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This volume collects the Paris–Princeton Lectures in Mathematical Finance held in Paris in 2010, featuring contributions from leading experts in the field. Topics include stochastic processes, credit risk modeling, optimal transport, hedging strategies, and advanced mathematical methods in finance. The lectures aim to bridge the gap between financial practice and theoretical mathematics, making the work valuable for researchers, graduate students, and practitioners in mathematical finance and quantitative risk management.

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245: $a: Paris-Princeton Lectures on Mathematical Finance 2010
245: $b:
082: $a:
100: $a: Areski Cousin & Stéphane Crépey & Olivier Guéant & David Hobson & Monique Jeanblanc & Jean-Michel Lasry & Jean-Paul Laurent & Pierre-Louis Lions & Peter Tankov
650: $a: Finance
250: $a:
440: $v: Vol. 2003
250: $b: Springer
250: $c: 2011
020: $a: 9783642221899
300: $a: