Paris-Princeton Lectures on Mathematical Finance 2003

• Κύριοι συγγραφείς: Bielecki, Tomasz R. (Συγγραφέας, 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, Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Xiong, Wei (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Carmona, René (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Çınlar, Erhan (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Ekeland, Ivar (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Jouini, Elyès (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Touzi, Nizar (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
• Έκδοση: 1st ed. 2004.
• Σειρά: Lecture Notes in Mathematics, 1847
• Θέματα: Economics, Mathematical .; Probabilities.; Game theory.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.
• Φυσική περιγραφή: 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.