Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / 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 Touzi
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| Autore: |
Bielecki Tomasz R
|
| Titolo: |
Paris-Princeton Lectures on Mathematical Finance 2003 [[electronic resource] /] / 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 Touzi
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| Pubblicazione: | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
| Edizione: | 1st ed. 2004. |
| Descrizione fisica: | 1 online resource (X, 254 p.) |
| Disciplina: | 510 |
| Soggetto topico: | Economics, Mathematical |
| Probabilities | |
| Game theory | |
| Quantitative Finance | |
| Probability Theory and Stochastic Processes | |
| Game Theory, Economics, Social and Behav. Sciences | |
| Classificazione: | 91B28 |
| Persona (resp. second.): | BjörkTomas |
| JeanblancMonique | |
| RutkowskiMarek | |
| ScheinkmanJose A | |
| XiongWei | |
| CarmonaRené | |
| ÇınlarErhan | |
| EkelandI <1944-> (Ivar) | |
| JouiniElyès | |
| TouziNizar | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Paris-princeton lectures on mathematical finance 2003 |
| ISBN: | 3-540-44468-8 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466502203316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture Notes in Mathematics, . 0075-8434 ; ; 1847