Browsing Open Access Repositories by Author "Berrier, Francois"
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Two topics in financial mathematics : Forward utility and consumption functions & Hedging with variance swaps in infinite dimensions
(University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2010-10)Financial Mathematics is often presented as being composed of two main branches: one dealing with investment and consumption, with the aim of answering the now ancient question of how people should invest and spend their ...