tailieunhanh - Paris-Princeton Lectures on Mathematical Finance 2002

This is the first volume of the Paris-Princeton Lectures in Financial Mathematics. The goal of this series is to publish cutting edge research in self-contained articles prepared by well known leaders in the field, or promising young researchers invited by the editors to contribute to a volume. Particular attention is paid to the quality of the exposition and we aim at articles that can serve as an introductory reference for research in the field. The series is a result of frequent exchanges between researchers in finance and financial mathematics in Paris and Princeton. Many of us felt that the field would benefit from timely expos´es of topics in. | Lecture Notes in Mathematics Editors . Morel Cachan F. Takens Groningen B. Teissier Paris 1814 Springer Berlin Heidelberg New York Hong Kong London Milan Paris Tokyo Peter Bank Fabrice Baudoin Hans Follmer . Rogers Mete Soner Nizar Touzi Paris-Princeton Lectures on Mathematical Finance 2002 Editorial Committee R. A. Carmona E. Cinlar I. Ekeland E. Jouini J. A. Scheinkman N. Touzi .