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...

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Detalles Bibliográficos
Autores principales: Bank, Peter, Föllmer, Hans, Baudoin, Fabrice, Rogers, C G, Mete Soner, H, Touzi, Nizar
Lenguaje:eng
Publicado: Springer 2003
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/b12041
http://cds.cern.ch/record/2021052
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author Bank, Peter
Föllmer, Hans
Baudoin, Fabrice
Rogers, C G
Mete Soner, H
Touzi, Nizar
author_facet Bank, Peter
Föllmer, Hans
Baudoin, Fabrice
Rogers, C G
Mete Soner, H
Touzi, Nizar
author_sort Bank, Peter
collection CERN
description 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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language eng
publishDate 2003
publisher Springer
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spelling cern-20210522021-04-21T20:16:37Zdoi:10.1007/b12041http://cds.cern.ch/record/2021052engBank, PeterFöllmer, HansBaudoin, FabriceRogers, C GMete Soner, HTouzi, NizarParis-Princeton lectures on mathematical finance 2002Mathematical Physics and MathematicsThe 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.Springeroai:cds.cern.ch:20210522003
spellingShingle Mathematical Physics and Mathematics
Bank, Peter
Föllmer, Hans
Baudoin, Fabrice
Rogers, C G
Mete Soner, H
Touzi, Nizar
Paris-Princeton lectures on mathematical finance 2002
title Paris-Princeton lectures on mathematical finance 2002
title_full Paris-Princeton lectures on mathematical finance 2002
title_fullStr Paris-Princeton lectures on mathematical finance 2002
title_full_unstemmed Paris-Princeton lectures on mathematical finance 2002
title_short Paris-Princeton lectures on mathematical finance 2002
title_sort paris-princeton lectures on mathematical finance 2002
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/b12041
http://cds.cern.ch/record/2021052
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AT touzinizar parisprincetonlecturesonmathematicalfinance2002

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