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Paris-Princeton Lectures on Mathematical Finance 2010
ISBN-13:
9783642146602
Veröffentl:
2010
Einband:
PDF
Seiten:
366
Autor:
Areski Cousin
Serie:
Lecture Notes in Mathematics
eBook Typ:
PDF
eBook Format:
PDF
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
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. Stephane Crepey, 3. Olivier Gueant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
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. Stephane Crepey, 3. Olivier Gueant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.