Lecture Notes in Mathematics

Paris-Princeton Lectures on Mathematical Finance 2003

Authors: Bielecki, T.R., Björk, T., Jeanblanc, M., Rutkowski, M., Scheinkman, J.A., Xiong, W.

Editors: Carmona, R., Çınlar, E., Ekeland, I., Jouini, E., Scheinkman, J.A., Touzi, N. (Eds.)

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About this book

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.

Table of contents (3 chapters)

  • Hedging of Defaultable Claims

    Bielecki, Tomasz R. (et al.)

    Pages 1-132

  • On the Geometry of Interest Rate Models

    Björk, Tomas

    Pages 133-215

  • Heterogeneous Beliefs, Speculation and Trading in Financial Markets

    Scheinkman, José (et al.)

    Pages 217-250

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-44468-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-22266-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Paris-Princeton Lectures on Mathematical Finance 2003
Authors
Editors
  • René Carmona
  • Erhan Çınlar
  • Ivar Ekeland
  • Elyès Jouini
  • Jose A. Scheinkman
  • Nizar Touzi
Series Title
Lecture Notes in Mathematics
Series Volume
1847
Copyright
2004
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44468-8
DOI
10.1007/b98353
Softcover ISBN
978-3-540-22266-8
Series ISSN
0075-8434
Edition Number
1
Number of Pages
X, 254
Topics