Paris-Princeton Lectures on Mathematical Finance 2004 [electronic resource] / by RenȨ A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, HuyȬn Pham, Erik Taflin.
Tipo de material: TextoSeries Lecture Notes in Mathematics ; 1919 | Lecture Notes in Mathematics ; 1919Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007Descripción: X, 248 p. online resourceTipo de contenido:- text
- computer
- online resource
- 9783540733270
- SpringerLink (Online service)
- 519 23
- HB135-147
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.
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 RenȨ Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and HyuȬn Pham.
ZDB-2-SMA
ZDB-2-LNM
No hay comentarios en este titulo.