ENGLISH

Paris-Princeton Lectures on Mathematical Finance 2002

By Peter Bank , Hans Föllmer (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2003
ISBN
9783540401933, 3540401938
DOI
10.1007/b12041
ISSN
0075-8434
Open Library ID
OL9666051M
Language
english
Format
PDF
Filesize
1 MB (1353309 bytes)
Series
Lecture Notes in Mathematics 1814
Edition
1
Pages
178\180
Time added
2009-08-06 05:14:26
EconomicsQuantitative Finance; Game TheorySocial and Behav. Sciences; Probability Theory and

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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