Paris-Princeton Lectures on Mathematical Finance 2010

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Synopsis

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.

Book details

Edition:
2011
Series:
Lecture Notes in Mathematics (Book 2003)
Author:
Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov
ISBN:
9783642146602
Related ISBNs:
9783642146596
Publisher:
Springer Berlin Heidelberg
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2022-06-22
Usage restrictions:
Copyright
Copyright date:
2011
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction