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- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1847)
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Table of contents (3 chapters)
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Front Matter
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Back Matter
About this book
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.
Bibliographic Information
Book Title: Paris-Princeton Lectures on Mathematical Finance 2003
Authors: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong
Editors: René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/b98353
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
Softcover ISBN: 978-3-540-22266-8Published: 09 September 2004
eBook ISBN: 978-3-540-44468-8Published: 30 August 2004
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 254
Topics: Quantitative Finance, Probability Theory and Stochastic Processes, Game Theory, Economics, Social and Behav. Sciences