Paris-Princeton Lectures on Mathematical Finance 2002

Peter Bank,Fabrice Baudoin

Paris-Princeton Lectures on Mathematical Finance 2002
Format
Paperback
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country
Germany
Published
11 August 2003
Pages
178
ISBN
9783540401933

Paris-Princeton Lectures on Mathematical Finance 2002

Peter Bank,Fabrice Baudoin

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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. Foellmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

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