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Paris-Princeton Lectures on Mathematical Finance 2004

Paperback Engels 2007 2007e druk 9783540733263
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Specificaties

ISBN13:9783540733263
Taal:Engels
Bindwijze:paperback
Aantal pagina's:248
Uitgever:Springer Berlin Heidelberg
Druk:2007

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Inhoudsopgave

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.

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        Paris-Princeton Lectures on Mathematical Finance 2004