,
N.
El Karoui, H.
Föllmer,
H. Geman,
E.
Góbét,
G.
Pages,
W.
Schachermayer
and
M. Yor. |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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| isbn | 9783540752585 3540752587 |
| language | English French |
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| spelling | Aspects des mathématiques financières Aspects of mathematical finance Marc Yor, ed. Berlin [u.a.] Springer 2008 VIII, 80 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Finanzas - Modelos matemáticos Mathematik Mathematisches Modell Business mathematics Finance Mathematical models Investments Mathematics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzmathematik (DE-588)4017195-4 s DE-604 Yor, Marc 1949-2014 (DE-588)120628635 edt Digitalisierung UB Regensburg https://bvbr.bib-bvb.de:443/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233499&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg https://bvbr.bib-bvb.de:443/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233499&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Aspects of mathematical finance Finanzas - Modelos matemáticos Mathematik Mathematisches Modell Business mathematics Finance Mathematical models Investments Mathematics Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4143413-4 |
| title | Aspects of mathematical finance |
| title_alt | Aspects des mathématiques financières |
| title_auth | Aspects of mathematical finance |
| title_exact_search | Aspects of mathematical finance |
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| title_full | Aspects of mathematical finance Marc Yor, ed. |
| title_fullStr | Aspects of mathematical finance Marc Yor, ed. |
| title_full_unstemmed | Aspects of mathematical finance Marc Yor, ed. |
| title_short | Aspects of mathematical finance |
| title_sort | aspects of mathematical finance |
| topic | Finanzas - Modelos matemáticos Mathematik Mathematisches Modell Business mathematics Finance Mathematical models Investments Mathematics Finanzmathematik (DE-588)4017195-4 gnd |
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