ENGLISH

Paris-Princeton lectures on mathematical finance 2010

By Jean-Michel Lasry , Pierre-Louis Lions , Monique Jeanblanc , Areski Cousin , Stéphane Crépey , Olivier Guéant , David Hobson , Jean-Paul Laurent , Peter Tankov (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2011
ISBN
3642146597, 9783642146596
DOI
10.1007/978-3-642-14660-2
Language
english
Format
PDF
Filesize
3 MB (3067059 bytes)
Series
Lecture Notes in Mathematics 2003
Edition
1
Pages
366\376
Library
Kolxo3
Time added
2011-07-22 07:35:22
EconomicsQuantitative Finance; Probability Theory and StochSocial and Behav. Sciences

Description

The Paris-Princeton Lectures on Mathematical Finance, 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 articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.

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