Paris-Princeton Lectures on Mathematical Finance 2010 PDF
by Areski Cousin, Stephane Crepey, Olivier Gueant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov
Edited by Rene Carmona, Erhan Cinlar, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman, Nizar Touzi
Part of the Lecture Notes in Mathematics series
Description
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise!
The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton.
The present volume sets standards with five articles by:1.
Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2.
Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:06/10/2010
- Category:
- ISBN:9783642146602
Other Formats
- Paperback / softback from £40.99
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:06/10/2010
- Category:
- ISBN:9783642146602
