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Paris-Princeton Lectures on Mathematical Finance 2010
Areski Cousin
Stéphane Crépey
Olivier Guéant
David Hobson
Monique Jeanblanc
Jean-Michel Lasry
Jean-Paul Laurent
Pierre-Louis Lions
Peter Tankov
出版
Springer Berlin Heidelberg
, 2010-12-02
主題
Mathematics / Applied
Mathematics / Probability & Statistics / General
Mathematics / Game Theory
Business & Economics / Accounting / General
ISBN
3642146619
9783642146619
URL
http://books.google.com.hk/books?id=aL0MswEACAAJ&hl=&source=gbs_api
註釋
The Paris-Princeton Lectures in Financial Mathematics, 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 five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.