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Paris-Princeton Lectures on Mathematical Finance 2003

Language EnglishEnglish
Book Paperback
Book Paris-Princeton Lectures on Mathematical Finance 2003 Tomasz R. Bielecki
Libristo code: 01559519
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, September 2004
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on... Full description
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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. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

About the book

Full name Paris-Princeton Lectures on Mathematical Finance 2003
Author Tomasz R. Bielecki, Tomas Bjork, Monique Jeanblanc
Language English
Binding Book - Paperback
Date of issue 2004
Number of pages 254
EAN 9783540222668
ISBN 3540222669
Libristo code 01559519
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 830
Dimensions 155 x 235 x 15

Categories

Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Society & Social Sciences > Social services & welfare, criminology > Crime & criminology
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Finance & accounting
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