ENGLISH

Paris-Princeton Lectures on Mathematical Finance 2002

By Ivar Ekeland , Fabrice Baudoin , Elyes Jouini , René A. Carmona , Hans Follmer , Peter Bank , L.C.G. Rogers , Halil Mete Soner , Nizar Touzi , Erhan Çinlar , Jose A. Scheinkman

Book information

Publisher
Springer
Year
2003
ISBN
9783540401933, 3540401938
Language
english
Format
DJVU
Filesize
1 MB (1068258 bytes)
Series
Lecture Notes in Mathematics
Edition
1
Pages
180\180
Time added
2010-02-18 13:16:04

Description

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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