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04109nam a2200649 4500 |
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978-3-540-44859-4 |
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20191024031313.0 |
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150519s2003 gw | s |||| 0|eng d |
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|a 9783540448594
|9 978-3-540-44859-4
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|a 10.1007/b12041
|2 doi
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|a HB135-147
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|a 519
|2 23
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|a Bank, Peter.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Paris-Princeton Lectures on Mathematical Finance 2002
|h [electronic resource] /
|c by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi.
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| 250 |
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|a 1st ed. 2003.
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| 264 |
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2003.
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| 300 |
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|a X, 178 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1814
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| 505 |
0 |
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|a M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View.
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| 520 |
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|a 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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| 650 |
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|a Economics, Mathematical .
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| 650 |
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|a Game theory.
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| 650 |
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|a Probabilities.
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| 650 |
1 |
4 |
|a Quantitative Finance.
|0 http://scigraph.springernature.com/things/product-market-codes/M13062
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| 650 |
2 |
4 |
|a Game Theory, Economics, Social and Behav. Sciences.
|0 http://scigraph.springernature.com/things/product-market-codes/M13011
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| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
|0 http://scigraph.springernature.com/things/product-market-codes/M27004
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| 700 |
1 |
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|a Baudoin, Fabrice.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Föllmer, Hans.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Rogers, L. C. G.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Soner, Halil Mete.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Touzi, Nizar.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Carmona, René.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Çınlar, Erhan.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Ekeland, Ivar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Jouini, Elyès.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Scheinkman, Jose A.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Touzi, Nizar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783540401933
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| 776 |
0 |
8 |
|i Printed edition:
|z 9783662176788
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| 830 |
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1814
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| 856 |
4 |
0 |
|u https://doi.org/10.1007/b12041
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 912 |
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|a ZDB-2-LNM
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| 912 |
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|a ZDB-2-BAE
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
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