Marc Yor (editor)
Berlin: Springer, 2008
80pp, ISBN: 978-3-540-75258-5
www.springer.com
This short but insightful treatment is based on a series of public lectures given in Paris by internationally renowned experts in mathematical finance, which promoted an understanding of the fundamental ideas, techniques and new tools of the financial industries. It develops topics such as risk measures, the notion of arbitrage, and dynamic models involving fundamental stochastic processes.
Product Description
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.
Amazon and the Amazon logo are trademarks of Amazon.com Inc. or its affiliates.
www.qfinance.com
