Volume 1847. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9783540222668.

Bestandsnummer des Verk�ufers 3960681

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Bibliografische Details

Titel

Paris-Princeton Lectures on Mathematical Finance 2003 (Volume 1847)

Verlag

Springer

Erscheinungsjahr

2004

Sprache

Englisch

ISBN-10

3540222669

ISBN-13

9783540222668

Einband

Softcover

Zustand

Good

Gewicht

500 Gramm

Verk�uferkataloge

Mathematics

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Inhaltsangabe

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. Bj�rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

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