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Autore: | Bielecki Tomasz R |
Titolo: | Paris-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 Touzi |
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.: | 9910144618503321 |
Lo trovi qui: | Univ. Federico II |
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