Paris-Princeton Lectures on Mathematical Finance 2003

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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.
Διαθέσιμο Online:Full Text via HEAL-Link
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490 1 |a Lecture Notes in Mathematics,  |x 0075-8434 ;  |v 1847 
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. 
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. 
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650 0 |a Probabilities. 
650 0 |a Game theory. 
650 1 4 |a Quantitative Finance.  |0 http://scigraph.springernature.com/things/product-market-codes/M13062 
650 2 4 |a Probability Theory and Stochastic Processes.  |0 http://scigraph.springernature.com/things/product-market-codes/M27004 
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 |a Jeanblanc, Monique.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Rutkowski, Marek.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Scheinkman, Jose A.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Xiong, Wei.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Carmona, René.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Çınlar, Erhan.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Ekeland, Ivar.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Jouini, Elyès.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Scheinkman, Jose A.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Touzi, Nizar.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
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