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Paris-Princeton Lectures on Mathematical Finance 2002

Lecture Notes in Mathematics 1814

Bank, Peter/Baudoin, Fabrice/Föllmer, Hans et al
Erschienen am 11.08.2003, 1. Auflage 2003
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Bibliografische Daten
ISBN/EAN: 9783540401933
Sprache: Englisch
Umfang: x, 178 S.
Einband: kartoniertes Buch

Beschreibung

InhaltsangabeM.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.

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Inhalt

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.