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...
Autor Corporativo: | |
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Otros Autores: | , |
Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
Berlin ; Heidelberg :
Springer
[2007]
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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 |
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. |
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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 |