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

Jouini, Elyès; Cvitanić, Jakša; Musiela, Marek (2001), Handbooks in Mathematical Finance : Option pricing, Interest Rates and Risk management, Cambridge university press : Cambridge

Type
Ouvrage
Date
2001
Publisher
Cambridge university press
Published in
Cambridge
ISBN
9780521792370
Metadata
Show full item record
Author(s)
Jouini, Elyès
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Centre de Recherche en Économie et Statistique [CREST]
Cvitanić, Jakša

Musiela, Marek
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.
Subjects / Keywords
mathematical finance
JEL
G13 - Contingent Pricing; Futures Pricing

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