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The 9th Belgian-French-German Conference on Optimization has been held in Namur (Belgium) on September 7-11, 1998. This volume is a collection of papers presented at this Conference. Originally, this Conference was a French-German Conference but this year, in accordance with the organizers' wishes, a third country, Belgium, has joined the founding members of the Conference. Hence the name: Belgian­ French-German Conference on Optimization. Since the very beginning, the purpose of these Conferences has been to bring together researchers working in the area of Optimization and partic­ ularly to encourage young researchers to present their work. Most of the participants come from the organizing countries. However the general ten­ dancy is to invite outside researchers to attend the meeting. So this year, among the 101 participants at this Conference, twenty researchers came from other countries. The general theme of the Conference is everything that concerns the area of Optimization without specification of particular topics. So theoretical as­ pects of Optimization, in addition to applications and algorithms of Opti­ mization, will be developed. However, and this point was very important for the organizers, the Conference must retain its convivial character. No more than two parallel sessions are organized. This would allow useful contacts between researchers to be promoted. The editors express their sincere thanks to all those who took part in this Conference. Their invaluable discussions have made this volume possible.

Mathematical statistics --- Mathematical optimization --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Operations Research --- AA / International- internationaal --- 305.976 --- NBB congres --- Algoritmen. Optimisatie. --- Conferences - Meetings --- Algoritmen. Optimisatie --- Operations research. --- Decision making. --- Calculus of variations. --- System theory. --- Operations Research/Decision Theory. --- Calculus of Variations and Optimal Control; Optimization. --- Systems Theory, Control. --- Systems, Theory of --- Systems science --- Science --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Philosophy --- Decision making --- Programmation (mathématiques)

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Mathematical control systems --- Calculus of variations --- Control theory --- Mathematical optimization --- 305.971 --- AA / International- internationaal --- 330.105 --- 519.2 --- Dynamics --- Machine theory --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Operations research --- Simulation methods --- System analysis --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 330.105 Wiskundige economie. Wiskundige methoden in de economie --- Wiskundige economie. Wiskundige methoden in de economie --- Speciale gevallen in econometrische modelbouw --- Calculus of variations. --- Control theory. --- Mathematical optimization. --- Calcul des variations --- Théorie de la commande --- Optimisation mathématique

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Aims at a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents an elementary introduction. The second part consists of seven research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

Actuarial mathematics --- Arbitrage --- Derivative securities --- Hedging (Finance) --- Arbitrage (Bourse) --- Instruments dérivés (Finances) --- Mathematical models. --- Prices --- Modèles mathématiques --- Prix --- Arbitrage. --- Arbitrage - Mathematical models. --- Derivative securities. --- Hedging (Finance). --- Business & Economics --- Finance --- Economic Theory --- Investment & Speculation --- Mathematical models --- AA / International- internationaal --- 305.91 --- -Derivative securities --- -Hedging (Finance) --- 332.645 --- Options (Finance) --- Speculation --- Financial futures --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- -Mathematical models --- Law and legislation --- Instruments dérivés (Finances) --- Modèles mathématiques --- EPUB-LIV-FT LIVMATHE SPRINGER-B --- Mathematics. --- Finance. --- Functional analysis. --- Operator theory. --- Economics, Mathematical. --- Probabilities. --- Quantitative Finance. --- Probability Theory and Stochastic Processes. --- Operator Theory. --- Functional Analysis. --- Finance, general. --- Prices&delete& --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Distribution (Probability theory. --- Functional calculus --- Calculus of variations --- Functional equations --- Integral equations --- Functional analysis --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Mathematical economics --- Econometrics --- Methodology --- Social sciences --- Mathematics in Business, Economics and Finance. --- Probability Theory. --- Financial Economics.