Paris-Princeton lectures on mathematical finance 2004
Enregistré dans:
| Auteurs principaux: | , , |
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| Institution som forfatter: | |
| Andre forfattere: | |
| Format: | Livre papier |
| Sprog: | Anglais |
| Udgivet: |
Berlin :
Springer
C 2007.
|
| Serier: | Lecture notes in mathematics
1919 |
| Fag: | |
| 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 |