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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.
Math/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2366,2368-2379,2381-2382 2385,2388-2389
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- 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.
- 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.
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