Paris Princeton Lectures On Mathematical Finance 2003

Author : Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong
Publisher : Springer
Page : 254 pages
File Size : 54,6 Mb
Release : 2004-08-30
Category : Mathematics
ISBN : 9783540444688

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Paris-Princeton Lectures on Mathematical Finance 2003 by Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong Pdf

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Author : Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi
Publisher : Springer
Page : 178 pages
File Size : 41,8 Mb
Release : 2003-12-15
Category : Mathematics
ISBN : 9783540448594

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Paris-Princeton Lectures on Mathematical Finance 2002 by Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi Pdf

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.

Author : Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov
Publisher : Springer Science & Business Media
Page : 374 pages
File Size : 50,8 Mb
Release : 2011-06-29
Category : Mathematics
ISBN : 9783642146596

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Paris-Princeton Lectures on Mathematical Finance 2010 by Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov Pdf

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Author : René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin
Publisher : Springer
Page : 248 pages
File Size : 48,7 Mb
Release : 2007-08-10
Category : Mathematics
ISBN : 9783540733270

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Paris-Princeton Lectures on Mathematical Finance 2004 by René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin Pdf

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Author : Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi
Publisher : Springer
Page : 0 pages
File Size : 40,9 Mb
Release : 2003-12-15
Category : Mathematics
ISBN : 3540448594

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Paris-Princeton Lectures on Mathematical Finance 2002 by Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi Pdf

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.

Author : Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi
Publisher : Springer
Page : 178 pages
File Size : 54,6 Mb
Release : 2003-08-11
Category : Mathematics
ISBN : 3540401938

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Paris-Princeton Lectures on Mathematical Finance 2002 by Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi Pdf

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.

Author : Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong
Publisher : Springer Science & Business Media
Page : 264 pages
File Size : 50,8 Mb
Release : 2004-09-09
Category : Mathematics
ISBN : 3540222669

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Paris-Princeton Lectures on Mathematical Finance 2003 by Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong Pdf

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Author : René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin
Publisher : Springer
Page : 248 pages
File Size : 55,8 Mb
Release : 2007-10-01
Category : Mathematics
ISBN : 3540733264

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Paris-Princeton Lectures on Mathematical Finance 2004 by René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin Pdf

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Author : Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov
Publisher : Springer
Page : 366 pages
File Size : 44,8 Mb
Release : 2010-10-06
Category : Mathematics
ISBN : 9783642146602

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Paris-Princeton Lectures on Mathematical Finance 2010 by Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov Pdf

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Author : René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin
Publisher : Springer
Page : 248 pages
File Size : 49,5 Mb
Release : 2007-10-01
Category : Mathematics
ISBN : 3540733264

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Paris-Princeton Lectures on Mathematical Finance 2004 by René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin Pdf

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Author : Anonim
Publisher : Unknown
Page : 270 pages
File Size : 53,9 Mb
Release : 2004
Category : Business mathematics
ISBN : UOM:39015072643946

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Paris-Princeton Lectures on Mathematical Finance ... by Anonim Pdf

Author : Fred Espen Benth,Dan Crisan,Paolo Guasoni,Konstantinos Manolarakis,Johannes Muhle-Karbe,Colm Nee,Philip Protter
Publisher : Springer
Page : 316 pages
File Size : 48,5 Mb
Release : 2013-07-11
Category : Mathematics
ISBN : 9783319004136

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Paris-Princeton Lectures on Mathematical Finance 2013 by Fred Espen Benth,Dan Crisan,Paolo Guasoni,Konstantinos Manolarakis,Johannes Muhle-Karbe,Colm Nee,Philip Protter Pdf

The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.

Author : Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong
Publisher : Springer
Page : 254 pages
File Size : 47,7 Mb
Release : 2004-09-09
Category : Mathematics
ISBN : 3540222669

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Paris-Princeton Lectures on Mathematical Finance 2003 by Tomasz R. Bielecki,Tomas Björk,Monique Jeanblanc,Marek Rutkowski,Jose A. Scheinkman,Wei Xiong Pdf

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second 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. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Author : Alexander Isaev
Publisher : Springer
Page : 144 pages
File Size : 41,5 Mb
Release : 2007-03-11
Category : Mathematics
ISBN : 9783540691532

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Lectures on the Automorphism Groups of Kobayashi-Hyperbolic Manifolds by Alexander Isaev Pdf

In this monograph the author presents a coherent exposition of recent results on complete characterization of Kobayashi-hyperbolic manifolds with high-dimensional groups of holomorphic automorphisms. These classification results can be viewed as complex-geometric analogues of those known for Riemannian manifolds with high-dimensional isotropy groups that were extensively studied in the 1950s-70s.

Author : Thomas Schuster
Publisher : Springer Science & Business Media
Page : 193 pages
File Size : 50,9 Mb
Release : 2007-05-07
Category : Mathematics
ISBN : 9783540712268

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The Method of Approximate Inverse: Theory and Applications by Thomas Schuster Pdf

Inverse problems arise whenever one tries to calculate a required quantity from given measurements of a second quantity that is associated to the first one. Besides medical imaging and non-destructive testing, inverse problems also play an increasing role in other disciplines such as industrial and financial mathematics. Hence, there is a need for stable and efficient solvers. The book is concerned with the method of approximate inverse which is a regularization technique for stably solving inverse problems in various settings such as L2-spaces, Hilbert spaces or spaces of distributions. The performance and functionality of the method is demonstrated on several examples from medical imaging and non-destructive testing such as computerized tomography, Doppler tomography, SONAR, X-ray diffractometry and thermoacoustic computerized tomography. The book addresses graduate students and researchers interested in the numerical analysis of inverse problems and regularization techniques or in efficient solvers for the applications mentioned above.