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Paris-Princeton Lectures on Mathematical Finance 2003

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Paris-Princeton Lectures on Mathematical Finance 2003 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. Björk;  "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

About This Edition

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