Thumbnail - No thumbnail

Paris-Princeton Lectures on Mathematical Finance 2003

Carmona, René; Cinlar, E.; Ekeland, Ivar; Jouini, Elyès; Scheinkman, José; Touzi, Nizar (2004), Paris-Princeton Lectures on Mathematical Finance 2003, Springer : Berlin Heidelberg, p. 254

Type
Ouvrage
Date
2004
Publisher
Springer
Published in
Berlin Heidelberg
ISBN
978-3-540-44468-8
Pages
254
Metadata
Show full item record
Author(s)
Carmona, René

Cinlar, E.

Ekeland, Ivar

Jouini, Elyès

Scheinkman, José

Touzi, Nizar
Abstract (EN)
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.
Subjects / Keywords
quantitative finance