000 | 03401nam a22005655i 4500 | ||
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001 | 978-3-540-44859-4 | ||
003 | DE-He213 | ||
005 | 20190213151821.0 | ||
007 | cr nn 008mamaa | ||
008 | 150519s2003 gw | s |||| 0|eng d | ||
020 |
_a9783540448594 _9978-3-540-44859-4 |
||
024 | 7 |
_a10.1007/b12041 _2doi |
|
050 | 4 | _aHB135-147 | |
072 | 7 |
_aKF _2bicssc |
|
072 | 7 |
_aMAT003000 _2bisacsh |
|
072 | 7 |
_aKF _2thema |
|
082 | 0 | 4 |
_a519 _223 |
100 | 1 |
_aBank, Peter. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
245 | 1 | 0 |
_aParis-Princeton Lectures on Mathematical Finance 2002 _h[electronic resource] / _cby Peter Bank, Hans Föllmer, Fabrice Baudoin, L.C.G. Rogers, H. Mete Soner, Nizar Touzi. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2003. |
|
300 |
_aX, 178 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1814 |
|
505 | 0 | _aM.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. | |
520 | _aThe 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. | ||
650 | 0 | _aFinance. | |
650 | 0 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory. | |
650 | 1 | 4 |
_aQuantitative Finance. _0http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 | 2 | 4 |
_aGame Theory, Economics, Social and Behav. Sciences. _0http://scigraph.springernature.com/things/product-market-codes/M13011 |
650 | 2 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 | 1 |
_aFöllmer, Hans. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aBaudoin, Fabrice. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aRogers, L.C.G. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aSoner, H. Mete. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aTouzi, Nizar. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540401933 |
776 | 0 | 8 |
_iPrinted edition: _z9783662176788 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1814 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/b12041 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
912 | _aZDB-2-BAE | ||
999 |
_c11982 _d11982 |