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Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics)

Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics)
By Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin

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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, publish, on an annual basis, 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 comprises articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.


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  • Amazon Sales Rank: #2181911 in Books
  • Published on: 2007-10-24
  • Original language: English
  • Number of items: 1
  • Binding: Paperback
  • 248 pages