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Paris-Princeton Lectures on Mathematical Finance 2004
Lecture Notes in Mathematics 1919
Carmona, René/Ekeland, Ivar/Lasry, Jean-Michel et al
ISBN/EAN: 9783540733263
Umbreit-Nr.: 1884798
Sprache:
Englisch
Umfang: x, 248 S.
Format in cm: 1.5 x 23.7 x 15.6
Einband:
kartoniertes Buch
Erschienen am 01.10.2007
Auflage: 1/2007
- Zusatztext
- InhaltsangabeHJM: 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.
- Kurztext
- 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.