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

Paris-Princeton Lectures on Mathematical Finance 2002 (eBook, PDF)

Redaktion: Scheinkman, Jose A.; Jouini, Elyès; Ekeland, Ivar; Çinlar, Erhan; Carmona, René; Touzi, Nizar

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 178
• Erscheinungstermin: 10. Dezember 2003
• Englisch
• ISBN-13: 9783540448594
• Artikelnr.: 53103048