Verkauf durch Sack Fachmedien

Carmona / Bank / Çinlar

Paris-Princeton Lectures on Mathematical Finance 2002

Medium: Buch
ISBN: 978-3-540-40193-3
Verlag: Springer
Erscheinungstermin: 11.08.2003
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540401933
  • Medium: Buch
  • ISBN: 978-3-540-40193-3
  • Verlag: Springer
  • Erscheinungstermin: 11.08.2003
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2003
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert
  • Gewicht: 600 g
  • Seiten: 178
  • Format (B x H): 155 x 235 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Herausgeber

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.