Paris-Princeton Lectures on Mathematical Finance 2003

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.

List of 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.

Product details

• Authors: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong
• Assisted by: Erhan Ç¿nlar (Editor), René Carmona (Editor), Erhan Çinlar (Editor), Erhan Çınlar (Editor), Ivar Ekeland (Editor), Elyès Jouini (Editor), Jose A. Scheinkman (Editor), Nizar Touzi (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 09.09.2004
• EAN: 9783540222668
• ISBN: 978-3-540-22266-8
• No. of pages: 254
• Weight: 428 g
• Illustrations: X, 254 p.
• Series: Lecture Notes in Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Spieltheorie, B, Game Theory, Economics, Social and Behav. Sciences, Mathematics and Statistics, game theory, Probability Theory and Stochastic Processes, Probability & statistics, Probabilities, Stochastics, Probability Theory, Economics, Mathematical, Quantitative Finance, Mathematics in Business, Economics and Finance