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Mathematics - Quantitative Finance | Paris-Princeton Lectures on Mathematical Finance 2004

Paris-Princeton Lectures on Mathematical Finance 2004

Series: Lecture Notes in Mathematics, Vol. 1919

Carmona, R., Ekeland, I., Lasry, J.-M., Lions, P.-L., Pham, H., Taflin, E.

Carmona, R., Çınlar, E., Ekeland, I., Jouini, E., Scheinkman, J.A., Touzi, N. (Eds.)

2007, X, 248 p.

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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.

Content Level » Research

Keywords » deviations in finance and insurance - dynamic models - equity markets - finance - insider Trading - insurance - mathematical finance - mathematics - volatility

Related subjects » Applications - Probability Theory and Stochastic Processes - Quantitative Finance

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