Paris-Princeton Lectures on Mathematical Finance 2003 (e-bog) af Xiong, Wei
Xiong, Wei (forfatter)

Paris-Princeton Lectures on Mathematical Finance 2003 e-bog

403,64 DKK (inkl. moms 504,55 DKK)
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 exch...
E-bog 403,64 DKK
Forfattere Xiong, Wei (forfatter), Touzi, Nizar (redaktør)
Forlag Springer
Udgivet 30 august 2004
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783540444688
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: "e;Hedging of Defaultable Claims"e; by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "e;On the Geometry of Interest Rate Models"e; by T. Bjork;  "e;Heterogeneous Beliefs, Speculation and Trading in Financial Markets"e; by J.A. Scheinkman, and W. Xiong.