Lecture Notes in Mathematics

Bielecki, Tomasz R.; Carmona, René; Björk, Tomas; Çınlar, Erhan; Jeanblanc, Monique; Ekeland, Ivar; Rutkowski, Marek; Jouini, Elyès; Scheinkman, Jose A.; Scheinkman, Jose A.; Xiong, Wei; Touzi, Nizar

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.

Details

Published by: Springer

Publication Date: 2004-09-09

Format: Paperback

ISBN-13: 9783540222668

DOI: 10.1007/b98353

Dimensions: 235cm x155cm

Pages: 254