The Resource Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)

Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)

Label
Aspects of Mathematical Finance
Title
Aspects of Mathematical Finance
Statement of responsibility
edited by Marc Yor
Creator
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries. These lectures were given at the "Académie 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 Lévy processes. The Ariadne’s thread leads the reader from Louis Bachelier’s thesis 1900 to the famous Black-Scholes formula of 1973 and to most recent work close to Malliavin’s stochastic calculus of variations. The book also features a description of the trainings of French financial analysts which will help them to become experts in these fast evolving mathematical techniques. The authors are: P. Barrieu, N. El Karoui, H. Föllmer, H. Geman, E. Gobet, G. Pagès, W. Schachermayer and M. Yor
http://bibfra.me/vocab/lite/collectionName
Aspects des mathématiques financières
Dewey number
332.024
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
g9cJKIerhgU
Language note
English
LC call number
HB135-147
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc.
http://library.link/vocab/subjectName
  • Finance
  • Public finance
  • Quantitative Finance
  • Public Economics
Label
Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)
Instantiates
Publication
Note
  • "Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso
  • "Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--T.p. verso
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (85 p.)
Form of item
online
Isbn
9781281206350
Lccn
2009659356
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-75265-3
Specific material designation
remote
System control number
  • (CKB)1000000000411741
  • (EBL)336687
  • (OCoLC)227335516
  • (SSID)ssj0000768177
  • (PQKBManifestationID)12298565
  • (PQKBTitleCode)TC0000768177
  • (PQKBWorkID)10758321
  • (PQKB)11101970
  • (SSID)ssj0000289276
  • (PQKBManifestationID)11221469
  • (PQKBTitleCode)TC0000289276
  • (PQKBWorkID)10401591
  • (PQKB)11279003
  • (PQKBManifestationID)16032950
  • (PQKB)25051306
  • (DE-He213)978-3-540-75265-3
  • (MiAaPQ)EBC336687
  • (EXLCZ)991000000000411741
Label
Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)
Publication
Note
  • "Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso
  • "Original French edition: Aspects des mathématiques financières, published by Lavoisier, Paris, 2006"--T.p. verso
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (85 p.)
Form of item
online
Isbn
9781281206350
Lccn
2009659356
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-75265-3
Specific material designation
remote
System control number
  • (CKB)1000000000411741
  • (EBL)336687
  • (OCoLC)227335516
  • (SSID)ssj0000768177
  • (PQKBManifestationID)12298565
  • (PQKBTitleCode)TC0000768177
  • (PQKBWorkID)10758321
  • (PQKB)11101970
  • (SSID)ssj0000289276
  • (PQKBManifestationID)11221469
  • (PQKBTitleCode)TC0000289276
  • (PQKBWorkID)10401591
  • (PQKB)11279003
  • (PQKBManifestationID)16032950
  • (PQKB)25051306
  • (DE-He213)978-3-540-75265-3
  • (MiAaPQ)EBC336687
  • (EXLCZ)991000000000411741

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