Paris-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 Touzi
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| Autore: |
Bank Peter
|
| Titolo: |
Paris-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 Touzi
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| Pubblicazione: | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
| Edizione: | 1st ed. 2003. |
| Descrizione fisica: | 1 online resource (X, 178 p.) |
| Disciplina: | 332.0151 |
| Soggetto topico: | Economics, Mathematical |
| Game theory | |
| Probabilities | |
| Quantitative Finance | |
| Game Theory, Economics, Social and Behav. Sciences | |
| Probability Theory and Stochastic Processes | |
| Classificazione: | 91B28 |
| Persona (resp. second.): | BaudoinFabrice |
| FöllmerHans | |
| RogersL. C. G | |
| SonerHalil Mete | |
| TouziNizar | |
| CarmonaRené | |
| ÇınlarErhan | |
| EkelandI <1944-> (Ivar) | |
| JouiniElyès | |
| ScheinkmanJose A | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di bibliografia: | Includes bibliographica references. |
| Nota di contenuto: | 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. |
| Sommario/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. |
| Titolo autorizzato: | Paris-princeton lectures on mathematical finance 2002 |
| ISBN: | 3-540-44859-4 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910144602003321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture Notes in Mathematics, . 0075-8434 ; ; 1814