|
|
|
|
| LEADER |
02355nmm a2200349 u 4500 |
| 001 |
EB000655755 |
| 003 |
EBX01000000000000000508837 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
140122 ||| eng |
| 020 |
|
|
|a 9783540444688
|
| 100 |
1 |
|
|a Bielecki, Tomasz R.
|
| 245 |
0 |
0 |
|a Paris-Princeton Lectures on Mathematical Finance 2003
|h Elektronische Ressource
|c by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
|
| 250 |
|
|
|a 1st ed. 2004
|
| 260 |
|
|
|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 2004, 2004
|
| 300 |
|
|
|a X, 254 p
|b online resource
|
| 505 |
0 |
|
|a T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets
|
| 653 |
|
|
|a Quantitative Finance
|
| 653 |
|
|
|a Economics, Mathematical
|
| 653 |
|
|
|a Game theory
|
| 653 |
|
|
|a Game Theory, Economics, Social and Behav. Sciences
|
| 653 |
|
|
|a Probability Theory and Stochastic Processes
|
| 653 |
|
|
|a Probabilities
|
| 700 |
1 |
|
|a Björk, Tomas
|e [author]
|
| 700 |
1 |
|
|a Jeanblanc, Monique
|e [author]
|
| 700 |
1 |
|
|a Rutkowski, Marek
|e [author]
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b SBA
|a Springer Book Archives -2004
|
| 490 |
0 |
|
|a Lecture Notes in Mathematics
|
| 856 |
4 |
0 |
|u https://doi.org/10.1007/b98353?nosfx=y
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 519
|
| 520 |
|
|
|a 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
|