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Bibliographic Details

Title: OPTION PRICING INTEREST RATES AND RISK MANAGEMENT HANDBOOKS IN MATHEMATICAL FINANCE (HB 2001)
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Date: 2001
Language: English
ISBN 10: 0521792371
ISBN 13: 9780521792370
Binding: Hardcover
Edition: International Edition
Condition: New

About this title

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.

About the Authors

Ely�s 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.

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