| 書目名稱 | Paris-Princeton Lectures on Mathematical Finance 2003 | | 編輯 | Tomasz R. Bielecki,Tomas Bj?rk,Wei Xiong,René A. C | | 視頻video | http://file.papertrans.cn/742/741298/741298.mp4 | | 概述 | Includes supplementary material: | | 叢書名稱 | Lecture Notes in Mathematics | | 圖書封面 |  | | 描述 | .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.. | | 出版日期 | Book 2004 | | 關(guān)鍵詞 | Defaultable claims; Interest Rate Models; geometry; hedging; mathematical finance; mathematics; quantitati | | 版次 | 1 | | doi | https://doi.org/10.1007/b98353 | | isbn_softcover | 978-3-540-22266-8 | | isbn_ebook | 978-3-540-44468-8Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 2004 |
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