Paris-Princeton Lectures on Mathematical Finance 2002
Peter Bank, Hans Föllmer (auth.)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.
Категории:
Год:
2003
Издание:
1
Издательство:
Springer-Verlag Berlin Heidelberg
Язык:
english
Страницы:
178
ISBN 10:
3540401938
ISBN 13:
9783540401933
Серия:
Lecture Notes in Mathematics 1814
Файл:
PDF, 1.29 MB
IPFS:
,
english, 2003