Mathematics and finance

DOI10.4171/164-1/4MaRDI QIDQ5506904zbMATH OpenOpenAlexFDO

Authors Walter Schachermayer

Publication date 16 December 2016

Published in Mathematics and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://semanticscholar.org/paper/061711d9e899af101f9875756d6ff6c50adb3174

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) History of mathematics in the 21st century (01A61) History of game theory, economics, and finance (91-03) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
• scientific article; zbMATH DE number 1687011
• scientific article; zbMATH DE number 1383610
• Review Paper. A survey of mathematical finance
• Mathematical Finance: A Very Short Introduction

Cited in

(14)

• An Italian perspective on the development of financial mathematics from 1992 to 2008
• A brief history of quantitative finance
• Four theorems and a financial crisis
• BS formula and the recession
• Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
• Mathematics and Finance
• The devil is in the tails: actuarial mathematics and the subprime mortgage crisis
• Preface
• Applied mathematics and finance
• scientific article; zbMATH DE number 912562 (Why is no real title available?)
• The use, misuse and abuse of mathematics in finance
• Financial mathematics in times of crisis
• The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures
• Finance and mathematics: a lack of debate

This page was built for publication: Mathematics and finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5506904)