Paris-Princeton Lectures on Mathematical Finance 2003
Contributors: José A. Scheinkman (Editor); René  A. Carmona (Editor); Erhan Cinlar (Editor); Ivar Ekeland (Editor); Elyès Jouini (Editor); Nizar Touzi (Editor)
Edition: 1 edition
Publisher: Springer
Published: December 3, 2004
Language: eng
Format: Paperback
Number of pages: 250
ISBN-13: 9783540222668
Subjects: Study & Teaching; Finance; Mathematics; Sociology; Criminology; Science/Mathematics; Game Theory; Business & Economics / Finance; Defaultable claims; Interest Rate Models
First sentence: The present chapter is naturally divided into three different parts.
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.
Notes: Lecture Notes in Mathematics