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Peter Carr Gedenkschrift:Research Advances in Mathematical Finance

Editor

Listed:
  • Robert A Jarrow
    (Cornell University, USA)

  • Dilip B Madan
    (University of Maryland, USA)

Abstract

This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Robert A Jarrow & Dilip B Madan (ed.), 2023. "Peter Carr Gedenkschrift:Research Advances in Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13491, August.
    • Handle: RePEc:wsi:wsbook:13491
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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Mathematical Finance; Quantitative Finance; Option Pricing; Derivatives; No Arbitrage; Asset Price Bubbles; Asset Pricing; Equilibrium; Volatility; Diffusion Processes; Jump Processes; Stochastic Integration; Trading Strategies; Portfolio Theory; Optimization; Securities; Bonds; Commodities; Futures;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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