From Bachelier and Lundberg to insurance and weather derivatives

Geman, Hélyette (2000) From Bachelier and Lundberg to insurance and weather derivatives. Mathematical Physics Studies , ISSN 0921-3767.

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Official URL: https://www.springer.com/series/6316

Abstract

Series synopsis: The series publishes original research monographs on contemporary mathematical physics. The focus is on important recent developments at the interface of Mathematics, and Mathematical and Theoretical Physics. These will include, but are not restricted to: application of algebraic geometry, D-modules and symplectic geometry, category theory, number theory, low-dimensional topology, mirror symmetry, string theory, quantum field theory, noncommutative geometry, operator algebras, functional analysis, spectral theory, and probability theory.

Metadata

Item Type:	Article
School:	Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Depositing User:	Sarah Hall
Date Deposited:	15 Jun 2020 14:16
Last Modified:	02 Aug 2023 18:00
URI:	https://eprints.bbk.ac.uk/id/eprint/32261

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