Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
Language: English
Published by Cambridge University Press, 2001
- First Edition
- Hardcover
- Used
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- Title
- Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
- Author
- E.Jouini, J.Cvitanic, M. Musiela
- Publisher
- Cambridge University Press
- Publication year
- 2001
- Condition
- Very good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521792371
- ISBN 13
- 9780521792370
- Edition
- 1st Edition
- Item weight
- 1,569 grams
- Dimensions
- 3.81 centimeters width by 19.05 centimeters height by 25.4 centimeters depth
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.
"Synopsis" may belong to another edition of this title.
About the Author
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.
Jaksa Cvitanic is Professor of Mathematics at the University of Southern California.
Marek Musiela is Head of Quantitative Research at Paribas, London.
"About the title" may belong to another edition of this title.
YourTechBooks
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AbeBooks seller since November 13, 2025
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