Paris-Princeton Lectures on Mathematical Finance 2004

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Springer, Aug 10, 2007 - Mathematics - 248 pages
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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.


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About the author (2007)

IVAR EKELAND is a former President of Universite Paris-Dauphine, and held the Canada Research Chair in Mathematical Economics at the University of British Columbia until his retirement in 2011. He is the founding editor of the "Annales de l Institut Henri Poincare-Analyse non lineaire" and he currently Editor in Chief of "Mathematics and Financial Economics". He has also written numerous books and papers in mathematics, economics and finance, and he is also a regular contributor to the journal "Nature" as well as to the magazine "Pour la Science".

JEAN-MICHEL LASRY is Senior Scientific. Previously, he was a Deputy CEO of CPR Bank in Paris for four years. He was the CEO of the Caisse Autonome de Refinancement. From 1990 to 1993, he was a member of the Executive Committee of CDC Banking Divisions, as well as a Board Member of CDC Gestion. He worked as a Professor at Universite Paris-Dauphine and Ecole Polytechnique for 17 years. He published more than 100 scientific papers in Mathematics and Economic Journals.