rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Paris-Princeton Lectures on Mathematical Finance 2004
  name:
    name part: Carmona, René A.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Ekeland, Ivar.
    role:
      role term: author.
  name:
    name part: Kohatsu-Higa, Arturo.
    role:
      role term: author.
  name:
    name part: Lasry, Jean-Michel.
    role:
      role term: author.
  name:
    name part: Lions, Pierre-Louis.
    role:
      role term: author.
  name:
    name part: Pham, Huyên.
    role:
      role term: author.
  name:
    name part: Taflin, Erik.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2007
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 248 p. online resource.
  abstract: 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.
  table of contents: 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.
  note: by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin.
  subject:
    topic: Mathematics
  subject:
    topic: Game theory
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Game Theory, Economics, Social and Behav. Sciences
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Mathematics, 1919
  identifier: 9783540733270
  identifier: http://dx.doi.org/10.1007/978-3-540-73327-0
  record info:
    record creation date: 100301
    record change date: 20151123192244.0
    record identifier: 978-3-540-73327-0