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Paris-Princeton Lectures on Mathematical Finance 2004
  • Language: en
  • Pages: 256

Paris-Princeton Lectures on Mathematical Finance 2004

  • Type: Book
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  • Published: 2007-08-10
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  • Publisher: Springer

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Paris-Princeton Lectures on Mathematical Finance 2003
  • Language: en
  • Pages: 264

Paris-Princeton Lectures on Mathematical Finance 2003

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Paris-Princeton Lectures on Mathematical Finance 2010
  • Language: en
  • Pages: 374

Paris-Princeton Lectures on Mathematical Finance 2010

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Computational Methods for Risk Management in Economics and Finance
  • Language: en
  • Pages: 234

Computational Methods for Risk Management in Economics and Finance

  • Type: Book
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  • Published: 2020-04-02
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  • Publisher: MDPI

At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.

Paris-Princeton Lectures on Mathematical Finance 2002
  • Language: en
  • Pages: 190
Handbooks in Mathematical Finance
  • Language: en
  • Pages: 669

Handbooks in Mathematical Finance

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.

African Doctorates in Mathematics
  • Language: en
  • Pages: 385

African Doctorates in Mathematics

  • Type: Book
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  • Published: 2007
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  • Publisher: Lulu.com

This volume presents a catalogue of over 2000 doctoral theses by Africans in all fields of mathematics, including applied mathematics, mathematics education and history of mathematics. The introduction contains information about distribution by country, institutions, period, and by gender, about mathematical density, and mobility of mathematicians. Several appendices are included (female doctorate holders, doctorates in mathematics education, doctorates awarded by African universities to non-Africans, doctoral theses by non-Africans about mathematics in Africa, activities of African mathematicians at the service of their communities). Paulus Gerdes compiled the information in his capacity of Chairman of the African Mathematical Union Commission for the History of Mathematics in Africa (AMUCHMA). The book contains a preface by Mohamed Hassan, President of the African Academy of Sciences (AAS) and Executive Director of the Academy of Sciences for the Developing World (TWAS). (383 pp.)

Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii)
  • Language: en
  • Pages: 363

Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii)

This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.

Microeconomics of Market Failures
  • Language: en
  • Pages: 239

Microeconomics of Market Failures

  • Type: Book
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  • Published: 2000-10-10
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  • Publisher: MIT Press

Bernard Salanié studies situations where competitive markets fail to achieve a collective optimum and the interventions used to remedy these so-called market failures. In this book Bernard Salanié studies situations where competitive markets fail to achieve a collective optimum and the interventions used to remedy these so-called market failures. He includes discussions of theories of collective decision making, as well as elementary models of public economics and industrial organization. Although public economics is traditionally defined as the positive and normative study of government action over the economy, Salanié confines himself to microeconomic aspects of welfare economics; he considers taxation and the effects of public spending only as potential remedies for market failures. He concludes with a discussion of the theory of general equilibrium in incomplete markets.

Corporate Valuation for Portfolio Investment
  • Language: en
  • Pages: 581

Corporate Valuation for Portfolio Investment

A detailed guide to the discipline of corporate valuation Designed for the professional investor who is building an investment portfolio that includes equity, Corporate Valuation for Portfolio Investment takes you through a range of approaches, including those primarily based on assets, earnings, cash flow, and securities prices, as well as hybrid techniques. Along the way, it discusses the importance of qualitative measures such as governance, which go well beyond generally accepted accounting principles and international financial reporting standards, and addresses a variety of special situations in the life cycle of businesses, including initial public offerings and bankruptcies. Engaging...