• Media type: E-Book
  • Title: Paris-Princeton Lectures on Mathematical Finance 2002
  • Published: Berlin, Heidelberg: Springer Berlin Heidelberg, 2003
  • Published in: Lecture notes in mathematics ; 1814
    Bücher
    Mathematics and Statistics
  • Extent: Online-Ressource (X, 178 p, online resource)
  • Language: English
  • DOI: 10.1007/b12041
  • ISBN: 9783540448594
  • Identifier:
  • RVK notation: SK 980 : Wirtschaftsmathematik, Ökonometrie, Produktionstheorie
    QK 600 : Allgemeines
    SI 850 : Lecture notes in mathematics
  • Keywords: Finance ; Distribution (Probability theory) ; Mathematics ; Economics, Mathematical . ; Game theory. ; Probabilities. ; Social sciences—Mathematics.
  • Origination:
  • Footnote:
  • 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