Paris-Princeton Lectures on Mathematical Finance 2002 (Repost)
Peter Bank, Fabrice Baudoin, Hans Föllmer, "Paris-Princeton Lectures on Mathematical Finance 2002"
2003 | pages: 180 | ISBN: 3540401938 | PDF | 0,9 mb
2003 | pages: 180 | ISBN: 3540401938 | PDF | 0,9 mb
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.
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