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

 
9780521792370: Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
Hardcover
ISBN 10: 0521792371 ISBN 13: 9780521792370
Publisher: Cambridge University Press, 2001

Synopsis

This handbook presents the current state of practice, method and understanding in the field of mathematical finance. Each chapter, written by leading researchers, starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with outlines for possible solutions. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. This comprehensive reference work will be indispensable to readers who need a quick introduction or references to specific topics within this cutting-edge material.

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About the Authors

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.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2001
Language
English
ISBN 10 
0521792371
ISBN 13 
9780521792370
Binding
Hardcover
Edition number
1
Number of pages
686
Editor
Jouini E., Cvitanic J., Musiela Marek