Aspects of Mathematical Finance
| Author | : Marc Yor |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 83 |
| Release | : 2008-02-13 |
| ISBN-10 | : 9783540752653 |
| ISBN-13 | : 354075265X |
| Rating | : 4/5 (65X Downloads) |
Book Synopsis Aspects of Mathematical Finance by : Marc Yor
Download or read book Aspects of Mathematical Finance 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. 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.