Ebook: Paris-Princeton lectures on mathematical finance 2004
- Genre: Mathematics
- Tags: Quantitative Finance, Game Theory Economics Social and Behav. Sciences, Probability Theory and Stochastic Processes
- Series: Lecture notes in mathematics 1919
- Year: 2007
- Publisher: Springer-Verlag Berlin Heidelberg
- City: Berlin; New York
- Edition: 1
- Language: English
- pdf
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.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, publish, on an annual basis, 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 comprises articles by Ren? Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huy?n Pham.