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Paris-Princeton Lectures on Mathematical Finance 2003 (Paperback, 2004 ed.) Loot Price: R1,546

Discovery Miles 15 460

Repayment Terms: R145 pm x 12*

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Paris-Princeton Lectures on Mathematical Finance 2003 (Paperback, 2004 ed.): Rene Carmona

Paris-Princeton Lectures on Mathematical Finance 2003 (Paperback, 2004 ed.)

Rene Carmona; Tomasz R. Bielecki, Tomas Bjoerk; Edited by Erhan Cinlar, Ivar Ekeland; Monique Jeanblanc, Marek Rutkowski; Edited by Elyes Jouini; Jose A Scheinkman; Edited by Jose A Scheinkman

Series: Lecture Notes in Mathematics, 1847

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Loot Price R1,546 Discovery Miles 15 460 | Repayment Terms: R145 pm x 12*

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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. Bj rk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1847
Release date:	September 2004
First published:	2004
Editors:	Rene Carmona
Authors:	Tomasz R. Bielecki • Tomas Bjoerk
Editors:	Erhan Cinlar • Ivar Ekeland
Authors:	Monique Jeanblanc • Marek Rutkowski
Editors:	Elyes Jouini
Authors:	Jose A Scheinkman
Editors:	Jose A Scheinkman
Dimensions:	235 x 155 x 14mm (L x W x T)
Format:	Paperback
Pages:	254
Edition:	2004 ed.
ISBN-13:	978-3-540-22266-8
Categories:	Books > Science & Mathematics > Mathematics > General Promotions
LSN:	3-540-22266-9
Barcode:	9783540222668