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Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
M.H.A. Davis
E. Derman
C. Kluppelberg
W. Schachermayer
Springer Finance
Springer Finance
is a programme of books addressing students, academics and
practitioners working on increasingly technical approaches to the analysis of
financial markets. It aims to cover a variety of topics, not only mathematical finance
but foreign exchanges, term structure, risk management, portfolio theory, equity
derivatives, and financial economics.
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, Financial Markets in Continuous Time (2003)
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, The Mathematics of Arbitrage (2005)
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, Mathematics of Financial Markets (1999, 2nd ed. 2005)
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, Semiparametric Modeling of Implied Volatility (2005)
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, Term-Structure Models (2009)
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, Implementing Models in Quantitative Finance: Methods and Cases
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Monique Jeanblanc
Marc Yor
Marc Chesney
Mathematical Methods
for Financial Markets
Monique Jeanblanc
Universit´ed’Evry
Dept. Mathematiques
rue du Pere Jarlan
91025 Evry CX
France
monique.jeanblanc@univ-evry.fr
Marc Chesney
Universitat Z urich
Inst. Schweizerisches
Bankwesen (ISB)
Plattenstr. 14
8032 Z urich
Switzerland
Marc Yor
Universit´eParisVI
Labo. Probabilites et Modeles
Aleatoires
175 rue du Chevaleret
75013 Paris
France
ISBN 978-1-85233-376-8
e-ISBN 978-1-84628-737-4
DOI 10.1007/978-1-84628-737-4
Springer Dordrecht Heidelberg London New York
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
Library of Congress Control Number: 2009936004
Mathematics Subject Classification (2000): 60-00; 60G51; 60H30; 91B28
Springer-Verlag London Limited 2009
Apart from any fair dealing for the purposes of research or private study, or criticism or review,
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