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 |
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| Sprache: | eng |
| Veröffentlicht: |
2007
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| Schriftenreihe: | Lecture notes in mathematics
1919 |
| Schlagworte: | |
| 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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Tag hinzufügen | Zusammenfassung: | 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, Jean-Michel Lasry -- Some applications and methods of large deviations in finance and insurance / Huyên Pham |
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| Beschreibung: | Literaturangaben |
| Beschreibung: | X, 244 S. 235 mm x 155 mm |
| ISBN: | 9783540733263 978-3-540-73326-3 3540733264 3-540-73326-4 |