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.
Publisher: Birkhauser Verlag AG
ISBN: 9788876422911
Number of pages: 121
Dimensions: 240 x 170 mm
Language: French
Edition: 1998 ed.
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