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mathematical finance » mathematical sciences

1
Published 2008
Springer Berlin Heidelberg
Table of Contents: ... and Robust Preferences -- The Notion of Arbitrage and Free Lunch in Mathematical Finance -- Dynamic Financial...

2
by Yor, Marc
Published 2001
Springer Berlin Heidelberg
Table of Contents: ... Options, and Perpetuities Mathematical Finance, Vol. 3, No. 4 (October 1993), 349–375 (with Hélyette Geman...

3
Published 2002
Springer Berlin Heidelberg
... of stochastic processes, in mathematical finance, or in history of mathematics...

4
by Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2011
Springer Milan
... an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock...

5
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
...The Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price...

6
by Mansuy, Roger, Yor, Marc
Published 2008
Springer Berlin Heidelberg
... from core probability theory out to applied fields such as polymer physics and mathematical finance...

7
by Jeanblanc, Monique, Yor, Marc, Chesney, Marc
Published 2009
Springer London
...Mathematical finance has grown into a huge area of research which requires a lot of care and a...

8
Published 2006
Springer Berlin Heidelberg
... of processes, martingales and their applications to mathematical finance, Brownian motion. They provide...