Paris-Princeton Lectures on Mathematical Finance 2003

• Main Authors: Bielecki, Tomasz R. (Author, http://id.loc.gov/vocabulary/relators/aut), Björk, Tomas (http://id.loc.gov/vocabulary/relators/aut), Jeanblanc, Monique (http://id.loc.gov/vocabulary/relators/aut), Rutkowski, Marek (http://id.loc.gov/vocabulary/relators/aut), Scheinkman, Jose A. (http://id.loc.gov/vocabulary/relators/aut, Editor, http://id.loc.gov/vocabulary/relators/edt), Xiong, Wei (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Carmona, René (Editor, http://id.loc.gov/vocabulary/relators/edt), Çınlar, Erhan (Editor, http://id.loc.gov/vocabulary/relators/edt), Ekeland, Ivar (Editor, http://id.loc.gov/vocabulary/relators/edt), Jouini, Elyès (Editor, http://id.loc.gov/vocabulary/relators/edt), Touzi, Nizar (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
• Edition: 1st ed. 2004.
• Series: Lecture Notes in Mathematics, 1847
• Subjects: Economics, Mathematical .; Probabilities.; Game theory.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.
• Physical Description: X, 254 p. online resource.
• ISBN: 9783540444688
• ISSN: 0075-8434 ;
• DOI: 10.1007/b98353

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.