Paris-Princeton Lectures on Mathematical Finance 2002

von Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi

178 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

The 
Paris-Princeton Lectures in Financial Mathematics
, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540401933
• Sprache: Englisch
• Erscheinungsdatum: 11.08.2003
• Genre: Mathematik/Sonstiges
• Verlag: Springer Berlin
• Herausgegeben von: René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi