Handbooks in Mathematical Finance Jouini Cvitanic Musiela Hardback 9780521792370

Handbooks in Mathematical FinanceOption Pricing, Interest Rates and Risk Management\nAuthor(s): E. Jouini, J. Cvitanic, Marek Musiela\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521792370, 978-0521792370\nSynopsis\nThis 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a s.