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Keywords
- actuarial calculus
About this book
This book is taken from the lectures given at the ENSAE in March 1998 and at the Scuola Normale Superiore in May 1998. At the beginning of the 70's, the set of mathematical methods of finance were reduced to actuarial calculus. The modern approach uses the stochastic calculus theory and evidences the duality between problems of arbitrage and valorisation and a set of martingale probabilities.
Bibliographic Information
Book Title: Imperfections de marchés et méthodes d'evaluation et couverture d'options
Authors: Huyen pham
Series Title: Publications of the Scuola Normale Superiore
Publisher: Edizioni della Normale Pisa
Copyright Information: Edizioni della Normale 1998
Softcover ISBN: 978-88-7642-291-1Published: 01 October 1998
Series ISSN: 2239-1460
Series E-ISSN: 2532-1668
Edition Number: 1
Number of Pages: 121