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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Paris-Princeton Lectures on Mathematical Finance 2003

Paris-Princeton Lectures on Mathematical Finance 2003

Carmona, René
Bielecki, Tomasz R.
Björk, Tomas

Paperback

Series: Lecture Notes in Mathematics, Book 1847

Investing & FinanceCriminologyProbability & Statistics

ISBN10: 3540222669
ISBN13: 9783540222668
Publisher: Springer
Published: Sep 9 2004
Pages: 254
Weight: 0.82
Height: 0.55 Width: 6.14 Depth: 9.21
Language: English

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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