Paris-Princeton Lectures on Mathematical Finance 2004

• Main Authors: Carmona, René A. (Author), Ekeland, Ivar (Author), Kohatsu-Higa, Arturo (Author), Lasry, Jean-Michel (Author), Lions, Pierre-Louis (Author), Pham, Huyên (Author), Taflin, Erik (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1919
• Subjects: Mathematics.; Game theory.; Economics, Mathematical.; Probabilities.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.; Probability Theory and Stochastic Processes.

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 serv...

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.