Paris-Princeton lectures on mathematical finance 2003

Author(s)

• Bielecki, Tomasz R.
• Jeanblanc, Monique
• Scheinkman, José Alexandre
• Björk, Tomas
• Rutkowski, Marek
• Xiong, Wei
• Carmona, René
• Çinlar, E.
• Ekeland, Ivar
• Jouini, E.
• Touzi, Nizar

Bibliographic Information

Paris-Princeton lectures on mathematical finance 2003

Tomasz R. Bielecki ... [et al.] ; editorial committee, R.A. Carmona ... [et al.]

（Lecture notes in mathematics, 1847）

Springer, c2004

Note

Other authors: Monique Jeanblanc, José A. Scheinkman, Tomas Björk, Marek Rutkowski, Wei Xiong

Other editors: E. Çinlar, I. Ekeland, E. Jouini, J.A. Scheinkman, N. Touzi

Includes bibliographical references

Description and Table of Contents

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. Bjoerk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Table of Contents

T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims.- T. Bjoerk: On the Geometry of Interest Rate Models.- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.

by "Nielsen BookData"

Details

• NCID: BA6887843X
• ISBN:
  • 3540222669
• LCCN: 2004110085
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: viii, 250 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA00146586