LEADER 04628nam 22008415 450 001 9910144618503321 005 20240403170145.0 010 $a3-540-44468-8 024 7 $a10.1007/b98353 035 $a(CKB)1000000000231339 035 $a(SSID)ssj0000325541 035 $a(PQKBManifestationID)11265464 035 $a(PQKBTitleCode)TC0000325541 035 $a(PQKBWorkID)10325530 035 $a(PQKB)10348221 035 $a(DE-He213)978-3-540-44468-8 035 $a(MiAaPQ)EBC6302595 035 $a(MiAaPQ)EBC5590784 035 $a(Au-PeEL)EBL5590784 035 $a(OCoLC)56426120 035 $a(PPN)155168789 035 $a(EXLCZ)991000000000231339 100 $a20121227d2004 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aParis-Princeton Lectures on Mathematical Finance 2003 /$fby Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong ; edited by René Carmona, Erhan Ç?nlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi 205 $a1st ed. 2004. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2004. 215 $a1 online resource (X, 254 p.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1847 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-22266-9 320 $aIncludes bibliographical references. 327 $aT. 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. 330 $aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong. 410 0$aLecture Notes in Mathematics,$x0075-8434 ;$v1847 606 $aEconomics, Mathematical  606 $aProbabilities 606 $aGame theory 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 615 0$aEconomics, Mathematical . 615 0$aProbabilities. 615 0$aGame theory. 615 14$aQuantitative Finance. 615 24$aProbability Theory and Stochastic Processes. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 676 $a510 686 $a91B28$2msc 700 $aBielecki$b Tomasz R$4aut$4http://id.loc.gov/vocabulary/relators/aut$0478893 702 $aBjörk$b Tomas$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aJeanblanc$b Monique$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aRutkowski$b Marek$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aScheinkman$b Jose A$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aXiong$b Wei$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aCarmona$b René$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aÇ?nlar$b Erhan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aEkeland$b I$g(Ivar),$f1944-$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aJouini$b Elyès$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aScheinkman$b Jose A$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aTouzi$b Nizar$4edt$4http://id.loc.gov/vocabulary/relators/edt 712 12$aParis-Princeton Lectures on Mathematical Finance 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910144618503321 996 $aParis-princeton lectures on mathematical finance 2003$9262235 997 $aUNINA