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
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
- DOI
- 10.1007/b12041
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
📜 SIMILAR VOLUMES
The **Paris-Princeton Lectures in Financial Mathematics**, of which this is the third 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
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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 ser