Paris-Princeton lectures on mathemical finance 2002

Collectif Springer

182 pages, parution le 09/09/2003

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Résumé

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. Föllmer (Humboldt University, Berlin, Germany), F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

Authors : M.H. Soner (Koc University, Istanbul, Turkey), N. Touzi (CREST, Malakoff, France), F. Baudoin (Vienna University of Technology, Vienna, Austria), L.C.G. Rogers (Cambridge University, UK), P. Bank (Humboldt University, Berlin, Germany), H. Föllmer (Humboldt University, Berlin, Germany).

American Options, Multi-Armed Bandits, dnd Optimal Consumption Plans : A Unifying View
Modelling Anticipations on Financial Markets
Duality in Constrained Optimal Investment and Consumption problems: A Synthesis
The Problem of Super-Replication under Constraints

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Collectif Springer
Parution	09/09/2003
Nb. de pages	182
Format	15,5 x 23,5
Couverture	Broché
Poids	280g
Intérieur	Noir et Blanc
EAN13	9783540401933