| Imperfections de Marchés Et Méthodes d'Evaluation Et Couverture d'Options Contributor(s): Pham, Huyen (Author) |
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ISBN: 8876422919 ISBN-13: 9788876422911 Publisher: Edizioni Della Normale OUR PRICE: $18.95 Product Type: Paperback Language: French Published: October 1998 |
| Additional Information |
| BISAC Categories: - Mathematics | Game Theory - Mathematics | Probability & Statistics - General |
| Dewey: 519 |
| Series: Publications of the Scuola Normale Superiore |
| Physical Information: 0.4" H x 6.7" W x 9.3" (0.60 lbs) 121 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book is taken from the lectures given at the ENSAE in March 1998 and at the Scuola Normale Superiore in May 1998. At the beginning of the 70's, the set of mathematical methods of finance were reduced to actuarial calculus. The modern approach uses the stochastic calculus theory and evidences the duality between problems of arbitrage and valorisation and a set of martingale probabilities. |