ENGLISH

Paris-Princeton lectures on mathematical finance 2004

By Ivar Ekeland , René A. Carmona , Arturo Kohatsu-Higa , Jean-Michel Lasry , Pierre-Louis Lions , Huyên Pham , Erik Taflin (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2007
ISBN
3540733264, 9783540733263, 9783540733270
DOI
10.1007/978-3-540-73327-0
ISSN
0075-8434
Open Library ID
OL16154584M
Language
english
Format
PDF
Filesize
2 MB (2272954 bytes)
Series
Lecture notes in mathematics 1919
Edition
1
Pages
248\255
Library
Kolxo3
Time added
2009-07-20 03:45:11
EconomicsQuantitative Finance; Game TheorySocial and Behav. Sciences; Probability Theory and

Description

The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.

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