| Dewey Class |
519 |
| Title |
Paris-Princeton Lectures on Mathematical Finance 2003 ([EBook] /) / by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong ; edited by René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi. |
| Author |
Bielecki, Tomasz R. |
| Added Personal Name |
Björk, Tomas author. |
| Jeanblanc, Monique author. |
| Rutkowski, Marek author. |
| Scheinkman, José A. author. |
| Xiong, Wei author. |
| Carmona, René A. editor. |
| Çinlar, Erhan editor. |
| Ekeland, Ivar editor. |
| Jouini, Elyes editor. |
| Scheinkman, José A. editor. |
| Touzi, Nizar editor. |
| Other name(s) |
SpringerLink (Online service) |
| Publication |
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 2004. |
| Physical Details |
X, 254 p. : online resource. |
| Series |
Lecture Notes in Mathematics 0075-8434 ; ; 1847 |
| ISBN |
9783540444688 |
| Summary Note |
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.: |
| Contents note |
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. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
| Internet Site |
http://dx.doi.org/10.1007/b98353 |
| Links to Related Works |
Subject References:
Authors:
- Bielecki, Tomasz R. .
- Björk, Tomas .
- Carmona, René A. .
- Çinlar, Erhan .
- Ekeland, Ivar .
- Jeanblanc, Monique .
- Jouini, Elyes .
- Rutkowski, Marek .
- Scheinkman, José A. .
- Touzi, Nizar .
- Xiong, Wei .
Corporate Authors:
Series:
Classification:
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