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About this product
- DescriptionThe authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
- Author BiographyJean-Pierre Fouque studied at the University Pierre and Marie Curie in Paris. He held positions at the French CNRS and Ecole Polytechnique, and at North Carolina State University. Since 2006, he has been Professor and Director of the Center for Research in Financial Mathematics and Statistics at the University of California, Santa Barbara. George Papanicolaou was Professor of Mathematics at the Courant Institute before moving to Stanford University in 1993. He is now Robert Grimmett Professor in the Department of Mathematics at Stanford. Ronnie Sircar taught for three years at the University of Michigan in the Department of Mathematics before moving to Princeton University in 2000. He is now a Professor in the Operations Research and Financial Engineering Department at Princeton and an affiliate member of the Bendheim Center for Finance and the Program in Applied and Computational Mathematics. Knut Solna is a Professor in the Department of Mathematics at the University of California, Irvine. He received his undergraduate and Master's degrees from the Norwegian University of Science and Technology and his doctorate from Stanford University. He was an instructor at the Department of Mathematics, University of Utah before moving to Irvine.
- Author(s)George Papanicolaou,Jean-Pierre Fouque,Knut Solna,Ronnie Sircar
- PublisherCambridge University Press
- Date of Publication29/09/2011
- GenreFinance & Accounting
- Place of PublicationCambridge
- Country of PublicationUnited Kingdom
- ImprintCambridge University Press
- Content Note65 b/w illus.
- Weight1000 g
- Width152 mm
- Height228 mm
- Spine27 mm
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