Paris Princeton Lectures On Mathematical Finance 2002
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Author |
: René Carmona |
Publisher |
: Springer |
Total Pages |
: 256 |
Release |
: 2007-08-10 |
ISBN-10 |
: 9783540733270 |
ISBN-13 |
: 3540733272 |
Rating |
: 4/5 (70 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance 2004 by : René Carmona
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 |
Publisher |
: Springer |
Total Pages |
: 178 |
Release |
: 2003-08-11 |
ISBN-10 |
: 3540401938 |
ISBN-13 |
: 9783540401933 |
Rating |
: 4/5 (38 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance 2002 by : Peter Bank
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 Carmona Rene Bank |
Publisher |
: Springer |
Total Pages |
: 188 |
Release |
: 2014-01-15 |
ISBN-10 |
: 3662176785 |
ISBN-13 |
: 9783662176788 |
Rating |
: 4/5 (85 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance 2002 by : Peter Carmona Rene Bank
Author |
: Peter Bank |
Publisher |
: Springer |
Total Pages |
: 0 |
Release |
: 2003-12-15 |
ISBN-10 |
: 3540448594 |
ISBN-13 |
: 9783540448594 |
Rating |
: 4/5 (94 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance 2002 by : Peter Bank
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 |
: |
Publisher |
: |
Total Pages |
: 270 |
Release |
: 2004 |
ISBN-10 |
: UOM:39015072643946 |
ISBN-13 |
: |
Rating |
: 4/5 (46 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance ... by :
Author |
: Areski Cousin |
Publisher |
: Springer |
Total Pages |
: 374 |
Release |
: 2010-10-06 |
ISBN-10 |
: 9783642146602 |
ISBN-13 |
: 3642146600 |
Rating |
: 4/5 (02 Downloads) |
Synopsis Paris-Princeton Lectures on Mathematical Finance 2010 by : Areski Cousin
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 |
: Alfonso Di Bartolo |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 223 |
Release |
: 2008-04-17 |
ISBN-10 |
: 9783540785835 |
ISBN-13 |
: 3540785833 |
Rating |
: 4/5 (35 Downloads) |
Synopsis Algebraic Groups and Lie Groups with Few Factors by : Alfonso Di Bartolo
This volume treats algebraic groups from a group theoretical point of view and compares the results with the analogous issues in the theory of Lie groups. It examines a classification of algebraic groups and Lie groups having only few subgroups.
Author |
: Pierre Magal |
Publisher |
: Springer |
Total Pages |
: 314 |
Release |
: 2008-04-12 |
ISBN-10 |
: 9783540782735 |
ISBN-13 |
: 3540782737 |
Rating |
: 4/5 (35 Downloads) |
Synopsis Structured Population Models in Biology and Epidemiology by : Pierre Magal
In this new century mankind faces ever more challenging environmental and publichealthproblems,suchaspollution,invasionbyexoticspecies,theem- gence of new diseases or the emergence of diseases into new regions (West Nile virus,SARS,Anthrax,etc.),andtheresurgenceofexistingdiseases(in?uenza, malaria, TB, HIV/AIDS, etc.). Mathematical models have been successfully used to study many biological, epidemiological and medical problems, and nonlinear and complex dynamics have been observed in all of those contexts. Mathematical studies have helped us not only to better understand these problems but also to ?nd solutions in some cases, such as the prediction and control of SARS outbreaks, understanding HIV infection, and the investi- tion of antibiotic-resistant infections in hospitals. Structuredpopulationmodelsdistinguishindividualsfromoneanother- cording to characteristics such as age, size, location, status, and movement, to determine the birth, growth and death rates, interaction with each other and with environment, infectivity, etc. The goal of structured population models is to understand how these characteristics a?ect the dynamics of these models and thus the outcomes and consequences of the biological and epidemiolo- cal processes. There is a very large and growing body of literature on these topics. This book deals with the recent and important advances in the study of structured population models in biology and epidemiology. There are six chapters in this book, written by leading researchers in these areas.
Author |
: Shai M. J. Haran |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 224 |
Release |
: 2008-04-25 |
ISBN-10 |
: 9783540783787 |
ISBN-13 |
: 3540783784 |
Rating |
: 4/5 (87 Downloads) |
Synopsis Arithmetical Investigations by : Shai M. J. Haran
In this volume the author further develops his philosophy of quantum interpolation between the real numbers and the p-adic numbers. The p-adic numbers contain the p-adic integers Zp which are the inverse limit of the finite rings Z/pn. This gives rise to a tree, and probability measures w on Zp correspond to Markov chains on this tree. From the tree structure one obtains special basis for the Hilbert space L2(Zp,w). The real analogue of the p-adic integers is the interval [-1,1], and a probability measure w on it gives rise to a special basis for L2([-1,1],w) - the orthogonal polynomials, and to a Markov chain on "finite approximations" of [-1,1]. For special (gamma and beta) measures there is a "quantum" or "q-analogue" Markov chain, and a special basis, that within certain limits yield the real and the p-adic theories. This idea can be generalized variously. In representation theory, it is the quantum general linear group GLn(q)that interpolates between the p-adic group GLn(Zp), and between its real (and complex) analogue -the orthogonal On (and unitary Un )groups. There is a similar quantum interpolation between the real and p-adic Fourier transform and between the real and p-adic (local unramified part of) Tate thesis, and Weil explicit sums.
Author |
: Robert Edward Bowen |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 84 |
Release |
: 2008-04-18 |
ISBN-10 |
: 9783540776055 |
ISBN-13 |
: 3540776052 |
Rating |
: 4/5 (55 Downloads) |
Synopsis Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms by : Robert Edward Bowen
For this printing of R. Bowen's book, J.-R. Chazottes has retyped it in TeX for easier reading, thereby correcting typos and bibliographic details. From the Preface by D. Ruelle: "Rufus Bowen has left us a masterpiece of mathematical exposition... Here a number of results which were new at the time are presented in such a clear and lucid style that Bowen's monograph immediately became a classic. More than thirty years later, many new results have been proved in this area, but the volume is as useful as ever because it remains the best introduction to the basics of the ergodic theory of hyperbolic systems."