Aspects of Mathematical Finance

ISBN 13: 9783642094521

Aspects of Mathematical Finance

4 avg rating
( 1 ratings by Goodreads )
 
9783642094521: Aspects of Mathematical Finance
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

From the Back Cover:

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.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9783540752585: Aspects of Mathematical Finance

Featured Edition

ISBN 10: 3540752587 ISBN 13: 9783540752585
Publisher: Springer, 2008
Hardcover

Top Search Results from the AbeBooks Marketplace

Stock Image

1.

K. Qechar
Published by Springer (2010)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Quantity Available: > 20
Print on Demand
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)

Book Description Springer, 2010. PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9783642094521

More information about this seller | Contact this seller

Buy New
US$ 35.67
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds
Stock Image

2.

Yor, Marc
Published by Springer (2017)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Paperback Quantity Available: 10
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)

Book Description Springer, 2017. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2017; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642094521_lsuk

More information about this seller | Contact this seller

Buy New
US$ 39.83
Convert currency

Add to Basket

Shipping: US$ 3.72
From United Kingdom to U.S.A.
Destination, rates & speeds
Seller Image

3.

Qechar, K.
Published by Springer 10/19/2010 (2010)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Paperback or Softback Quantity Available: 10
Seller:
BargainBookStores
(Grand Rapids, MI, U.S.A.)

Book Description Springer 10/19/2010, 2010. Paperback or Softback. Condition: New. Aspects of Mathematical Finance. Book. Seller Inventory # BBS-9783642094521

More information about this seller | Contact this seller

Buy New
US$ 54.94
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds
Stock Image

4.

Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany (2010)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Paperback Quantity Available: 10
Seller:
The Book Depository EURO
(London, United Kingdom)

Book Description Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany, 2010. Paperback. Condition: New. Language: English. Brand new Book. This collection of essays is based on lectures given at the "Academie 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 Levy processes. The book also features a description of the trainings of French financial analysts. Softcover reprint of hardcover 1st ed. 2008. Seller Inventory # AAV9783642094521

More information about this seller | Contact this seller

Buy New
US$ 55.57
Convert currency

Add to Basket

Shipping: US$ 3.73
From United Kingdom to U.S.A.
Destination, rates & speeds
Stock Image

5.

Marc Yor (Editor), K. Qechar (Translator)
Published by Springer (2010)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Paperback Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)

Book Description Springer, 2010. Paperback. Condition: New. Softcover reprint of hardcover 1. Seller Inventory # DADAX364209452X

More information about this seller | Contact this seller

Buy New
US$ 64.94
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds
Stock Image

6.

K. Qechar
Published by Springer (2010)
ISBN 10: 364209452X ISBN 13: 9783642094521
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)

Book Description Springer, 2010. PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9783642094521

More information about this seller | Contact this seller

Buy New
US$ 35.65
Convert currency

Add to Basket

Shipping: US$ 37.35
From United Kingdom to U.S.A.
Destination, rates & speeds