Paris-Princeton Lectures on Mathematical Finance 2002 |
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| Author:
| Bank, Peter
Baudoin, Fabrice
Föllmer, Hans
Rogers, L. C. G.
Soner, Halil Mete
Touzi, Nizar |
| Editor:
| Carmona, René
Çınlar, Erhan
Ekeland, Ivar
Jouini, Elyès
Scheinkman, José A.
Touzi, Nizar |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-540-44859-4 |
| Publication Date: | Dec 2003 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $49.95 |
Book Description:
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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...
More 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.