Mathématiques financières – Evaluation des actifs et analyse du risque

This book presents the modern mathematics of financial instruments and markets and focuses on the new techniques that can be applied, in a context of uncertainty, to the valuation of financial and physical investments, risk analysis and measurement, and their optimal use in portfolio management.

PONCET, P., PORTAIT, R. and HAYAT, S. (1996). Mathématiques financières - Evaluation des actifs et analyse du risque. Précis Dalloz, 373 pages.