Paris-Princeton Lectures on Mathematical Finance 2003 Paperback / softback
by Tomasz R. Bielecki, Tomas Bjoerk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman
Edited by Rene Carmona, Erhan Cinlar, Ivar Ekeland, Elyes Jouini, Jose A. Scheinkman
Part of the Lecture Notes in Mathematics series
Paperback / softback
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.
Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A.
Scheinkman, and W. Xiong.
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-
Item not Available
- Format:Paperback / softback
- Pages:254 pages, X, 254 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:09/09/2004
- Category:
- ISBN:9783540222668
Other Formats
- PDF from £33.99
Information
-
Item not Available
- Format:Paperback / softback
- Pages:254 pages, X, 254 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:09/09/2004
- Category:
- ISBN:9783540222668
