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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Bibliographic Details
Other Authors: Yor, Marc (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2008, 2008
Edition:1st ed. 2008
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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