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...
محفوظ في:
| المؤلفون الرئيسيون: | , , , , , , , |
|---|---|
| مؤلف مشترك: | |
| مؤلفون آخرون: | |
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| الطبعة: | 1st ed. 2007. |
| سلاسل: | Lecture Notes in Mathematics
1919 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
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 |
| LEADER | 04688nam a22007217a 4500 | ||
|---|---|---|---|
| 001 | 939778 | ||
| 008 | 080505q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN123728126 | ||
| 020 | |a 9783540733270 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519 | ||
| 082 | |a 650.01513 | ||
| 082 | |a 510 | ||
| 084 | |a 91G10. 2010 | ||
| 084 | |a 91B26. 2010 | ||
| 084 | |a 91G40. 2010 | ||
| 084 | |a 49J55. 2010 | ||
| 084 | |a 60H07. 2010 | ||
| 084 | |a 91-06. 2010 | ||
| 100 | 1 | |a Carmona, René, |d 1947-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Paris-Princeton Lectures on Mathematical Finance 2004 |c by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa,... [et al.] ; Editorial Commitee : R.A. Carmona, E. Çinlar, I. Ekeland,... [et al.]. |
| 250 | |a 1st ed. 2007. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture Notes in Mathematics |v 1919 |x 1617-9692 | |
| 500 | |a L'impression du document génère 255 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Notes bibliogr. | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham | ||
| 650 | |a Optimisation mathématique | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Grandes déviations | ||
| 650 | |a Volatilité (finances) | ||
| 650 | |a Mathématiques financières | ||
| 650 | |a Théorie des jeux | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Ekeland, Ivar, |d 1944-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Kohatsu-Higa, Arturo, |d 19..- |4 aut | |
| 700 | 1 | |a Lasry, Jean-Michel, |d 1947- |4 aut | |
| 700 | 1 | |a Lions, Pierre-Louis, |d 1956-...., |c Mathématicien. Professeur au Collège de France. |4 aut | |
| 700 | 1 | |a Carmona, René. |4 aut | |
| 700 | 1 | |a Taflin, Erik. |4 aut | |
| 700 | 1 | |a Pham, Huyên, |d 1968-...., |c mathématicien. |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 118582127 |t Paris-Princeton lectures on mathematical finance 2004 |f René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa... [et al.] |d 2007 |c Berlin |n Springer |p 1 vol. (X-244 p.) |s Lecture notes in mathematics |z 978-3-540-73326-3 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-540-73327-0 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-L86D2L1T-W |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747879516 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-540-73327-0 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750892080 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-540-73327-0 |z Accès INSA CVL | |
| 997 | |0 939778 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||