Paris-Princeton lectures on mathematical Finance 2004 / / René A. Carmona [and six others] |
Autore | Carmona R. |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (255 p.) |
Disciplina | 650.01513 |
Altri autori (Persone) | CarmonaR (René) |
Collana | Lecture notes in mathematics |
Soggetto topico | Business mathematics |
ISBN | 3-540-73327-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNINA-9910483308403321 |
Carmona R. | ||
Berlin ; ; Heidelberg : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Paris-Princeton lectures on mathematical Finance 2004 / / René A. Carmona [and six others] |
Autore | Carmona R. |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (255 p.) |
Disciplina | 650.01513 |
Altri autori (Persone) | CarmonaR (René) |
Collana | Lecture notes in mathematics |
Soggetto topico | Business mathematics |
ISBN | 3-540-73327-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNISA-996466506803316 |
Carmona R. | ||
Berlin ; ; Heidelberg : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|