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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
hal.structure.identifierCentre de Recherche en Économie et Statistique [CREST]
dc.contributor.authorJouini, Elyès
HAL ID: 6654
*
hal.structure.identifier
dc.contributor.authorCvitanić, Jakša*
hal.structure.identifier
dc.contributor.authorMusiela, Marek*
dc.date.accessioned2018-03-30T13:30:51Z
dc.date.available2018-03-30T13:30:51Z
dc.date.issued2001
dc.identifier.isbn9780521792370en
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17617
dc.language.isoenen
dc.subjectmathematical financeen
dc.subject.ddc332en
dc.subject.classificationjelG.G1.G13en
dc.titleHandbooks in Mathematical Finance : Option pricing, Interest Rates and Risk managementen
dc.typeOuvrage
dc.description.abstractenDescription Contents Resources Courses About the Authors This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.en
dc.publisher.nameCambridge university pressen
dc.publisher.cityCambridgeen
dc.subject.ddclabelEconomie financièreen
dc.identifier.citationdate2001
dc.relation.forthcomingnonen
dc.description.ssrncandidatenonen
dc.description.halcandidateouien
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2018-03-30T12:32:33Z
hal.identifierhal-01755308*
hal.version1*
hal.update.actionupdateMetadata*
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