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Paperback Paris-Princeton Lectures on Mathematical Finance Book

ISBN: 3540401938

ISBN13: 9783540401933

Paris-Princeton Lectures on Mathematical Finance

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

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