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

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Cover of Tomasz R. Bielecki & Tomas Bjork: Paris-Princeton Lectures on Mathematical Finance 2003 (PDF)

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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Language English ● Format PDF ● ISBN 9783540444688 ● Editor Rene Carmona & Erhan Cinlar ● Publisher Springer Berlin Heidelberg ● Published 2004 ● Downloadable 3 times ● Currency EUR ● ID 6318140 ● Copy protection Adobe DRM

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More ebooks from the same author(s) / Editor

Tomasz R. Bielecki Tomas Bjork Monique Jeanblanc Marek Rutkowski Jose A. Scheinkman Wei Xiong Rene Carmona Erhan CÄ±nlar Ivar Ekeland Elyes Jouini Nizar Touzi Erhan Cinlar

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