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Book Synopsis
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.

Imperfections de marchés et méthodes d'evaluation

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    A Paperback / softback by Huyen pham

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      Book details

      Publisher Birkhauser Verlag AG
      Published 1 October 1998
      ISBN-13 9788876422911
      978-8876422911
      ISBN-10 8876422919
      Also in:
      Game theory Probability and statistics

      Description

      Book Synopsis
      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.

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