Paris-Princeton Lectures on Mathematical Finance 2002

Name: Paris-Princeton Lectures on Mathematical Finance 2002
Author: René Carmona

Paperback Engels 2003 2003e druk 9783540401933

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Samenvatting

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.

Specificaties

ISBN13:9783540401933

Taal:Engels

Bindwijze:paperback

Aantal pagina's:178

Uitgever:Springer Berlin Heidelberg

Druk:2003

Hoofdrubriek:Financieel management, Financieel management

Serie:Lecture Notes in Mathematics

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Inhoudsopgave

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.