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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. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
| Autorius: | Wei Xiong, Monique Jeanblanc, Jose A. Scheinkman, Tomasz R. Bielecki, Marek Rutkowski, Tomas Björk, |
| Serija: | Lecture Notes in Mathematics |
| Leidėjas: | Springer Berlin Heidelberg |
| Išleidimo metai: | 2004 |
| Knygos puslapių skaičius: | 264 |
| ISBN-10: | 3540222669 |
| ISBN-13: | 9783540222668 |
| Formatas: | 235 x 155 x 15 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Paris-Princeton Lectures on Mathematical Finance 2003“
