Paris-Princeton Lectures on Mathematical Finance 2003 /
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 ser...
| Corporate Authors: | , |
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| Other Authors: | |
| Format: | Conference Proceeding eBook |
| Language: | English |
| Published: |
Berlin ; New York, NY :
Springer,
2004.
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1847. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. Bjrk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (viii, 250 pages) |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9783540444688 (electronic bk.) 3540444688 (electronic bk.) |
| ISSN: | 0075-8434 ; |