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
Autor Corporativo: Paris-Princeton Lectures on Mathematical Finance (-)
Otros Autores: Carmona, R., author (author), Carmona, R. (René) (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berlin ; Heidelberg : Springer [2007]
Edición:1st ed. 2007.
Colección:Lecture notes in mathematics (Springer-Verlag) ; 1919.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461929006719
Descripción
Sumario: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.
Notas:"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.
Descripción Física:1 online resource (255 p.)
Bibliografía:Includes bibliographical references.
ISBN:9783540733270