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Paris-Princeton lectures on mathematical finance 2003

Author: Tomasz R Bielecki; R Carmona; et al
Publisher: Berlin ; New York, NY : Springer , 2004.
Series: Lecture notes in mathematics (Springer-Verlag), 1847.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Genre/Form: Congrès
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Tomasz R Bielecki; R Carmona; et al
ISBN: 3540222669 9783540222668
OCLC Number: 423941397
Description: viii, 250 p. ; 24 cm.
Contents: T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims.- T. Bjork: On the Geometry of Interest Rate Models.- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1847.
Other Titles: Paris-Princeton lectures on mathematical finance 2003 (Online)
Responsibility: T. R. Bielecki ... [et al.] ; editorial committee: R.A. Carmona ... [et al.].
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