Paris Princeton Lectures On Mathematical Finance
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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 | : René Carmona |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 190 |
| Release | : 2003 |
| Genre | : Business mathematics |
| ISBN | : 9783540401933 |
| 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 | : Areski Cousin |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 374 |
| Release | : 2011-06-29 |
| Genre | : Mathematics |
| ISBN | : 3642146597 |
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 | : Tomasz R. Bielecki |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 264 |
| Release | : 2004-09-09 |
| Genre | : Mathematics |
| ISBN | : 9783540222668 |
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
| Author | : Peter Bank |
| Publisher | : Springer |
| Total Pages | : 185 |
| Release | : 2003-12-10 |
| Genre | : Mathematics |
| ISBN | : 3540448594 |
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first 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 P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
| Author | : Tomasz R. Bielecki |
| Publisher | : Springer |
| Total Pages | : 259 |
| Release | : 2004-08-30 |
| Genre | : Mathematics |
| ISBN | : 3540444688 |
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
| Author | : |
| Publisher | : |
| Total Pages | : 270 |
| Release | : 2004 |
| Genre | : Business mathematics |
| ISBN | : |
| 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 | : Peter Bank |
| Publisher | : Springer |
| Total Pages | : 178 |
| Release | : 2003-08-11 |
| Genre | : Mathematics |
| ISBN | : 9783540401933 |
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first 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 P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
