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 principal: Carmona, René A. (-)
Autor Corporativo: SpringerLink (-)
Otros Autores: Ekeland, Ivar, Kohatsu-Higa, Arturo, Lasry, Jean-Michel, Lions, Pierre-Louis, Pham, Huyên, Taflin, Erik
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg 2007.
Colección:Lecture Notes in Mathematics ; 1919.
Springer eBooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b32746581*spi
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.
Descripción Física:X, 248 p.
Formato:Forma de acceso: World Wide Web.
ISBN:9783540733270