04628nam 22008415 450 991014461850332120240403170145.03-540-44468-810.1007/b98353(CKB)1000000000231339(SSID)ssj0000325541(PQKBManifestationID)11265464(PQKBTitleCode)TC0000325541(PQKBWorkID)10325530(PQKB)10348221(DE-He213)978-3-540-44468-8(MiAaPQ)EBC6302595(MiAaPQ)EBC5590784(Au-PeEL)EBL5590784(OCoLC)56426120(PPN)155168789(EXLCZ)99100000000023133920121227d2004 u| 0engurnn#008mamaatxtccrParis-Princeton Lectures on Mathematical Finance 2003 /by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi1st ed. 2004.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2004.1 online resource (X, 254 p.)Lecture Notes in Mathematics,0075-8434 ;1847Bibliographic Level Mode of Issuance: Monograph3-540-22266-9 Includes bibliographical references.T. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.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.Lecture Notes in Mathematics,0075-8434 ;1847Economics, Mathematical ProbabilitiesGame theoryQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Economics, Mathematical .Probabilities.Game theory.Quantitative Finance.Probability Theory and Stochastic Processes.Game Theory, Economics, Social and Behav. Sciences.51091B28mscBielecki Tomasz Rauthttp://id.loc.gov/vocabulary/relators/aut478893Björk Tomasauthttp://id.loc.gov/vocabulary/relators/autJeanblanc Moniqueauthttp://id.loc.gov/vocabulary/relators/autRutkowski Marekauthttp://id.loc.gov/vocabulary/relators/autScheinkman Jose Aauthttp://id.loc.gov/vocabulary/relators/autXiong Weiauthttp://id.loc.gov/vocabulary/relators/autCarmona Renéedthttp://id.loc.gov/vocabulary/relators/edtÇınlar Erhanedthttp://id.loc.gov/vocabulary/relators/edtEkeland I(Ivar),1944-edthttp://id.loc.gov/vocabulary/relators/edtJouini Elyèsedthttp://id.loc.gov/vocabulary/relators/edtScheinkman Jose Aedthttp://id.loc.gov/vocabulary/relators/edtTouzi Nizaredthttp://id.loc.gov/vocabulary/relators/edtParis-Princeton Lectures on Mathematical FinanceMiAaPQMiAaPQMiAaPQBOOK9910144618503321Paris-princeton lectures on mathematical finance 2003262235UNINA