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Paris-Princeton Lectures on Mathematical Finance 2004 /

Contributor(s): Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag) ; 1919.Publication details: Berlin New York Springer, c2007.Description: x, 244 p. illISBN:
  • 3540733264
  • 9783540733263
Subject(s): Online resources:
Contents:
HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René A. Carmona -- Optimal bond portfolios / Ivar Ekeland, Erik Taflin -- Models for insider trading with finite utility / Arturo Kohatsu-Higa -- Large investor trading impacts on volatility / Pierre-Louis Lions, Jean-Michel Lasry -- Some applications and methods of large deviations in finance and insurance / Huyên Pham.
Item type: BOOKS
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IMSc Library 51 LNM (Browse shelf(Opens below)) Available 60176

"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.

Includes bibliographical references.

HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René A. Carmona -- Optimal bond portfolios / Ivar Ekeland, Erik Taflin -- Models for insider trading with finite utility / Arturo Kohatsu-Higa -- Large investor trading impacts on volatility / Pierre-Louis Lions, Jean-Michel Lasry -- Some applications and methods of large deviations in finance and insurance / Huyên Pham.

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The Institute of Mathematical Sciences, Chennai, India