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Paris-Princeton Lectures on Mathematical Finance 2010

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Kurzbeschreibung

This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stéphane Crépey, Areski Cousin, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others.

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Titel: Paris-Princeton Lectures on Mathematical Finance 2010
Autoren/Herausgeber: Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov, René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi (Hrsg.)
Aus der Reihe: Lecture Notes in Mathematics
Ausgabe: 1st ed. 2011, Corr. 2nd printing 2011

ISBN/EAN: 9783642146596

Seitenzahl: 366
Format: 23,5 x 15,5 cm
Produktform: Taschenbuch/Softcover
Gewicht: 1,170 g
Sprache: Englisch

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.

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