Paris-Princeton lectures on mathematical finance 2002
- ISBN: 9783540401933
- Editorial: Springer Verlag Gmbh & Co. Kg
- Fecha de la edición: 2003
- Lugar de la edición: Berlin. Alemania
- Colección: Lectures notes in Mathematics
- Encuadernación: Rústica
- Medidas: 23 cm
- Nº Pág.: 172
- Idiomas: Inglés
Papel: Rústica
31,15 €
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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. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
