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Paris-Princeton Lectures on Mathematical Finance 2003: 1847 2004th Edition
Author(s): Tomasz R. Bielecki (Author), Tomas Björk (Author), Monique Jeanblanc (Author), Marek Rutkowski (Author), Jose A. Scheinkman (Author, Editor), Wei Xiong (Author), René Carmona (Editor), Erhan Çınlar (Editor), Ivar Ekeland (Editor), Elyès Jouini (Editor), Nizar Touzi (Editor)
- Publisher: Springer
- Publication Date: 9 Sept. 2004
- Edition: 2004th
- Language: English
- Print length: 264 pages
- ISBN-10: 3540222669
- ISBN-13: 9783540222668
Book Description
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.
