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The Resource Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)
Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)
Resource Information
The item Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.This item is available to borrow from all library branches.
Resource Information
The item Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.
This item is available to borrow from all library branches.
 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 BlackScholes 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
 Language

 eng
 eng
 Edition
 1st ed. 2008.
 Extent
 1 online resource (85 p.)
 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
 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
 Isbn
 9781281206350
 Label
 Aspects of Mathematical Finance
 Title
 Aspects of Mathematical Finance
 Statement of responsibility
 edited by Marc Yor
 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 BlackScholes 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
 HB135147
 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)
 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
 10.1007/9783540752653
 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
 (DEHe213)9783540752653
 (MiAaPQ)EBC336687
 (EXLCZ)991000000000411741
 Label
 Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)
 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
 10.1007/9783540752653
 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
 (DEHe213)9783540752653
 (MiAaPQ)EBC336687
 (EXLCZ)991000000000411741
Library Locations

Architecture LibraryBorrow itGould Hall 830 Van Vleet Oval Rm. 105, Norman, OK, 73019, US35.205706 97.445050



Chinese Literature Translation ArchiveBorrow it401 W. Brooks St., RM 414, Norman, OK, 73019, US35.207487 97.447906

Engineering LibraryBorrow itFelgar Hall 865 Asp Avenue, Rm. 222, Norman, OK, 73019, US35.205706 97.445050

Fine Arts LibraryBorrow itCatlett Music Center 500 West Boyd Street, Rm. 20, Norman, OK, 73019, US35.210371 97.448244

Harry W. Bass Business History CollectionBorrow it401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US35.207487 97.447906

History of Science CollectionsBorrow it401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US35.207487 97.447906

John and Mary Nichols Rare Books and Special CollectionsBorrow it401 W. Brooks St., Rm. 509NW, Norman, OK, 73019, US35.207487 97.447906


Price College Digital LibraryBorrow itAdams Hall 102 307 West Brooks St., Norman, OK, 73019, US35.210371 97.448244

Western History CollectionsBorrow itMonnet Hall 630 Parrington Oval, Rm. 300, Norman, OK, 73019, US35.209584 97.445414
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.libraries.ou.edu/portal/AspectsofMathematicalFinanceeditedbyMarc/Xg_UgLoV6c4/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.libraries.ou.edu/portal/AspectsofMathematicalFinanceeditedbyMarc/Xg_UgLoV6c4/">Aspects of Mathematical Finance, edited by Marc Yor, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.libraries.ou.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.libraries.ou.edu/">University of Oklahoma Libraries</a></span></span></span></span></div>