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.
Read More
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.
Read Less
Add this copy of Imperfections De Marches Et Methodes D'Evaluation Et to cart. $25.86, new condition, Sold by Revaluation Books rated 4.0 out of 5 stars, ships from Exeter, DEVON, UNITED KINGDOM, published 2007 by Edizioni Della Normale.