Aspects of Mathematical Finance

Editors: Yor, Marc (Ed.)

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  • A collection of essays written by leading experts in the field of finance mathematics
  • Based on lectures held on 1st February 2005 at the French Academy of Science
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eBook $39.99
price for USA in USD (gross)
  • ISBN 978-3-540-75265-3
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Hardcover $54.99
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  • ISBN 978-3-540-75258-5
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  • Usually dispatched within 3 to 5 business days.
Softcover $49.95
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  • ISBN 978-3-642-09452-1
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About this book

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 Black-Scholes 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.

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook $39.99
price for USA in USD (gross)
  • ISBN 978-3-540-75265-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $54.99
price for USA in USD
  • ISBN 978-3-540-75258-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $49.95
price for USA in USD
  • ISBN 978-3-642-09452-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Aspects of Mathematical Finance
Editors
  • Marc Yor
Translated by
Qechar, K.
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-75265-3
DOI
10.1007/978-3-540-75265-3
Hardcover ISBN
978-3-540-75258-5
Softcover ISBN
978-3-642-09452-1
Edition Number
1
Number of Pages
VIII, 80
Additional Information
Orignial French edition published by Lavoisier, Paris 2006
Topics