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Paris-Princeton Lectures on Mathematical Finance

Paris-Princeton Lectures on Mathematical Finance

Paperback

Series: Lecture Notes in Mathematics, Book 2003

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 3642146597
ISBN13: 9783642146596
Publisher: Springer
Published: Oct 14 2010
Pages: 366
Weight: 1.16
Height: 0.78 Width: 6.14 Depth: 9.21
Language: English
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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