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Aspects of mathematical finance / Marc Yor, editor.

Contributor(s): Material type: TextTextPublication details: Berlin : Springer, 2008.Description: vii, 80 p. : ill. ; 24 cmISBN:
  • 9783540752585 (hbk.)
Uniform titles:
  • Aspects des mathématiques financières. English
Subject(s): DDC classification:
  • 000SB:332 23 Y61
Contents:
Introduction: Some Aspects of Financial Mathematics-- 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-- Author Index-- Subject Index.
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SB:332 Y61 (Browse shelf(Opens below)) Available 135716
Total holds: 0

"Chapters 1, 2, 6, 7 translated from French original by Kathleen Qechar"--T.p. verso.

"Original French edition: Aspects des mathematiques financieres, published by Lavoisier, Paris, 2006"--T.p. verso.

Includes bibliographical references and indexes.

Introduction: Some Aspects of Financial Mathematics--
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--
Author Index--
Subject Index.

"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.

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