Bielecki / Carmona / Xiong Paris-Princeton Lectures on Mathematical Finance 2003

Erscheinungsjahr 2004
ISBN: 978-3-540-44468-8
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 1847, 254 Seiten, eBook

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.

Bielecki, Tomasz R.

Xiong, Wei

Björk, Tomas

Jeanblanc, Monique

Rutkowski, Marek

Scheinkman, Jose A.

Carmona, René

Çinlar, Erhan

Ekeland, Ivar

Jouini, Elyès

Touzi, Nizar

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.