Paris-Princeton Lectures on Mathematical Finance 2003 / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong ; edited by René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi.

Format:

• Book

Author/Creator:

• Bielecki, Tomasz R., 1955- author.
• Björk, Tomas, author.
• Jeanblanc-Picqué, Monique, 1947- author.
• Rutkowski, Marek, 1952- author.
• Scheinkman, José A., author.
• Xiong, Wei, author.

Contributor:

• Carmona, René A., editor.
• Çınlar, E. (Erhan), 1941- editor.
• Ekeland, I. (Ivar), 1944- editor.
• Jouini, E. (Elyès), 1965- editor.
• Scheinkman, José A., editor.
• Touzi, Nizar, editor.
• SpringerLink (Online service)

Series:

• Lecture Notes in Mathematics, 0075-8434 ; 1847.
• Lecture Notes in Mathematics, 0075-8434 ; 1847

Language:

English

Subjects (All):

• Finance.
• Distribution (Probability theory).
• Mathematics.
• Quantitative Finance.
• Probability Theory and Stochastic Processes.
• Game Theory, Economics, Social and Behav. Sciences.

Local Subjects:

• Quantitative Finance.
• Probability Theory and Stochastic Processes.
• Game Theory, Economics, Social and Behav. Sciences.

Physical Description:

1 online resource (X, 254 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.

System Details:

text file PDF

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. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

Contents:

• T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims
• T. Björk: On the Geometry of Interest Rate Models
• J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.

Other Format:

Printed edition:

ISBN:

9783540444688

Access Restriction:

Restricted for use by site license.