TY  - BOOK
AU  - Yor,Marc
TI  - Aspects of mathematical finance
SN  - 9783540752585 (hbk.)
U1  - 000SB:332 23
PY  - 2008///
CY  - Berlin
PB  - Springer
KW  - Finance
KW  - Mathematical models
KW  - Investments
KW  - Mathematics
KW  - Business mathematics
N1  - "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
N2  - "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.
ER  -