"Sinopsis" puede pertenecer a otra edición de este libro.
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 Malliavin’s 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.
"Sobre este título" puede pertenecer a otra edición de este libro.
Gastos de envío:
EUR 3,69
A Estados Unidos de America
Descripción Condición: New. pp. viii + 80 1st Edition. Nº de ref. del artículo: 26354477
Descripción Condición: New. pp. viii + 80 Illus. Nº de ref. del artículo: 7526258
Descripción Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEOCT23-193456
Descripción Condición: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship from the US or other locations in India depending on your location and availability. Nº de ref. del artículo: ABTR-216765
Descripción Condición: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed. This item may ship from the US or our Overseas warehouse depending on your location and stock availability. We Ship to PO BOX Location also. Nº de ref. del artículo: ABRR-216765
Descripción Hardcover. Condición: new. Nº de ref. del artículo: 9783540752585
Descripción Condición: New. Nº de ref. del artículo: 5497973-n
Descripción Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEOCT23-193455
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020176345
Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783540752585_lsuk