ENGLISH

Paris-Princeton Lectures on Mathematical Finance 2003

By Ivar Ekeland , Tomasz R. Bielecki , Elyes Jouini , Marek Rutkowski , Tomas Björk , René A. Carmona , Monique Jeanblanc , Nizar Touzi , Erhan Çinlar , Jose A. Scheinkman , Wei Xiong

Book information

Publisher
Springer
Year
2004
ISBN
9783540222668, 3540222669
Open Library ID
OL9630487M
Language
english
Format
ZIP
Filesize
2 MB (2070712 bytes)
Series
Lecture Notes in Mathematics
Edition
1
Pages
250\7
Library
mexmat
Time added
2009-07-20 03:45:11

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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