Paris-Princeton Lectures on Mathematical Finance 2010
Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov (auth.)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.
年:
2011
出版:
1
出版社:
Springer-Verlag Berlin Heidelberg
语言:
english
页:
366
ISBN 10:
3642146600
ISBN 13:
9783642146602
系列:
Lecture Notes in Mathematics 2003
文件:
PDF, 2.93 MB
IPFS:
,
english, 2011