Paris-Princeton lectures on mathematical finance 2010 / Areski Cousin, Stéphane Crépey, Olivier Guéant... [et al.]

Collectivité principale: Paris-Princeton lectures on mathematical finance, 04 (2010) Co-auteur: Cousin, Areski (1981-) - Auteur ; Crépey, Stéphane (1971-) - Auteur ; Guéant, Olivier (1984-) - AuteurAuteur secondaire : Cinlar, Erhan (1941-) - Editeur scientifique ; Ekeland, Ivar (1944-) - Editeur scientifique ; Carmona, René A. (1947-) - Editeur scientifiqueType de document: CongrèsCollection: Lecture notes in mathematics ; 2003Langue: anglaisPays: AllemagneÉditeur: Berlin : Springer, cop. 2011Description: 1 vol. (X-359 p.) : fig. ; 24 cm ISBN: 9783642146596 ; br. Résumé: 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).Bibliographie: Bibliogr. en fin de contributions. Sujets MSC: 91-06 Game theory, economics, social and behavioral sciences -- Proceedings, conferences, collections, etc
60H30 Probability theory and stochastic processes -- Stochastic analysis -- Applications of stochastic analysis (to PDE, etc.)
91G20 Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities
91G40 Game theory, economics, social and behavioral sciences -- Mathematical finance -- Credit risk
En-ligne: Springerlink | Zentralblatt | MathSciNet
Location Call Number Status Date Due
Salle R 12215-01 / 91-06 COU (Browse Shelf) Available

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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