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Item Details
| Title:
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PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE 2003
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| Volume: |
2003 |
| By: |
Tomasz R. Bielecki, Tomas Bjork, Monique Jeanblanc |
| Format: |
Paperback |
| List price:
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£39.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540222669 |
| ISBN 13: |
9783540222668 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
9 September, 2004 |
| Edition: |
2004 ed. |
| Series: |
Lecture Notes in Mathematics v. 1847 |
| Pages: |
254 |
| Synopsis: |
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. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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