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Ouvrages Année : 2004

Paris-Princeton Lectures on Mathematical Finance 2003

Résumé

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.

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Dates et versions

hal-01755135 , version 1 (30-03-2018)

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  • HAL Id : hal-01755135 , version 1

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René Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José Scheinkman, et al.. Paris-Princeton Lectures on Mathematical Finance 2003. Springer, 2004. ⟨hal-01755135⟩
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