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 refer...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Cousin, Areski (Autor), Crépey, Stéphane (Autor), Guéant, Olivier (Autor), Hobson, David (Autor), Jeanblanc, Monique (Autor), Lasry, Jean-Michel (Autor), Laurent, Jean-Paul (Autor), Lions, Pierre-Louis (Autor), Tankov, Peter (Autor)
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Carmona, René (Editor ), Çınlar, Erhan (Editor ), Ekeland, Ivar (Editor ), Jouini, Elyès (Editor ), Scheinkman, Jose A. (Editor ), Touzi, Nizar (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:Lecture Notes in Mathematics, 2003
Temas:
Social sciences-Mathematics.
Probabilities.
Game theory.
Mathematics in Business, Economics and Finance.
Probability Theory.
Game Theory.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:X, 366 p. 45 illus. online resource.
ISBN:9783642146602
ISSN:1617-9692 ;

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