Download or read book Paris Princeton Lectures on Mathematical Finance 2002 written by Peter Bank and published by Springer. This book was released on 2003-12-15 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2002 written by Peter Bank and published by Springer. This book was released on 2003-08-11 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2002 written by Peter Bank and published by Springer. This book was released on 2003-12-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2003 written by Tomasz R. Bielecki and published by Springer. This book was released on 2004-08-30 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2010 written by Areski Cousin and published by Springer Science & Business Media. This book was released on 2011-06-29 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2004 written by René Carmona and published by Springer. This book was released on 2007-08-10 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2004 written by René Carmona and published by Springer. This book was released on 2007-10-01 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance 2004 written by René Carmona and published by Springer. This book was released on 2007-10-01 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance written by and published by . This book was released on 2003 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Paris Princeton Lectures on Mathematical Finance 2013 written by Fred Espen Benth and published by Springer. This book was released on 2013-07-11 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Paris Princeton Lectures on Mathematical Finance written by and published by . This book was released on 2004 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Methods for Financial Markets written by Monique Jeanblanc and published by Springer Science & Business Media. This book was released on 2009-10-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.

Download or read book Paris Princeton Lectures on Mathematical Finance 2010 written by Areski Cousin and published by Springer. This book was released on 2010-10-06 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Lectures on the Automorphism Groups of Kobayashi Hyperbolic Manifolds written by Alexander Isaev and published by Springer. This book was released on 2007-03-11 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Stochastic Processes and Applications to Mathematical Finance written by Jiro Akahori and published by World Scientific. This book was released on 2006 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance. Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles. Contents: Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.); Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.); A Large Trader-Insider Model (A Kohatsu-Higa & A Sulem); [GLP & MEMM] Pricing Models and Related Problems (Y Miyahara); Topics Related to Gamma Processes (M Yamazato); On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index a (H Hashimoto et al.); Martingale Representation Theorem and Chaos Expansion (S Watanabe). Readership: Graduate students, researchers and practitioners in the field of stochastic processes and mathematical finance.

Download or read book The Method of Approximate Inverse Theory and Applications written by Thomas Schuster and published by Springer Science & Business Media. This book was released on 2007-05-07 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Lectures on Topological Fluid Mechanics written by Mitchell A. Berger and published by Springer. This book was released on 2009-05-28 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Helmholtz's seminal paper on vortex motion (1858) marks the beginning of what is now called topological fluid mechanics.After 150 years of work, the field has grown considerably. In the last several decades unexpected developments have given topological fluid mechanics new impetus, benefiting from the impressive progress in knot theory and geometric topology on the one hand, and in mathematical and computational fluid dynamics on the other. This volume contains a wide-ranging collection of up-to-date, valuable research papers written by some of the most eminent experts in the field. Topics range from fundamental aspects of mathematical fluid mechanics, including topological vortex dynamics and magnetohydrodynamics, integrability issues, Hamiltonian structures and singularity formation, to DNA tangles and knotted DNAs in sedimentation. A substantial introductory chapter on knots and links, covering elements of modern braid theory and knot polynomials, as well as more advanced topics in knot classification, provides an invaluable addition to this material.