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Handbooks in Mathematical Finance : Option pricing, Interest Rates and Risk management

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Date
2001
Publisher city
Cambridge
Publisher
Cambridge university press
Publishing date
2001
ISBN:
9780521792370
Dewey
Economie financière
Sujet
mathematical finance
JEL code
G.G1.G13
URI
https://basepub.dauphine.fr/handle/123456789/17617
Collections
  • CEREMADE : Publications
Metadata
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Author
Jouini, Elyès
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
2579 Centre de Recherche en Économie et Statistique [CREST]
Cvitanić, Jakša
Musiela, Marek
Type
Ouvrage
Abstract (EN)
Description Contents Resources Courses About the Authors 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.

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