Paris-Princeton lectures on mathematical finance 2004
שמור ב:
| Auteurs principaux: | , , |
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| מחבר תאגידי: | |
| מחברים אחרים: | |
| פורמט: | Livre papier |
| שפה: | Anglais |
| יצא לאור: |
Berlin :
Springer
C 2007.
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| סדרה: | Lecture notes in mathematics
1919 |
| נושאים: | |
| Autres localisations: | Voir dans le Sudoc |
| Contient: | • HJM: a unified approach to dynamic models for fixed income, credit and equity markets, René A.Carmona • Optimal bond portfolios, Ivar Ekeland and Erik Taflin • Models for insider trading with finite utility, Arturo Kohatsu-Higa • Large investor trading impacts in volatility, Pierre-Louis Lions and Jean-Michel Lasry • Some applications and methods of large deivations in finance and insurance, Huyên Pham |
| Edition sous un autre format: | • Paris-Princeton Lectures on Mathematical Finance 2004, by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa,... [et al.], 1st ed. 2007., Berlin, Heidelberg, Springer Berlin Heidelberg, 2007, Lecture Notes in Mathematics, 978-3-540-73327-0 |
Orléans - Bibliotheque de l'Institut Denis Poisson (Ex MAPMO)
| הערות: |
A demander à la BU Sciences |
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| מקום | סימן המיקום | Type de prêt | סטטוס | |
|---|---|---|---|---|
| Salle de lecture | LNM 1919 | זמין |