Introduction: Some Aspects of Financial Mathematics

Marc Yor
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Marc Yor: Université Pierre et Marie Curie, Laboratoire de Probabilités et Modèles Aléatoires

A chapter in Aspects of Mathematical Finance, 2008, pp 1-2 from Springer

Abstract: The articles in this volume summarize the lectures given by the authors on February 1, 2005, at an open conference held at the Académie des Sciences, quai Conti, on Financial Mathematics, a field in constant development since the end of the 1970s. The aim is to make these articles accessible to a wide audience belonging to scientific horizons; indeed, this half-day conference was attended by many young postgraduates in disciplines such as economics, management, and applied mathematics, along with many members of the different sections of the Académie.

Keywords: Brownian Motion; Risk Measure; Option Price; Wide Audience; Martingale Measure (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-75265-3_1

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DOI: 10.1007/978-3-540-75265-3_1

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