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Paris-Princeton Lectures on Mathematical Finance 2002
Peter Bank • Fabrice Baudoin • Hans Fllmer • L C G Rogers • Halil Mete Soner
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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 Princeton. The present volume sets standards with articles by P. Bank/H. Fllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
- Format: Pocket/Paperback
- ISBN: 9783540401933
- Språk: Engelska
- Antal sidor: 178
- Utgivningsdatum: 2003-08-01
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K