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. Bj rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
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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. Bj rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Lecture Notes in Mathematics, 1847 |
Release date | September 2004 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2004 |
Editors | Rene Carmona, Erhan Cinlar, Ivar Ekeland, Elyes Jouini, Jose A Scheinkman |
Authors | Tomasz R. Bielecki, Tomas Bjoerk, Monique Jeanblanc, Marek Rutkowski, Jose A Scheinkman |
Dimensions | 235 x 155 x 14mm (L x W x T) |
Format | Paperback |
Pages | 254 |
Edition | 2004 ed. |
ISBN-13 | 978-3-540-22266-8 |
Barcode | 9783540222668 |
Categories | |
LSN | 3-540-22266-9 |