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|a 9783540444688
|9 978-3-540-44468-8
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|a 10.1007/b98353
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|a 519
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|a Bielecki, Tomasz R.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Paris-Princeton Lectures on Mathematical Finance 2003
|h [electronic resource] /
|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.
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|a 1st ed. 2004.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2004.
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|a X, 254 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1847
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|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.
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| 520 |
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|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.
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|a Economics, Mathematical .
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|a Probabilities.
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|a Game theory.
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1 |
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|a Quantitative Finance.
|0 http://scigraph.springernature.com/things/product-market-codes/M13062
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|a Probability Theory and Stochastic Processes.
|0 http://scigraph.springernature.com/things/product-market-codes/M27004
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| 650 |
2 |
4 |
|a Game Theory, Economics, Social and Behav. Sciences.
|0 http://scigraph.springernature.com/things/product-market-codes/M13011
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| 700 |
1 |
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|a Björk, Tomas.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Jeanblanc, Monique.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Rutkowski, Marek.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Scheinkman, Jose A.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Xiong, Wei.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 700 |
1 |
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|a Carmona, René.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Çınlar, Erhan.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Ekeland, Ivar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Jouini, Elyès.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Scheinkman, Jose A.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Touzi, Nizar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 710 |
2 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783540222668
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| 776 |
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|i Printed edition:
|z 9783662183427
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| 830 |
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1847
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| 856 |
4 |
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|u https://doi.org/10.1007/b98353
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a ZDB-2-BAE
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|a Mathematics and Statistics (Springer-11649)
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