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| #6414516 in Books | Springer | 2008-04-07 | Original language:English | PDF # 1 | 9.40 x.30 x6.20l,1.10 | File type: PDF | 80 pages | ||From the Back Cover||Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Académi
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 anal...
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