Paris-Princeton Lectures on Mathematical Finance 2003
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 ser...
| Main Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004, 2004
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| Edition: | 1st ed. 2004 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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