Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management - Couverture rigide

Couverture rigide

ISBN 10 : 0521792371 ISBN 13 : 9780521792370

Editeur : Cambridge University Press, 2001

Synopsis

This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.

A propos du livre

À propos des auteurs

Elyès Jouini is Professor of Mathematics at the University of Paris IX Dauphine. He is Visiting Associate Professor of Finance at the Stern School of Business, New York University, and Head of the Finance and Insurance Laboratory at CREST-INSEE.

Jaksa Cvitanic is Professor of Mathematics at the University of Southern California.

Marek Musiela is Head of Quantitative Research at Paribas, London.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 0521792371
• ISBN 13: 9780521792370
• Reliure: Relié
• Nombre de pages: 686
• Éditeur: Jouini E., Cvitanic J., Musiela Marek
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France