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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| Hlavní autoři: | , , , , , , , |
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| Korporativní autor: | |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2007. |
| Edice: | Lecture Notes in Mathematics
1919 |
| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
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 |
Obsah:
- 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