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Bielecki, Tomasz R.; Bjork, Tomas; Jeanblanc, Monique; Rutkowski, Marek; Scheinkman, Jose Alexandre; Xiong, Wei. Ed(S): Carmona, Rene A.; Erhan, Cinl - Paris-Princeton Lectures on Mathematical Finance 2003 - 9783540222668 - V9783540222668
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Paris-Princeton Lectures on Mathematical Finance 2003

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Description for Paris-Princeton Lectures on Mathematical Finance 2003 Paperback. Editor(s): Carmona, Rene A.; Erhan, Cinlar; Aainlar, Erhan; Ekeland, Ivar. Series: Lecture Notes in Mathematics. Num Pages: 264 pages, biography. BIC Classification: PB. Category: (UU) Undergraduate. Dimension: 234 x 156 x 14. Weight in Grams: 830.

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. ... Read more

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Product Details

Format
Paperback
Publication date
2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
264
Condition
New
Series
Lecture Notes in Mathematics
Number of Pages
254
Place of Publication
Berlin, Germany
ISBN
9783540222668
SKU
V9783540222668
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

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