Paris-Princeton lectures on mathematical finance 3.2004

HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René A. Carmona -- Optimal bond portfolios / Ivar Ekeland, Erik Taflin -- Models for insider trading with finite utility / Arturo Kohatsu-Higa -- Large investor trading impacts on volatility / Pierre-Louis Lions,...

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Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2007
Schriftenreihe:	Lecture notes in mathematics 1919
Schlagworte:	Business mathematics > Mathématiques financières > Aufsatzsammlung > Finanzmathematik
Online Zugang:	Inhaltsverzeichnis Inhaltstext http://www.springerlink.com/openurl.asp?genre=issue&issn=0075-8434&volume=1919 Publisher description Table of contents only
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Titel	Jahr	Verfasser
About the pricing equations in finance	2011	Crépey, Stéphane
Mean field games and applications	2011	Guéant, Olivier
Hedging CDO tranches in a Markovian environment	2011	Cousin, Areski
Pricing and hedging in exponential Lévy models : review of recent results	2011	Tankov, Peter
The Skorokhod embedding problem and model-independent bounds for option prices	2011	Hobson, David G.
Optimal bond portfolios	2007	Ekeland, Ivar
HJM: a unified approach to dynamic models for fixed income, credit and equity markets	2007	Carmona, René
Models for insider trading with finite utility	2007	Kohatsu-Higa, Arturo
Some applications and methods of large deviations in finance and insurance	2007	Pham, Huyên
Large investor trading impacts on volatility	2007	Lions, Pierre-Louis
On the geometry of interest rate models	2004	Björk, Tomas
Hedging of defaultable claims	2004	Bielecki, Tomasz R.
Heterogeneous beliefs, speculation and trading in financial markets	2004	Scheinkman, José Alexandre
Modeling anticipations on financial markets	2003	Baudoin, Fabrice
Duality in constrained optimal investment and consumption problems : a synthesis	2003	Rogers, Leonard C. G.
The problem of super-replication under constraints	2003	Soner, Halil Mete
American options, multi-armed bandits, and optimal consumption plans : a unifying view	2003	Bank, Peter

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