Lecture Notes in Mathematics

Bank, Peter; Carmona, René; Baudoin, Fabrice; Çınlar, Erhan; Föllmer, Hans; Ekeland, Ivar; Rogers, L. C. G.; Jouini, Elyès; Soner, Halil Mete; Scheinkman, Jose A.; Touzi, Nizar; Touzi, Nizar

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.

Details

Published by: Springer

Publication Date: 2003-08-11

Format: Paperback

ISBN-13: 9783540401933

DOI: 10.1007/b12041

Dimensions: 235cm x155cm

Pages: 178