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 , Erhan Çinlar , Jose A. Scheinkman , Wei Xiong (auth.) , Nizar Touzi (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2004
ISBN
9783540222668, 3540222669
DOI
10.1007/b98353
ISSN
0075-8434
Open Library ID
OL9630487M
Language
english
Format
PDF
Filesize
2 MB (2113211 bytes)
Series
Lecture notes in mathematics 1847
Edition
1
Pages
254\256
Time added
2009-08-06 05:14:26
EconomicsQuantitative Finance; Probability Theory and StochSocial and Behav. Sciences

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.

Similar books