Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, 1814)
ISBN-13:
9783540401933
ISBN-10:
3540401938
Edition:
2003
Author:
L. C. G. Rogers, René Carmona, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman, Hans Föllmer, Halil Mete Soner, Nizar Touzi, Fabrice Baudoin, Peter Bank
Publication date:
2003
Publisher:
Springer
Format:
Paperback
188 pages
Category:
Finance
FREE US shipping
Book details
ISBN-13:
9783540401933
ISBN-10:
3540401938
Edition:
2003
Author:
L. C. G. Rogers, René Carmona, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman, Hans Föllmer, Halil Mete Soner, Nizar Touzi, Fabrice Baudoin, Peter Bank
Publication date:
2003
Publisher:
Springer
Format:
Paperback
188 pages
Category:
Finance
Summary
Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, 1814) (ISBN-13: 9783540401933 and ISBN-10: 3540401938), written by authors
L. C. G. Rogers, René Carmona, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman, Hans Föllmer, Halil Mete Soner, Nizar Touzi, Fabrice Baudoin, Peter Bank, was published by Springer in 2003.
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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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