Paris-Princeton Lectures on Mathematical Finance 2004
(Sprache: Englisch)
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! -...
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Klappentext zu „Paris-Princeton Lectures on Mathematical Finance 2004 “
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.
Inhaltsverzeichnis zu „Paris-Princeton Lectures on Mathematical Finance 2004 “
- R. Carmona: HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets- I. Ekeland, Erik Taflin: Optimal Bond Portfolios
- A. Kohatsu-Higa: Models for Insider Trading with Finite Utility
- P.-L. Lions, J.-M. Lasry: Large Investor Trading Impacts on Volatility
- H. Pham: Some Applications and Methods of Large Deviations in Finance and Insurance
Bibliographische Angaben
- Autoren: René Carmona , Ivar Ekeland , Jean-Michel Lasry
- 2007, X, 248 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Herausgegeben: René Carmona, Ivar Ekeland, Erhan Çinlar, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
- Verlag: Springer, Berlin
- ISBN-10: 3540733264
- ISBN-13: 9783540733263
- Erscheinungsdatum: 01.10.2007
Sprache:
Englisch
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