Paris-Princeton Lectures on Mathematical Finance 2002

• 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: Economics, Mathematical .; Game theory.; Probabilities.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.; Probability Theory and Stochastic Processes.

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...

Πίνακας περιεχομένων:

• 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.