Author | Bielecki, Tomasz R. author |
---|---|

Title | Paris-Princeton Lectures on Mathematical Finance 2003 [electronic resource] / by Tomasz R. Bielecki, Tomas Bjรถrk, Monique Jeanblanc, Marek Rutkowski, Josรฉ A. Scheinkman, Wei Xiong ; edited by Renรฉ A. Carmona, Erhan ร{135}inlar, Ivar Ekeland, Elyes Jouini, Josรฉ A. Scheinkman, Nizar Touzi |

Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 2004 |

Connect to | http://dx.doi.org/10.1007/b98353 |

Descript | X, 254 p. online resource |

SUMMARY

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. Bjรถrk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong

CONTENT

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

Mathematics
Game theory
Economics Mathematical
Probabilities
Mathematics
Quantitative Finance
Probability Theory and Stochastic Processes
Game Theory Economics Social and Behav. Sciences