Paris-Princeton Lectures on Mathematical Finance 2003

2004
ISBN: 978-3-540-22266-8
Verlag: Springer Berlin Heidelberg

Buch, Englisch, Band 1847, 254 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 406 g

Reihe: Lecture Notes in Mathematics

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.

Zielgruppe

Research

Autoren/Hrsg.

Xiong, Wei

Bielecki, Tomasz R.

Jeanblanc, Monique

Björk, Tomas

Scheinkman, Jose A.

Rutkowski, Marek

Carmona, René

Çinlar, Erhan

Ekeland, Ivar

Jouini, Elyès

Touzi, Nizar

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims.- T. Björk: On the Geometry of Interest Rate Models.- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.