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 serv...

Full description

Saved in:
Bibliographic Details
Main Authors: Bank, Peter, Baudoin, Fabrice, Föllmer, Hans, Rogers, L. C. G, Soner, Halil Mete, Touzi, Nizar, Carmona, René A, Çnlar, Erhan, Ekeland, Ivar, Jouini, Elyès
Format: Book
Language:English
Subjects:
Business mathematics-Congresses
Distribution (Probability theory
Finance
Game Theory, Economics, Social and Behav. Sciences
Mathematics
Mathematics and Statistics
Probability Theory and Stochastic Processes
Quantitative Finance
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:0075-8434
1617-9692
DOI:10.1007/b12041