Tomasz R. Bielecki & Tomas Bjork 
Paris-Princeton Lectures on Mathematical Finance 2003 [PDF ebook] 

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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. Bjork; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

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Langue Anglais ● Format PDF ● ISBN 9783540444688 ● Éditeur Rene Carmona & Erhan Cinlar ● Maison d’édition Springer Berlin Heidelberg ● Publié 2004 ● Téléchargeable 3 fois ● Devise EUR ● ID 6318140 ● Protection contre la copie Adobe DRM
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