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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...

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Detalles Bibliográficos
Autores principales: Cousin, Areski, Crépey, Stéphane, Guéant, Olivier, Hobson, David, Jeanblanc, Monique, Lasry, Jean-Michel, Laurent, Jean-Paul, Lions, Pierre-Louis, Tankov, Peter
Lenguaje:eng
Publicado: Springer 2011
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-14660-2
http://cds.cern.ch/record/2027674
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author Cousin, Areski
Crépey, Stéphane
Guéant, Olivier
Hobson, David
Jeanblanc, Monique
Lasry, Jean-Michel
Laurent, Jean-Paul
Lions, Pierre-Louis
Tankov, Peter
author_facet Cousin, Areski
Crépey, Stéphane
Guéant, Olivier
Hobson, David
Jeanblanc, Monique
Lasry, Jean-Michel
Laurent, Jean-Paul
Lions, Pierre-Louis
Tankov, Peter
author_sort Cousin, Areski
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
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publishDate 2011
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spelling cern-20276742021-04-21T20:11:00Zdoi:10.1007/978-3-642-14660-2http://cds.cern.ch/record/2027674engCousin, AreskiCrépey, StéphaneGuéant, OlivierHobson, DavidJeanblanc, MoniqueLasry, Jean-MichelLaurent, Jean-PaulLions, Pierre-LouisTankov, PeterParis-Princeton lectures on mathematical finance 2010Mathematical Physics and MathematicsThe 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.Springeroai:cds.cern.ch:20276742011
spellingShingle Mathematical Physics and Mathematics
Cousin, Areski
Crépey, Stéphane
Guéant, Olivier
Hobson, David
Jeanblanc, Monique
Lasry, Jean-Michel
Laurent, Jean-Paul
Lions, Pierre-Louis
Tankov, Peter
Paris-Princeton lectures on mathematical finance 2010
title Paris-Princeton lectures on mathematical finance 2010
title_full Paris-Princeton lectures on mathematical finance 2010
title_fullStr Paris-Princeton lectures on mathematical finance 2010
title_full_unstemmed Paris-Princeton lectures on mathematical finance 2010
title_short Paris-Princeton lectures on mathematical finance 2010
title_sort paris-princeton lectures on mathematical finance 2010
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-14660-2
http://cds.cern.ch/record/2027674
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