Paris-Princeton lectures on mathematical Finance 2004 / / René A. Carmona [and six others]

• Autore: Carmona R.
• Pubblicazione: Berlin ; ; Heidelberg : , : Springer, , [2007]; ©2007
• Edizione: 1st ed. 2007.
• Descrizione fisica: 1 online resource (255 p.)
• Disciplina: 650.01513
• Soggetto topico: Business mathematics
• Altri autori: CarmonaR (René)
• Note generali: "This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: 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.
• Sommario/riassunto: 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.
• Titolo autorizzato: Paris-Princeton lectures on mathematical Finance 2004
• ISBN: 3-540-73327-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466506803316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1919.