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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Bank, Peter (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Baudoin, Fabrice (http://id.loc.gov/vocabulary/relators/aut), Föllmer, Hans (http://id.loc.gov/vocabulary/relators/aut), Rogers, L. C. G. (http://id.loc.gov/vocabulary/relators/aut), Soner, Halil Mete (http://id.loc.gov/vocabulary/relators/aut), Touzi, Nizar (http://id.loc.gov/vocabulary/relators/aut, Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Carmona, René (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Çınlar, Erhan (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Ekeland, Ivar (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Jouini, Elyès (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Scheinkman, Jose A. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
Έκδοση:1st ed. 2003.
Σειρά:Lecture Notes in Mathematics, 1814
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη: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.
Φυσική περιγραφή:X, 178 p. online resource.
ISBN:9783540448594
ISSN:0075-8434 ;
DOI:10.1007/b12041