02783nam 2200589 450 99646650680331620210216141339.03-540-73327-210.1007/978-3-540-73327-0(CKB)1000000000437253(EBL)3061666(SSID)ssj0000218131(PQKBManifestationID)11209923(PQKBTitleCode)TC0000218131(PQKBWorkID)10214680(PQKB)10862959(DE-He213)978-3-540-73327-0(MiAaPQ)EBC3061666(MiAaPQ)EBC6351794(PPN)123728126(EXLCZ)99100000000043725320210216d2007 uy 0engur|n|---|||||txtccrParis-Princeton lectures on mathematical Finance 2004 /René A. Carmona [and six others]1st ed. 2007.Berlin ;Heidelberg :Springer,[2007]©20071 online resource (255 p.)Lecture notes in mathematics ;1919"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.3-540-73326-4 Includes bibliographical references.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.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.Lecture notes in mathematics (Springer-Verlag) ;1919.Business mathematicsCongressesBusiness mathematics650.01513Carmona R.Carmona R(René)974545Paris-Princeton Lectures on Mathematical FinanceMiAaPQMiAaPQMiAaPQBOOK996466506803316Paris-Princeton lectures on mathematical Finance 20042831057UNISA