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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
(Lecture Notes in Mathematics. ISSN:16179692 ; 1847)
版 | 1st ed. 2004. |
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出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 2004 |
大きさ | X, 254 p : online resource |
著者標目 | *Bielecki, Tomasz R author Björk, Tomas author Jeanblanc, Monique author Rutkowski, Marek author Scheinkman, Jose A author Xiong, Wei author Carmona, René editor Çınlar, Erhan editor Ekeland, Ivar editor Jouini, Elyès editor Scheinkman, Jose A editor Touzi, Nizar editor SpringerLink (Online service) |
件 名 | LCSH:Social sciences—Mathematics LCSH:Probabilities LCSH:Game theory FREE:Mathematics in Business, Economics and Finance FREE:Probability Theory FREE:Game Theory |
一般注記 | 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 HTTP:URL=https://doi.org/10.1007/b98353 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783540444688 |
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EB00210791 |
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