| Dewey Class |
519 |
| Title |
Paris-Princeton Lectures on Mathematical Finance 2002 ([EBook]) / by Peter Bank, Hans Föllmer, Fabrice Baudoin, L.C.G. Rogers, H. Mete Soner, Nizar Touzi. |
| Author |
Bank, Peter |
| Added Personal Name |
Föllmer, Hans |
| Baudoin, Fabrice |
| Rogers, L. C. G.(Leonard Chrisopher Gordon) , 1954- |
| Soner, H. Mete |
| Touzi, Nizar |
| Other name(s) |
SpringerLink (Online service) |
| Publication |
Berlin, Heidelberg : Springer , 2003. |
| Physical Details |
X, 178 pages : online resource. |
| Series |
Lecture Notes in Mathematics 0075-8434 ; ; 1814 |
| ISBN |
9783540448594 |
| Summary Note |
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, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.: |
| Contents note |
M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
| Internet Site |
http://dx.doi.org/10.1007/b12041 |
| Links to Related Works |
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