Paris-Princeton Lectures on Mathematical Finance 2004

René Carmona , Erhan Çinlar (1) , Ivar Ekeland (2) , Elyes Jouini (2) , José Scheinkman (3) , Nizar Touzi

1 Departement of probability
2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
3 Department of Economics

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.

Mots clés: quantitative finance

Domaines: Mathématiques [math]

René Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José Scheinkman, et al.. Paris-Princeton Lectures on Mathematical Finance 2004. Springer, 2007. ⟨hal-01755127⟩