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. Bjork; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
Tomasz R. Bielecki & Tomas Bjork
Paris-Princeton Lectures on Mathematical Finance 2003 [PDF ebook]
Paris-Princeton Lectures on Mathematical Finance 2003 [PDF ebook]
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Sprache Englisch ● Format PDF ● ISBN 9783540444688 ● Herausgeber Rene Carmona & Erhan Cinlar ● Verlag Springer Berlin Heidelberg ● Erscheinungsjahr 2004 ● herunterladbar 3 mal ● Währung EUR ● ID 6318140 ● Kopierschutz Adobe DRM
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