Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1919)
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About this book
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.
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Table of contents (5 chapters)
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Front Matter
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Back Matter
Authors and Affiliations
Bibliographic Information
Book Title: Paris-Princeton Lectures on Mathematical Finance 2004
Authors: René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-540-73327-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2007
Softcover ISBN: 978-3-540-73326-3Published: 01 October 2007
eBook ISBN: 978-3-540-73327-0Published: 10 August 2007
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 248
Topics: Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences, Probability Theory and Stochastic Processes