Mathematics and Finance

Emmanuel Gobet (), Gilles Pagès () and Marc Yor
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Emmanuel Gobet: INP Grenoble – ENSIMAG LJK
Gilles Pagès: Université Pierre et Marie Curie, Laboratoire de Probabilités et Modèles Aléatoires
Marc Yor: Université Pierre et Marie Curie, Laboratoire de Probabilités et Modèles Aléatoires

A chapter in Aspects of Mathematical Finance, 2008, pp 63-76 from Springer

Abstract: Since the beginning of the 1990s, mathematics, and more particularly the theory of probability, have taken an increasing role in the banking and insurance industries. This motivated the authors to present here some interactions between Mathematics and Finance and their consequences at the level of research and training in France in these domains.

Keywords: Brownian Motion; Option Price; Call Option; Implied Volatility; American Option (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_7

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DOI: 10.1007/978-3-540-75265-3_7

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