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Paris-princeton Lectures On Mathematical Finance 2002
- Collana:
- Lecture Notes In Mathematics
- EAN:
9783540401933
- ISBN:
3540401938
- Pagine:
- 188
- Formato:
- Paperback
- Lingua:
- Tedesco
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Descrizione Paris-princeton Lectures On Mathematical Finance 2002
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. F llmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
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