Paris-Princeton lectures on mathematical finance 2004
সংরক্ষণ করুন:
| প্রধান লেখক: | , , |
|---|---|
| সংস্থা লেখক: | |
| অন্যান্য লেখক: | |
| বিন্যাস: | Livre papier |
| ভাষা: | Anglais |
| প্রকাশিত: |
Berlin :
Springer
C 2007.
|
| মালা: | Lecture notes in mathematics
1919 |
| বিষয়গুলি: | |
| 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 |
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| 001 | 381563 | ||
| 008 | 071019t20072007xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN118582127 | ||
| 020 | |a 9783540733263 (br.) : |c 38,90 EUR | ||
| 024 | |a 9783540733263 | ||
| 041 | 0 | |a eng | |
| 084 | |a 91B28. 2000 | ||
| 084 | |a 91B70. 2000 | ||
| 084 | |a 60G49. 2000 | ||
| 084 | |a 49J55. 2000 | ||
| 084 | |a 60H07. 2000 | ||
| 084 | |a 90C46. 2000 | ||
| 100 | 1 | |a Carmona, René, |d 1947- | |
| 245 | 1 | 0 | |a Paris-Princeton lectures on mathematical finance 2004 |c René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa... [et al.] ; editorial committee : R. A. Carmona, E. Çinlar, I. Ekeland... [et al.]. |
| 260 | |a Berlin : |b Springer. | ||
| 260 | |c C 2007. | ||
| 300 | |a 1 vol. (X-244 p.) : |b couv. ill. ; |c 24 cm. | ||
| 490 | 1 | |a Lecture notes in mathematics |x 0075-8434 |v 1919 | |
| 504 | |a Bibliogr. en fin de chapitres | ||
| 650 | |a Volatilité (finances) | ||
| 650 | |a Grandes déviations | ||
| 650 | |a Mathématiques financières | ||
| 650 | |a Optimisation mathématique | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Ekeland, Ivar, |d 1944- |4 aut |4 pbd | |
| 700 | 1 | |a Kohatsu-Higa, Arturo. |4 aut | |
| 700 | 1 | |a Cınlar, Erhan, |d 1941- |4 pbd | |
| 711 | 2 | |a Paris-Princeton lectures on mathematical finance |n (03 |d :2004. |4 aut | |
| 774 | 0 | |t HJM: a unified approach to dynamic models for fixed income, credit and equity markets |f René A.Carmona | |
| 774 | 0 | |t Optimal bond portfolios |f Ivar Ekeland and Erik Taflin | |
| 774 | 0 | |t Models for insider trading with finite utility |f Arturo Kohatsu-Higa | |
| 774 | 0 | |t Large investor trading impacts in volatility |f Pierre-Louis Lions and Jean-Michel Lasry | |
| 774 | 0 | |t Some applications and methods of large deivations in finance and insurance |f Huyên Pham | |
| 776 | 0 | |0 123728126 |t Paris-Princeton Lectures on Mathematical Finance 2004 |f by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa,... [et al.] |e 1st ed. 2007. |c Berlin, Heidelberg |n Springer Berlin Heidelberg |d 2007 |s Lecture Notes in Mathematics |z 978-3-540-73327-0 | |
| 997 | |0 381563 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/IDP/ |z Orléans, IDP, LNM 1919 | ||