Buch, Englisch, Band 1847, 254 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 406 g
Reihe: Lecture Notes in Mathematics
Buch, Englisch, Band 1847, 254 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 406 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-22266-8
Verlag: Springer Berlin Heidelberg
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.
Fachgebiete
Weitere Infos & Material
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.
