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 รinlar, 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

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

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

1. Mathematics
2. Game theory
3. Economics
4. Mathematical
5. Probabilities
6. Mathematics
7. Quantitative Finance
8. Probability Theory and Stochastic Processes
9. Game Theory
10. Economics
11. Social and Behav. Sciences