Paris-Princeton Lectures on Mathematical Finance 2003

von Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong

254 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540222668
• Sprache: Englisch
• Erscheinungsdatum: 09.09.2004
• Genre: Mathematik/Sonstiges
• Verlag: Springer Berlin
• Herausgegeben von: René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi