Paris-Princeton Lectures on Mathematical Finance 2004
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third 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 serv...
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| Auteurs principaux: | , , , , , , , |
|---|---|
| Autor Corporativo: | |
| Outros Autores: | |
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2007. |
| Colecção: | Lecture Notes in Mathematics
1919 |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 255 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| 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, René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa... [et al.], 2007, Berlin, Springer, 1 vol. (X-244 p.), Lecture notes in mathematics, 978-3-540-73326-3 |