Paris-Princeton lectures on mathematical finance 2010 / Areski Cousin, Stéphane Crépey, Olivier Guéant... [et al.] ; editors René A. Carmona, Erhan Cinlar, Ivar Ekeland... [et al.]
Type de document : CongrèsCollection : Lecture notes in mathematics, 2003Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer, cop. 2011Description : 1 vol. (X-359 p.) : fig. ; 24 cmISBN: 9783642146596.ISSN: 0075-8434.Bibliographie : Bibliogr. en fin de contributions.Sujet MSC : 91-06, Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
91G20, Actuarial science and mathematical finance, Derivative securities (option pricing, hedging, etc.)
91G40, Actuarial science and mathematical finance, Credit riskEn-ligne : Springerlink | Zentralblatt | MathSciNet
| Item type | Current library | Call number | Status | Date due | Barcode |
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Congrès
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CMI Salle 2 | 91-06 COU (Browse shelf(Opens below)) | Available | 12215-01 |
Bibliogr. en fin de contributions
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. (Source : Springer)
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