Paris-Princeton Lectures on Mathematical Finance 2010

Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry

ISBN 10: 3642146597 / ISBN 13: 9783642146596

Editore: Springer-Verlag GmbH, 2011

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Zustand: Sehr gut | Seiten: 359 | Sprache: Englisch | Produktart: Bücher.

Codice articolo 8305646/12

Dati bibliografici

• Titolo: Paris-Princeton Lectures on Mathematical Finance 2010
• Editore: Springer-Verlag GmbH
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 3642146597
• ISBN 13: 9783642146596
• Rilegatura: Brossura
• Condizione: Sehr gut

Descrizione articolo

Riassunto

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.

Dalla quarta di copertina

The Paris-Princeton Lectures on Mathematical Finance, 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 articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.