Contributions

  • José A. Scheinkman (Editor) - Contributor
  • René A. Carmona (Editor) - Contributor
  • Erhan Cinlar (Editor) - Contributor
  • Ivar Ekeland (Editor) - Contributor
  • Elyès Jouini (Editor) - Contributor
and 1 more
  • Nizar Touzi (Editor) - Contributor

Publication

2004-12-03 - Springer

Language

English

Word Count

62,500 words, Guess

Page Count

250 pages

Physical Format

Paperback

Identifiers

and 3 more
  • Library of Congress Control Number2004110085
  • LibraryThing8465940
  • Goodreads1845875

Classifications

  • LCCQA3 .L28 no. 1847

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.

First Sentence

The present chapter is naturally divided into three different parts.

Subjects

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