Ebook: Paris-Princeton Lectures on Mathematical Finance 2003
- Genre: Mathematics
- Tags: Quantitative Finance, Probability Theory and Stochastic Processes, Game Theory Economics Social and Behav. Sciences
- Series: Lecture notes in mathematics 1847
- Year: 2004
- Publisher: Springer-Verlag Berlin Heidelberg
- City: Berlin; New York, NY
- Edition: 1
- Language: English
- djvu
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.
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 articles by T. Bielecki/M. Jeanblanc/M. Rutkowski, T. Björk, J.A. Scheinkman/W. Xiong.