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.
ISBN: | 9783540222668 |
Publication date: | 9th September 2004 |
Author: | Tomasz R Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A Scheinkman, Wei Xiong |
Publisher: | Springer an imprint of Springer Berlin Heidelberg |
Format: | Paperback |
Pagination: | 254 pages |
Series: | Lecture Notes in Mathematics |
Genres: |
Applied mathematics Stochastics Game theory Probability and statistics Economics, Finance, Business and Management |