Thumbnail - No thumbnail

Paris-Princeton Lectures on Mathematical Finance 2004

Carmona, René; Cinlar, E.; Ekeland, Ivar; Jouini, Elyès; Scheinkman, José; Touzi, Nizar (2007), Paris-Princeton Lectures on Mathematical Finance 2004, p. 248

Type
Ouvrage
Date
2007
Published in
Berlin Heidelberg
ISBN
978-3-540-73327-0
Pages
248
Metadata
Show full item record
Author(s)
Carmona, René

Cinlar, E.

Ekeland, Ivar

Jouini, Elyès

Scheinkman, José

Touzi, Nizar
Abstract (EN)
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.
Subjects / Keywords
quantitative finance