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Paris-Princeton Lectures on Mathematical Finance 2003

Name: Paris-Princeton Lectures on Mathematical Finance 2003
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01559519
Price: 48.64 EUR
Availability: InStock
Author: Tomasz R. Bielecki
ISBN: 9783540222668

Tomasz R. Bielecki

Tomas Bjork

Monique Jeanblanc

Língua

Inglês

Livro Capa mole

Código Libristo: 01559519

Editoras Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, setembro 2004

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on... Descrição completa

Código Libristo: 01559519

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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.