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100   $a20210216d2007      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aParis-Princeton lectures on mathematical Finance 2004 /$fRene? A. Carmona [and six others]
205   $a1st ed. 2007.
210  1$aBerlin ;$aHeidelberg :$cSpringer,$d[2007]
210  4$d©2007
215   $a1 online resource (255 p.)
225 1 $aLecture notes in mathematics ;$v1919
300   $a"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.
311   $a3-540-73326-4 
320   $aIncludes bibliographical references.
327   $aHJM: 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.
330   $aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.
410  0$aLecture notes in mathematics (Springer-Verlag) ;$v1919.
606   $aBusiness mathematics$vCongresses
615  0$aBusiness mathematics
676   $a650.01513
700   $aCarmona$b R.
701   $aCarmona$b R$g(Rene?)$0974545
712 12$aParis-Princeton Lectures on Mathematical Finance
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a996466506803316
996   $aParis-Princeton lectures on mathematical Finance 2004$92831057
997   $aUNISA