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. Follmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
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язык английский ● Формат PDF ● ISBN 9783540448594 ● редактор Rene Carmona & Erhan Cinlar ● издатель Springer Berlin Heidelberg ● опубликованный 2003 ● Загружаемые 3 раз ● валюта EUR ● Код товара 6318297 ● Защита от копирования Adobe DRM
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