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Paris-Princeton Lectures on Mathematical Finance 2010 (Lecture Notes in Mathematics)

Posted on 2010-10-18




Name:Paris-Princeton Lectures on Mathematical Finance 2010 (Lecture Notes in Mathematics)
ASIN/ISBN:3642146597
File size:111.22 Mb
File Size: 111.22 Mb
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By Areski Cousin, St?phane Cr?pey, Olivier Gu?ant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov

* Publisher: Springer

* Number Of Pages: 359

* Publication Date: 2010-10-29

* ISBN-10 / ASIN: 3642146597

* ISBN-13 / EAN: 9783642146596

Product 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. St?phane Cr?pey, 3. Olivier Gu?ant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

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