Aspects of Mathematical Finance
Editor
- Marc Yor(Université Pierre et Marie Curie, Laboratoire de Probabilités et Modèles Aléatoires)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-540-75265-3
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Book Chapters
The following chapters of this book are listed in IDEAS- Marc Yor, 2008. "Introduction: Some Aspects of Financial Mathematics," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 1-2, Springer.
- Hans Föllmer, 2008. "Financial Uncertainty, Risk Measures and Robust Preferences," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 3-13, Springer.
- Walter Schachermayer, 2008. "The Notion of Arbitrage and Free Lunch in Mathematical Finance," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 15-22, Springer.
- Pauline Barrieu & Nicole el Karoui, 2008. "Dynamic Financial Risk Management," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 23-35, Springer.
- Hèlyette Geman, 2008. "Stochastic Clock and Financial Markets," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 37-52, Springer.
- Damien Lamberton, 2008. "Options and Partial Differential Equations," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 53-61, Springer.
- Emmanuel Gobet & Gilles Pagès & Marc Yor, 2008. "Mathematics and Finance," Springer Books, in: Marc Yor (ed.), Aspects of Mathematical Finance, pages 63-76, Springer.
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