Paris-Princeton Lectures on Mathematical Finance 2003

Paris-Princeton Lectures on Mathematical Finance 2003
by: Tomasz R. Bielecki Tomas Björk Monique Jeanblanc Marek Rutkowski Wei Xiong

Details

* Publisher: Springer
* Number Of Pages: 250
* Publication Date: 2004-12-03
* ISBN-10 / ASIN: 3540222669
* ISBN-13 / EAN: 9783540222668

Description

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 articles by T. Bielecki/M. Jeanblanc/M. Rutkowski, T. Björk, J.A. Scheinkman/W. Xiong.

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