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Author Paris-Princeton Lectures on Mathematical Finance (2002)

Title Paris-Princeton Lectures on Mathematical Finance 2002 / Peter Bank ... [and others] ; editorial committee, R.A. Carmona ... [and others]
Published Berlin : Springer, [2003]


Location Call no. Vol. Availability
 MELB  332.0151 Car/Ppl  AVAILABLE
Description x, 172 pages ; 24 cm
Series Lecture notes in mathematics ; 1814
Lecture notes in mathematics (Springer-Verlag) ; 1814
Contents American Options, Mulit-armed Bandits, and Optimal Consumption Plans: A Unifying View / Peter Bank and Hans Follmer -- Modeling Anticipations on Financial Markets / Fabrice Baudoin -- Duality in constrained optimal investment and consumption problems: a synthesis / L. C. G. Rogers -- The Problem of Super-replication under Constraints / H. Mete Soner and Nizar Touzi
Bibliography Includes bibliographical references
Notes Online version of the print title
System requirements: Internet connectivity, World Wide Web browser, and Adobe Acrobat reader
Mode of access: World Wide Web
Lecture notes in mathematics (Springer-Verlag) no:1814 0075-8434
Subject Business mathematics -- Congresses.
Genre/Form Conference papers and proceedings.
Author Bank, Peter, 1971-
Carmona, R. (René)
LC no. 2003057373
ISBN 3540401938 paperback acid-free paper
Other Titles SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present)