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,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Yor, Marc (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Temas:
Social sciences-Mathematics.
Finance, Public.
Mathematics in Business, Economics and Finance.
Public Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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