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    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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    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.


    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


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