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Paris-Princeton Lectures on Mathematical Finance 2002

✍ Scribed by Peter Bank, Hans Föllmer (auth.)


Book ID
127405729
Publisher
Springer
Year
2003
Tongue
English
Weight
860 KB
Edition
1
Category
Library
City
Berlin; New York
ISBN
3540448594
ISSN
0075-8434

No coin nor oath required. For personal study only.

✦ Synopsis


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.

✦ Subjects


Probability Theory and Stochastic Processes


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