Paris-Princeton Lectures on Mathematical Finance 2002

by Peter Bank, Fabrice C Nlar Erhan Baudoin (Editor), Hans Ekeland Ivar Follmer (Editor)

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. FC6llmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

188 pages, Paperback

First published September 1, 2006