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...
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Format: | Electronic eBook |
Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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Online Access: | Full Text via HEAL-Link |
Table of Contents:
- 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.