Paris-Princeton Lectures on Mathematical Finance 2002: 1814 - Brossura

Bank, Peter

Brossura

ISBN 10: 3540401938 ISBN 13: 9783540401933

Casa editrice: Springer Berlin Heidelberg, 2010

Riassunto

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.

Su questo libro

Contenuti

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.

Dettagli dell?edizione

• Editore: Springer Berlin Heidelberg
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 3540401938
• ISBN 13: 9783540401933
• Rilegatura: Copertina flessibile
• Numero di pagine: 188
• Redattore: Carmona René A., Cinlar Erhan, Ekeland Ivar, Jouini Elyès
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile