Physical description 
1 online resource (viii, 296 pages). 
Series 
Lecture notes in mathematics, 00758434 ; 1816


Lecture notes in mathematics (SpringerVerlag) ; 1816.

Bibliography 
Includes bibliographical references. 
Contents 
Theory of Dirichlet forms and applications / Sergio Albeverio  Introduction to the mathematics of financial markets / Walter Schachermayer  Mean field models for spin glasses, a first course / Michel Talagrand. 
Summary 
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and BlackScholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the SherringtonKirkpatrick and the pspin interaction models. 
Notes 
Description based on print version record. 
Other author 
Albeverio, Sergio.


Schachermayer, Walter.


Talagrand, Michel, 1952


Bernard, P. (Pierre), 1944

Subject 
Probabilities  Congresses.


Mathematical statistics  Congresses.


Mathematical statistics. 

Probabilities. 

Electronic books. 

Conference proceedings. 
ISBN 
9783540449225 (electronic bk.) 

3540449221 (electronic bk.) 

3540403353 

9783540403357 
