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

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的封面 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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语言 英语 ● 格式 PDF ● ISBN 9783540444688 ● 编辑 Rene Carmona & Erhan Cinlar ● 出版者 Springer Berlin Heidelberg ● 发布时间 2004 ● 下载 3 时 ● 货币 EUR ● ID 6318140 ● 复制保护 Adobe DRM
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Tomasz R. BieleckiTomas BjorkMonique JeanblancMarek RutkowskiJose A. ScheinkmanWei XiongRene CarmonaErhan CınlarIvar EkelandElyes JouiniNizar TouziErhan Cinlar

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