Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, #1814)

by Peter Bank, Fabrice Baudoin, Hans Fc6llmer, L. C. G. Rogers, Halil Mete Soner, and Nizar Touzi

Rene A Carmona (Editor), Erhan Cinlar (Editor), Ivar Ekeland (Editor), and Elyc(s Jouini (Editor)

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Book cover for Paris-Princeton Lectures on Mathematical Finance 2002

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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.

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