Paris-Princeton Lectures on Mathematical Finance 2010

The Paris-Princeton Lectures on Mathematical Finance, 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 refer...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Cousin, Areski (Συγγραφέας), Crépey, Stéphane (Συγγραφέας), Guéant, Olivier (Συγγραφέας), Hobson, David (Συγγραφέας), Jeanblanc, Monique (Συγγραφέας), Lasry, Jean-Michel (Συγγραφέας), Laurent, Jean-Paul (Συγγραφέας), Lions, Pierre-Louis (Συγγραφέας), Tankov, Peter (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
Σειρά:Lecture Notes in Mathematics, 2003
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:The Paris-Princeton Lectures on Mathematical Finance, 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 articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.
Φυσική περιγραφή:X, 366 p. 45 illus. online resource.
ISBN:9783642146602
ISSN:0075-8434 ;