Title: Paris-Princeton Lectures on Mathematical Finance 2003 (Lecture Notes in Mathematics, 1847)
Publisher: Springer
Publication Date: 2004
Language: English
ISBN 10: 3540222669
ISBN 13: 9783540222668
Binding: Soft cover
Condition: New

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Synopsis

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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Paris-Princeton Lectures on Mathematical Finance 2003 (Lecture Notes in Mathematics, 1847)

Bielecki, Tomasz R.; Bj�rk, Tomas; Jeanblanc, Monique; Rutkowski, Marek; Scheinkman, Jose A.; Xiong, Wei

New - Soft cover

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