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.
- ISBN10 3540448594
- ISBN13 9783540448594
- Publish Date 1 September 2006 (first published 11 August 2003)
- Publish Status Active
- Imprint Springer
- Format eBook
- Language English