Coverart for item
The Resource Aspects of mathematical finance, Marc Yor, editor, (electronic book)

Aspects of mathematical finance, Marc Yor, editor, (electronic book)

Label
Aspects of mathematical finance
Title
Aspects of mathematical finance
Statement of responsibility
Marc Yor, editor
Creator
Contributor
Subject
Language
  • eng
  • fre
  • eng
Summary
"Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Academie 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 "Academie des Science" in Paris by experts in mathematical finance, and later written up for this volume which develops topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Levy processes."--Jacket
Cataloging source
UK-RwCLS
http://bibfra.me/vocab/lite/collectionName
Aspects des mathématiques financières
Dewey number
332.01/5195
Illustrations
illustrations
Index
index present
Language note
Translated from the French
LC call number
HG106
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc
http://library.link/vocab/subjectName
  • Finance
  • Investments
  • Business mathematics
Label
Aspects of mathematical finance, Marc Yor, editor, (electronic book)
Instantiates
Publication
Note
Title from e-book title screen (viewed Oct. 27, 2008)
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction: Some Aspects of Financial Mathematics -- Financial Uncertainty, Risk Measures and Robust Preferences -- The Notion of Arbitrage and Free Lunch in Mathematical Finance -- Dynamic Financial Risk Management -- Stochastic Clock and Financial Markets -- Options and Partial Differential Equations -- Mathematics and Finance
Control code
SPR227335516
Extent
1 online resource (vii, 80 pages
Form of item
online
Isbn
9783540752653
Lccn
2009659356
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-75265-3
Other physical details
illustrations)
Specific material designation
remote
Label
Aspects of mathematical finance, Marc Yor, editor, (electronic book)
Publication
Note
Title from e-book title screen (viewed Oct. 27, 2008)
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction: Some Aspects of Financial Mathematics -- Financial Uncertainty, Risk Measures and Robust Preferences -- The Notion of Arbitrage and Free Lunch in Mathematical Finance -- Dynamic Financial Risk Management -- Stochastic Clock and Financial Markets -- Options and Partial Differential Equations -- Mathematics and Finance
Control code
SPR227335516
Extent
1 online resource (vii, 80 pages
Form of item
online
Isbn
9783540752653
Lccn
2009659356
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-75265-3
Other physical details
illustrations)
Specific material designation
remote

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