R
René Carmona
11 works on record
Works

Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics Book 1919)

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective: An Infinite-dimensional Stochastic Analysis Perspective (Springer Finance)

Probabilistic Theory of Mean Field Games with Applications I

Probabilistic Theory of Mean Field Games with Applications II

Probabilistic Theory of Mean Field Games with Applications I-II
Paris-Princeton Lectures on Mathematical Finance 2003
Paris-Princeton Lectures on Mathematical Finance 2003
Indifference Pricing
Indifference Pricing
Practical Time-Frequency Analysis
Practical Time-Frequency Analysis
Numerical Methods in Finance
Numerical Methods in Finance
Statistical Analysis of Financial Data in R
Statistical Analysis of Financial Data in R
Statistical Analysis of Financial Data in S-Plus
Statistical Analysis of Financial Data in S-Plus