Areski Cousin

(Author)

Paris-Princeton Lectures on Mathematical Finance (2010)Paperback - 2010, 14 October 2010

Paris-Princeton Lectures on Mathematical Finance (2010)
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Part of Series
Lecture Notes in Mathematics
Part of Series
Paris-Princeton Lectures on Mathematical Finance
Print Length
366 pages
Language
English
Publisher
Springer
Date Published
14 Oct 2010
ISBN-10
3642146597
ISBN-13
9783642146596

Description

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.

Product Details

Authors:
Areski CousinStéphane CrépeyOlivier GuéantDavid HobsonMonique JeanblancJean-Michel LasryJean-Paul LaurentPierre-Louis LionsPeter Tankov
Book Edition:
2010
Book Format:
Paperback
Country of Origin:
NL
Date Published:
14 October 2010
Dimensions:
23.39 x 15.6 x 1.98 cm
ISBN-10:
3642146597
ISBN-13:
9783642146596
Language:
English
Location:
Berlin, Heidelberg
Pages:
366
Publisher:
Weight:
526.17 gm

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