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Item Details
| Title:
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PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE
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| By: |
Areski Cousin, Stephane Crepey, Olivier Gueant |
| Format: |
Paperback |
| List price:
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£49.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642146597 |
| ISBN 13: |
9783642146596 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
13 October, 2010 |
| Edition: |
1st ed. 2011, Corr. 2nd printing 2011 |
| Series: |
Lecture Notes in Mathematics v. 2003 |
| Pages: |
366 |
| Description: |
This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stephane Crepey, Areski Cousin, Olivier Gueant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others. |
| Synopsis: |
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. Stephane Crepey, 3. Olivier Gueant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov. |
| Illustrations: |
45 black & white illustrations, biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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