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Field name	Details
Dewey Class	519
Title	Aspects of Mathematical Finance ([Ebook]) / edited by Marc Yor.
Author	Yor, Marc
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer , 2008.
Physical Details	: online resource.
ISBN	9783540752653
Summary Note	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 Malliavinâs 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.:
Contents note	Introduction: Some Aspects of Mathematical Finance -- Financial Uncertainty, Risk Measures and Strong 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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-540-75265-3
Links to Related Works	Subject References: Finance . Investments — Mathematical models . Investments — Mathematics . Mathematics . Quantitative Finance . Authors: Yor, Marc . Corporate Authors: SpringerLink (Online service) . Classification: 519 . 519.5 (DDC 23) .

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Aspects of Mathematical Finance

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