This collection of essays is based on lectures given at the Academie des Sciences in Paris by internationally rewned experts in mathematical finance. The collection develops, in simple yet rigorous terms, some challenging topics such as risk measures, the tion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Levy processes. The book also features a description of the trainings of French financial analysts.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K