Paris-Princeton Lectures on Mathematical Finance

by Jean-Michel Lasry, Areski Cousin, Monique Jeanblanc-Picque, et al.

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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. St?phane Cr?pey, 3. Olivier Gu?ant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Format:Paperback

Language:English

ISBN:3642146597

ISBN13:9783642146596

Release Date:October 2010

Publisher:Springer

Length:366 Pages

Weight:1.16 lbs.

Dimensions:0.8" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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Paris-Princeton Lectures on Mathematical Finance

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