Paris-Princeton Lectures on Mathematical Finance 2003 PDF
by Tomasz R. Bielecki, Tomas Bjork, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong
Edited by Rene Carmona, Erhan Cinlar, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman, Nizar Touzi
Part of the Lecture Notes in Mathematics series
Description
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. Bjork; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:30/08/2004
- Category:
- ISBN:9783540444688
Other Formats
- Paperback / softback from £34.15
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:30/08/2004
- Category:
- ISBN:9783540444688
