Marc Yor – Aspects of Mathematical Finance
Marc Yor – Aspects of Mathematical Finance
Marc Yor – Aspects of Mathematical Finance
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Description
MARC YOR – ASPECTS OF MATHEMATICAL FINANCE
A 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, and dynamic models involving fundamental stochastic processes like Brownian motion and Lévy processes. The trainings of French financial analysts are described in the book.
FROM THE BACK COVER
It was a very natural idea for the French Académie des Sciences to propose a series of public lectures, accessible to an educated audience, considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s.
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
The thread leads the reader to work by Malliavin and the Black-Sholes formula of 1973. A description of the trainings of French financial analysts which will help them to become experts in these fast evolving mathematical techniques is included in the book.
THE AUTHORS ARE: P. BARRIEU, N. EL KAROUI, H. FÖLLMER, H. GEMAN, E. GOBET, G. PAGÈS, W. SCHACHERMAYER AND M. YOR.
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