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Paris-Princeton Lectures on Mathematical Finance 2002

Peter Bank, Fabrice Baudoin, Hans Föllmer
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.
Autor: Bank, Peter Baudoin, Fabrice Föllmer, Hans
EAN: 9783540401933
Sprache: Englisch
Seitenzahl: 178
Produktart: kartoniert, broschiert
Herausgeber: Carmona, René Çinlar, Erhan Ekeland, Ivar Jouini, Elyès Scheinkman, Jose A. Touzi, Nizar
Verlag: Springer Springer, Berlin Springer Berlin Heidelberg
Untertitel: Ed. by Carmona, Rene A.; Çinlar, Erhan; Ekeland, Ivar et al.
Schlagworte: Finanzmathematik
Größe: 12 × 156 × 235
Gewicht: 314 g