Paris-Princeton lectures on mathematical finance 2002
Peter Bank, Fabrice Baudoin, Hans Föllmer, L.C.G. Rogers, Halil Mete Soner, Nizar Touzi, Nizar Touzi, Rene A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman
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.
Thể loại:
Năm:
2003
In lần thứ:
1
Nhà xuát bản:
Springer
Ngôn ngữ:
english
Trang:
180
ISBN 10:
3540401938
ISBN 13:
9783540401933
Loạt:
Lecture Notes in Mathematics
File:
PDF, 970 KB
IPFS:
,
english, 2003
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