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Aspects of mathematical finance

Author: Marc Yor
Publisher: Berlin : Springer, ©2008.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

This collection of essays is based on lectures given at the "Academie des Sciences" in Paris by internationally renowned experts in mathematical finance.

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Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Marc Yor
ISBN: 3540752587 9783540752585
OCLC Number: 191760001
Notes: "Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--Title page verso.
"Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--Title page verso.
Description: vii, 80 pages : illustrations ; 24 cm
Contents: Introduction : 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.
Other Titles: Aspects des mathématiques financières.
Responsibility: Marc Yor, editor.

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