Paris-Princeton Lectures on Mathematical Finance 2002
Ed. by Carmona, Rene A.; Çinlar, Erhan; Ekeland, Ivar et al.
(Sprache: Englisch)
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...
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Klappentext zu „Paris-Princeton Lectures on Mathematical Finance 2002 “
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.
Inhaltsverzeichnis zu „Paris-Princeton Lectures on Mathematical Finance 2002 “
M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints.- F. Baudoin: Modelling Anticipations on Financial Markets.- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis.- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View.
Bibliographische Angaben
- Autoren: Peter Bank , Fabrice Baudoin , Hans Föllmer
- 2003, 178 Seiten, Maße: 15,6 x 23,9 cm, Kartoniert (TB), Englisch
- Herausgegeben von Carmona, René; Çinlar, Erhan; Ekeland, Ivar; Jouini, Elyès; Scheinkman, Jose A.; Touzi, Nizar
- Herausgegeben: Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Mete Soner, Nizar Touzi
- Verlag: Springer
- ISBN-10: 3540401938
- ISBN-13: 9783540401933
- Erscheinungsdatum: 11.08.2003
Sprache:
Englisch
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