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

E.Jouini, J.Cvitanic, M. Musiela

ISBN 10: 0521792371 / ISBN 13: 9780521792370

Published by Cambridge University Press, 2001

About this Item

Used, like-new, tight spine, no markings, from smoke-free environment.

Seller Inventory # D105

Bibliographic Details

• Title: Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
• Publisher: Cambridge University Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0521792371
• ISBN 13: 9780521792370
• Binding: Hardcover
• Edition: 1st Edition
• Condition: Very Good
• Dimensions: 3.81W x 19.05H x 25.4D centimeters 3.81 centimeters width by 19.05 centimeters height by 25.4 centimeters depth
• Weight: 1569 grams

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

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.