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Paris-Princeton Lectures on Mathematical Finance 2004

  • Book
  • © 2007

Overview

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1919)

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Table of contents (5 chapters)

Keywords

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.

Authors and Affiliations

  • Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA

    René A. Carmona

  • Department of Mathematics, University of British Columbia, Canada

    Ivar Ekeland

  • Graduate School of Engineering Sciences, Osaka University, Japan

    Arturo Kohatsu-Higa

  • CALYON, France

    Jean-Michel Lasry

  • Collège de France, Paris, France

    Pierre-Louis Lions

  • Université Paris 7 and Institut Universitaire de France, Paris, France

    Huyên Pham

  • EISTI, Ecole Internationale des Sciences du Traitement de l'Information, France

    Erik Taflin

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