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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
OUR PRICE: $47.49  

Binding Type: Paperback - See All Available Formats & Editions
Published: September 2004
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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.

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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
 
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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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