Paris-Princeton Lectures on Mathematical Finance 2004 /
- Berlin New York Springer, c2007.
- x, 244 p. ill.
- Lecture notes in mathematics 1919 .
- Lecture notes in mathematics (Springer-Verlag) ; 1919. .
"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.
3540733264 9783540733263
Business mathematics--Congresses.
Mathématiques financières--Congrès.
51 / LNM
"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.
3540733264 9783540733263
Business mathematics--Congresses.
Mathématiques financières--Congrès.
51 / LNM