Paris-Princeton lectures on mathematical finance 2004
Author(s)
Bibliographic Information
Paris-Princeton lectures on mathematical finance 2004
（Lecture notes in mathematics, 1919）
Springer, c2007
Available at / 61 libraries
-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||1919200003619824
-
No Libraries matched.
- Remove all filters.
Note
Other authors: Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin
Other editors: E. Çinlar, I. Ekeland, E. Jouini, J.A. Scheinkman, N. Touzi
Includes bibliographical references
Description and Table of Contents
Description
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by Rene Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyen Pham.
Table of Contents
HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets.- Optimal Bond Portfolios.- Models for Insider Trading with Finite Utility.- Large Investor Trading Impacts on Volatility.- Some Applications and Methods of Large Deviations in Finance and Insurance.
by "Nielsen BookData"