Mathematical Methods for Financial Markets- Jeanblanc 2009.pdf

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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

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