Aspects of Mathematical Finance

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Yor, Marc (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Θέματα: Mathematics.; Economics, Mathematical.; Public finance.; Quantitative Finance.; Public Economics.

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...

Πίνακας περιεχομένων:

• 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.