Lecture Notes in Mathematics

Paris-Princeton Lectures on Mathematical Finance 2002

Authors: Bank, P., Baudoin, F., Föllmer, H., Rogers, L.C.G., Soner, H.M., Touzi, N.

Editors: Carmona, R., Çınlar, E., Ekeland, I., Jouini, E., Scheinkman, J.A., Touzi, N. (Eds.)

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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.

Table of contents (4 chapters)

Table of contents (4 chapters)

Buy this book

eBook $34.99
price for USA in USD
  • ISBN 978-3-540-44859-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA in USD
  • ISBN 978-3-540-40193-3
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Paris-Princeton Lectures on Mathematical Finance 2002
Authors
Editors
  • René Carmona
  • Erhan Çınlar
  • Ivar Ekeland
  • Elyès Jouini
  • Jose A. Scheinkman
  • Nizar Touzi
Series Title
Lecture Notes in Mathematics
Series Volume
1814
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44859-4
DOI
10.1007/b12041
Softcover ISBN
978-3-540-40193-3
Series ISSN
0075-8434
Edition Number
1
Number of Pages
X, 178
Topics