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Paris-Princeton Lectures on Mathematical Finance 2003

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  • © 2004


Part of the book series: Lecture Notes in Mathematics (LNM, volume 1847)

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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.

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Table of contents (3 chapters)

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:

  • Publisher: Springer Berlin, Heidelberg

  • 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

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