Aspects of Mathematical Finance
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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.
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Details
- ISBN13 9783540752653
- Released 2008
- Publisher Springer
- Format Elektronisk medie
- Edition 1
- Language English