Paris-Princeton Lectures on Mathematical Finance 2002 / Lecture Notes in Mathematics Bd.1814 (PDF)
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...
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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.
- Autoren: Peter Bank , Nizar Touzi , Fabrice Baudoin , Hans Föllmer , L. C. G. Rogers , Halil Mete Soner
- 2003, 2003, 178 Seiten, Englisch
- Herausgegeben: Jose A. Scheinkman, Nizar Touzi, René Carmona, Erhan Çinlar, Ivar Ekeland, Elyès Jouini
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540448594
- ISBN-13: 9783540448594
- Erscheinungsdatum: 10.12.2003
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- Dateiformat: PDF
- Größe: 10 MB
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