04629nam 22008655 450 991014460200332120251117003135.09783540448594354044859410.1007/b12041(CKB)1000000000233085(SSID)ssj0000325540(PQKBManifestationID)11262578(PQKBTitleCode)TC0000325540(PQKBWorkID)10325090(PQKB)11629526(DE-He213)978-3-540-44859-4(MiAaPQ)EBC6302534(MiAaPQ)EBC5591883(Au-PeEL)EBL5591883(OCoLC)54021060(PPN)282731490(EXLCZ)99100000000023308520150519d2003 u| 0engurnn#008mamaatxtccrParis-Princeton Lectures on Mathematical Finance 2002 /by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi1st ed. 2003.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2003.1 online resource (X, 178 p.)Lecture Notes in Mathematics,0075-8434 ;1814Bibliographic Level Mode of Issuance: Monograph9783540401933 3540401938 Includes bibliographica references.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.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.Lecture Notes in Mathematics,0075-8434 ;1814Economics, MathematicalGame theoryProbabilitiesQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Economics, Mathematical.Game theory.Probabilities.Quantitative Finance.Game Theory, Economics, Social and Behav. Sciences.Probability Theory and Stochastic Processes.332.015191B28mscBank Peterauthttp://id.loc.gov/vocabulary/relators/aut602016Baudoin Fabriceauthttp://id.loc.gov/vocabulary/relators/autFöllmer Hansauthttp://id.loc.gov/vocabulary/relators/autRogers L. C. G.authttp://id.loc.gov/vocabulary/relators/autSoner Halil Meteauthttp://id.loc.gov/vocabulary/relators/autTouzi Nizarauthttp://id.loc.gov/vocabulary/relators/autCarmona R(René),edthttp://id.loc.gov/vocabulary/relators/edtÇınlar Erhanedthttp://id.loc.gov/vocabulary/relators/edtEkeland I(Ivar),1944-edthttp://id.loc.gov/vocabulary/relators/edtJouini Elyèsedthttp://id.loc.gov/vocabulary/relators/edtScheinkman Jose Aedthttp://id.loc.gov/vocabulary/relators/edtTouzi Nizaredthttp://id.loc.gov/vocabulary/relators/edtParis-Princeton Lectures on Mathematical Finance.MiAaPQMiAaPQMiAaPQBOOK9910144602003321Paris-princeton lectures on mathematical finance 20021016436UNINA