Derivatives in Financial Markets with Stochastic Volatility
3 authors - Hardback
£101.00
Josselin Garnier is a professor in the Mathematics Department at the Université Paris Diderot, France. His background is in applied probability and he has many years of research experience in the field of wave propagation and imaging in random media. He received the Blaise Pascal Prize from the French Academy of Sciences in 2007 and the Felix Klein Prize from the European Mathematical Society in 2008. George Papanicolaou is the Robert Grimmett Professor in Mathematics at Stanford University, California. He specializes in applied and computational mathematics, partial differential equations, and stochastic processes. He received the John von Neumann Prize from the Society for Industrial and Applied Mathematics in 2006 and the William Benter Prize in Applied Mathematics in 2010. He was elected to the National Academy of Sciences in 2000 and he became a fellow of the American Mathematical Society in 2012.