Aspects of Mathematical Finance
Download or Read eBook Aspects of Mathematical Finance PDF written by Marc Yor and published by Springer Science & Business Media. This book was released on 2008-02-13 with total page 83 pages. Available in PDF, EPUB and Kindle.
Author | : Marc Yor |
Publisher | : Springer Science & Business Media |
Total Pages | : 83 |
Release | : 2008-02-13 |
ISBN-10 | : 9783540752653 |
ISBN-13 | : 354075265X |
Rating | : 4/5 (53 Downloads) |
Book Synopsis Aspects of Mathematical Finance by : Marc Yor
Book excerpt: 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.