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Paris-Princeton Lectures on Mathematical Finance 2010
Contributor(s): Cousin, Areski, Crepey, Stephane, Gueant, Olivier, Hobson, David, Jeanblanc, Monique
ISBN: 3642146597     ISBN-13: 9783642146596
Publisher: Springer Verlag
    OUR PRICE: $69.99  
Product Type: Paperback - Other Formats
Published: December 2010
Annotation: 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.
Additional Information
BISAC Categories:
- Mathematics | Game Theory
- Mathematics | Probability & Statistics
Dewey: 519
Academic/Grade Level: Scholarly/Graduate
Series: Lecture Notes in Mathematics
Book type: Non-Fiction
Physical Information: 9.25" H x 6.25" W x 0.75" (1.14 lbs) 359 pages