Paris-Princeton Lectures on Mathematical Finance 2010

Name: Paris-Princeton Lectures on Mathematical Finance 2010
SKU: 8140108
Price: 150.99 AUD
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Paperback / softback

Series:

Lecture Notes in Mathematics

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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.

Release date Australia

October 14th, 2010

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Contributors

Edited by Elyes Jouini
Edited by Erhan Cinlar
Edited by Ivar Ekeland
Edited by Jose A. Scheinkman
Edited by Rene Carmona

Illustrations

45 Illustrations, black and white; X, 366 p. 45 illus.

Pages

366

Series

Lecture Notes in Mathematics

Dimensions

156x234x19

ISBN-13

9783642146596

Product ID

8140108

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