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Table of contents (4 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Bibliographic Information
Book Title: Paris-Princeton Lectures on Mathematical Finance 2002
Authors: Peter Bank, Hans Föllmer, Fabrice Baudoin, L.C.G. Rogers, H. Mete Soner, Nizar Touzi
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/b12041
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2003
Softcover ISBN: 978-3-540-40193-3Published: 11 August 2003
eBook ISBN: 978-3-540-44859-4Published: 10 December 2003
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 178
Topics: Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences, Probability Theory and Stochastic Processes