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John Wiley & Sons, Inc.
111 River Street
Hoboken, NJ 07030
USA
© ISTE Ltd 2021
The rights of Benoîte de Saporta and Mounir Zili to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988.
Library of Congress Control Number: 2021944040
British Library Cataloguing-in-Publication Data
A CIP record for this book is available from the British Library
ISBN 978-1-78630-669-2
Preface
The authors owe a lot to many people and institutions who have contributed in diverse ways to this book. Most of the material presented in this book was used in various courses at different levels and for different audiences, being constantly amended and improved based on the feedback received from colleagues and students.
About half of these chapters were initially designed for students studying Financial Engineering as part of their MIMSE master’s program (Engineering Mathematics, Statistics and Economics), created in 2007 and jointly offered by the Universities of Bordeaux 1, Bordeaux 2 and Montesquieu Bordeaux IV, which then merged to form the present-day University of Bordeaux. The students who took this course were awarded their bachelor’s either in economics or mathematics. Some parts of this course benefited from the experience of and collaboration with other professors such as François Dufour and Christine Marois.