Aspects of Mathematical Finance
| Autor: | Marc Yor |
|---|---|
| EAN: | 9783540752653 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 13.02.2008 |
| Kategorie: | |
| Schlagworte: | Black-Scholes formula Mathematical Finance Stochastic Processes Stochastic calculus arbitrag calculus heat equation hedging linear optimization options risk measures |
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This collection of essays is based on lectures given at the 'Académie des Sciences' in Paris by internationally renowned experts in mathematical finance. The collection 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 book also features a description of the trainings of French financial analysts.
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