Paris-Princeton Lectures on Mathematical Finance 2003 2004 Edition Contributor(s): Bielecki, Tomasz R. (Author), Carmona, René (Editor), Björk, Tomas (Author) |
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ISBN: 3540222669 ISBN-13: 9783540222668 Publisher: Springer
Binding Type: Paperback - See All Available Formats & Editions Published: September 2004 Annotation: 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. Bj??rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong. Click for more in this series: Lecture Notes |
Additional Information |
BISAC Categories: - Social Science | Criminology - Business & Economics | Finance - General - Mathematics | Probability & Statistics - General |
Dewey: 510 |
LCCN: 2004110085 |
Series: Lecture Notes |
Physical Information: 0.55" H x 6.14" W x 9.21" L (0.82 lbs) 254 pages |
Descriptions, Reviews, Etc. |
Publisher 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. Bj rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong. |
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