Paris-Princeton Lectures on Mathematical Finance 2003 |
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| Author:
| Bielecki, Tomasz R.
Björk, Tomas
Jeanblanc, Monique
Rutkowski, Marek
Scheinkman, Jose A.
Xiong, Wei |
| Editor:
| Carmona, René A.
Ekeland, Ivar
Jouini, Elyès
Scheinkman, Jose A.
Touzi, Nizar
Çnlar, Erhan |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-540-22266-8 |
| Publication Date: | Sep 2004 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $49.99 |
Book Description:
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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...
More 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.