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Paris-Princeton Lectures on Mathematical Finance 2004

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 serv...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Carmona, René (Autor, Editor ), Ekeland, Ivar (Autor, Editor ), Lasry, Jean-Michel (Autor), Lions, Pierre-Louis (Autor), Pham, Huyên (Autor), Taflin, Erik (Autor)
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Çınlar, Erhan (Editor ), Jouini, Elyès (Editor ), Scheinkman, Jose A. (Editor ), Touzi, Nizar (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Lecture Notes in Mathematics, 1919
Temas:
Acceso en línea:Texto Completo

MARC

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520 |a 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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