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Paris-Princeton Lectures on Mathematical Finance 2004 de René Carmona

Paris-Princeton Lectures on Mathematical Finance 2004: Lecture Notes in Mathematics, cartea 1919

Autor René Carmona, Ivar Ekeland Editat de Erhan Çınlar Autor Jean-Michel Lasry Editat de Elyès Jouini Autor Pierre-Louis Lions Editat de Jose A. Scheinkman Autor Huyên Pham Editat de Nizar Touzi Autor Erik Taflin
en Limba Engleză Paperback – oct 2007

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Specificații

ISBN-13: 9783540733263
ISBN-10: 3540733264
Pagini: 248
Ilustrații: X, 248 p.
Dimensiuni: 155 x 235 x 15 mm
Greutate: 0.37 kg
Ediția:2007
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Textul de pe ultima copertă

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.

Caracteristici

Includes supplementary material: sn.pub/extras