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Random Sets in Finance and Econometrics

Ilya Molchanov

in New Perspectives in Stochastic Geometry

Published in print:
2009
Published Online:
February 2010
ISBN:
9780199232574
eISBN:
9780191716393
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199232574.003.0017
Subject:
Mathematics, Geometry / Topology

This chapter surveys several examples where random sets appear in mathematical finance and econometrics: trading with transaction costs, risk measures, option prices, and partially identified ... More


Megaloprepeia

Michael Harris

in Mathematics without Apologies: Portrait of a Problematic Vocation

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175836
eISBN:
9781400885527
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175836.003.0005
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

The explosion of finance mathematics, and its implication in the 2008 financial crisis, has had the welcome, but unintended, consequence of establishing a common border between mathematics and ... More


Financial Knowledge and the Science of the Market

Alex Preda

in Framing Finance: The Boundaries of Markets and Modern Capitalism

Published in print:
2009
Published Online:
February 2013
ISBN:
9780226679310
eISBN:
9780226679334
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226679334.003.0004
Subject:
Sociology, Culture

This chapter examines the emergence and consequences of a vernacular “science of financial investments.” While many eighteenth-century writers saw financial knowledge as devilish and destructive ... More


Degenerate Diffusion Operators Arising in Population Biology (AM-185)

Charles L. Epstein and Rafe Mazzeo

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691157122
eISBN:
9781400846108
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691157122.001.0001
Subject:
Mathematics, Probability / Statistics

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as ... More


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