© 2004

Paris-Princeton Lectures on Mathematical Finance 2003

  • Authors
  • Editors
  • René A. Carmona
  • Erhan Çinlar
  • Ivar Ekeland
  • Elyes Jouini
  • José A. Scheinkman
  • Nizar Touzi

Part of the Lecture Notes in Mathematics book series (LNM, volume 1847)

Table of contents

  1. Front Matter
    Pages N2-IX
  2. Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski
    Pages 1-132
  3. Tomas Björk
    Pages 133-215
  4. Back Matter
    Pages 251-251

About this book


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.


Defaultable claims Interest Rate Models geometry hedging mathematical finance mathematics

Bibliographic information

  • Book Title Paris-Princeton Lectures on Mathematical Finance 2003
  • Authors Tomasz R. Bielecki
    Tomas Björk
    Monique Jeanblanc
    Marek Rutkowski
    Jose A. Scheinkman
    Wei Xiong
  • Editors René Carmona
    Erhan Çınlar
    Ivar Ekeland
    Elyès Jouini
    Jose A. Scheinkman
    Nizar Touzi
  • Series Title Lecture Notes in Mathematics
  • Series Abbreviated Title LNM
  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2004
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-22266-8
  • eBook ISBN 978-3-540-44468-8
  • Series ISSN 0075-8434
  • Series E-ISSN 1617-9692
  • Edition Number 1
  • Number of Pages X, 254
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Quantitative Finance
    Probability Theory and Stochastic Processes
    Game Theory, Economics, Social and Behav. Sciences
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