Paris-Princeton Lectures on Mathematical Finance 2002
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...
Main Authors: | , , , |
---|---|
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2003, 2003
|
Edition: | 1st ed. 2003 |
Series: | Lecture Notes in Mathematics
|
Subjects: | |
Online Access: | |
Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Summary: | 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 |
---|---|
Physical Description: | X, 178 p online resource |
ISBN: | 9783540448594 |