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Paris-Princeton lectures on mathematical finance 2010 PDF

376 Pages·2011·2.925 MB·English
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About Paris-Princeton lectures on mathematical finance 2010

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.

Detailed Information

Author:Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov (auth.)
Publication Year:2011
ISBN:9783642146596
Pages:376
Language:English
File Size:2.925
Format:PDF
Price:FREE
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