Paris-Princeton Lectures on Mathematical Finance 2002(English, Paperback, Bank Peter)

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Paris-Princeton Lectures on Mathematical Finance 2002(English, Paperback, Bank Peter) is written by Bank Peter and published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG. It's available with International Standard Book Number or ISBN identification 3540401938 (ISBN 10) and 9783540401933 (ISBN 13).

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.