UID:
almahu_9947921554902882
Format:
X, 254 p.
,
online resource.
ISBN:
9783540444688
Series Statement:
Lecture Notes in Mathematics, 1847
Content:
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.
Note:
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.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783540222668
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Konferenzschrift
URL:
http://dx.doi.org/10.1007/b98353
URL:
Volltext
(lizenzpflichtig)