English
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About The Book
Description
Author
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.
Piracy-free
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Details
ISBN 13
9783540752585
Publication Date
-25-02-2008
Pages
-92
Weight
-152 grams
Dimensions
-156x234x6.35 mm
