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Paris-Princeton Lectures on Mathematical Finance 2003

Bielecki, Tomasz R ; Björk, Tomas ; Jeanblanc, Monique ; Rutkowski, Marek ; Scheinkman, José A ; Xiong, Wei ; Carmona, René A ; Çnlar, Erhan ; Ekeland, Ivar ; Jouini, Elyès Jouini, Elyes ; Scheinkman, José A. ; Ekeland, Ivar ; Çinlar, Erhan ; Carmona, René A. ; Touzi, Nizar

Berlin, Heidelberg: Springer Berlin / Heidelberg 2004

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Título:
Paris-Princeton Lectures on Mathematical Finance 2003
Autor: Bielecki, Tomasz R ; Björk, Tomas ; Jeanblanc, Monique ; Rutkowski, Marek ; Scheinkman, José A ; Xiong, Wei ; Carmona, René A ; Çnlar, Erhan ; Ekeland, Ivar ; Jouini, Elyès
Jouini, Elyes ; Scheinkman, José A. ; Ekeland, Ivar ; Çinlar, Erhan ; Carmona, René A. ; Touzi, Nizar
Assuntos: Business mathematics-Congresses ; Distribution (Probability theory ; Finance ; Game Theory, Economics, Social and Behav. Sciences ; Mathematics ; Mathematics and Statistics ; Probability Theory and Stochastic Processes ; Quantitative Finance
Descrição: 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.
Títulos relacionados: Lecture Notes in Mathematics
Editor: Berlin, Heidelberg: Springer Berlin / Heidelberg
Data de criação/publicação: 2004
Formato: 259
Idioma: Inglês

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Paris-Princeton Lectures on Mathematical Finance 2003

Bielecki, Tomasz R ; Björk, Tomas ; Jeanblanc, Monique ; Rutkowski, Marek ; Scheinkman, José A ; Xiong, Wei ; Carmona, René A ; Çnlar, Erhan ; Ekeland, Ivar ; Jouini, Elyès Jouini, Elyes ; Scheinkman, José A. ; Ekeland, Ivar ; Çinlar, Erhan ; Carmona, René A. ; Touzi, Nizar

Berlin, Heidelberg: Springer Berlin / Heidelberg 2004

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