Paris Princeton Lectures On Mathematical Finance 2004
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| Author | : René Carmona |
| Publisher | : Springer |
| Total Pages | : 256 |
| Release | : 2007-08-10 |
| Genre | : Mathematics |
| ISBN | : 3540733272 |
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.
| Author | : Areski Cousin |
| Publisher | : Springer |
| Total Pages | : 374 |
| Release | : 2010-10-06 |
| Genre | : Mathematics |
| ISBN | : 3642146600 |
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.
| Author | : René Carmona |
| Publisher | : Springer |
| Total Pages | : 248 |
| Release | : 2007-10-01 |
| Genre | : Mathematics |
| ISBN | : 9783540733263 |
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.
| Author | : René Carmona |
| Publisher | : Springer |
| Total Pages | : 248 |
| Release | : 2007-10-01 |
| Genre | : Mathematics |
| ISBN | : 9783540733263 |
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.
| Author | : Fred Espen Benth |
| Publisher | : Springer |
| Total Pages | : 326 |
| Release | : 2013-07-11 |
| Genre | : Mathematics |
| ISBN | : 3319004131 |
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
| Author | : |
| Publisher | : |
| Total Pages | : 270 |
| Release | : 2004 |
| Genre | : Business mathematics |
| ISBN | : |
| Author | : Jacek Banasiak |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 341 |
| Release | : 2008-05-30 |
| Genre | : Mathematics |
| ISBN | : 3540783601 |
The aim of this volume that presents lectures given at a joint CIME and Banach Center Summer School, is to offer a broad presentation of a class of updated methods providing a mathematical framework for the development of a hierarchy of models of complex systems in the natural sciences, with a special attention to biology and medicine. Mastering complexity implies sharing different tools requiring much higher level of communication between different mathematical and scientific schools, for solving classes of problems of the same nature. Today more than ever, one of the most important challenges derives from the need to bridge parts of a system evolving at different time and space scales, especially with respect to computational affordability. As a result the content has a rather general character; the main role is played by stochastic processes, positive semigroups, asymptotic analysis, kinetic theory, continuum theory, and game theory.
| Author | : José Miguel Urbano |
| Publisher | : Springer |
| Total Pages | : 158 |
| Release | : 2008-06-06 |
| Genre | : Mathematics |
| ISBN | : 3540759328 |
This set of lectures, which had its origin in a mini course delivered at the Summer Program of IMPA (Rio de Janeiro), is an introduction to intrinsic scaling, a powerful method in the analysis of degenerate and singular PDEs.In the first part, the theory is presented from scratch for the model case of the degenerate p-Laplace equation. The second part deals with three applications of the theory to relevant models arising from flows in porous media and phase transitions.
| Author | : Michèle Audin |
| Publisher | : Springer |
| Total Pages | : 342 |
| Release | : 2011-01-29 |
| Genre | : Mathematics |
| ISBN | : 3642178545 |
How did Pierre Fatou and Gaston Julia create what we now call Complex Dynamics, in the context of the early twentieth century and especially of the First World War? The book is based partly on new, unpublished sources. Who were Pierre Fatou, Gaston Julia, Paul Montel? New biographical information is given on the little known mathematician that was Pierre Fatou. How did the WW1 injury of Julia influence mathematical life in France? From the reviews of the French version: "Audin’s book is ... filled with marvelous biographical information and analysis, dealing not just with the men mentioned in the book’s title but a large number of other players, too ... [It] addresses itself to scholars for whom the history of mathematics has a particular resonance and especially to mathematicians active, or even with merely an interest, in complex dynamics. ... presents it all to the reader in a very appealing form." (Michael Berg, The Mathematical Association of America, October 2009)
| Author | : Horst Herrlich |
| Publisher | : Springer |
| Total Pages | : 207 |
| Release | : 2006-07-21 |
| Genre | : Mathematics |
| ISBN | : 3540342680 |
AC, the axiom of choice, because of its non-constructive character, is the most controversial mathematical axiom. It is shunned by some, used indiscriminately by others. This treatise shows paradigmatically that disasters happen without AC and they happen with AC. Illuminating examples are drawn from diverse areas of mathematics, particularly from general topology, but also from algebra, order theory, elementary analysis, measure theory, game theory, and graph theory.
