Paris-Princeton Lectures on Mathematical Finance 2004

• Κύριοι συγγραφείς: Carmona, René A. (Συγγραφέας), Ekeland, Ivar (Συγγραφέας), Kohatsu-Higa, Arturo (Συγγραφέας), Lasry, Jean-Michel (Συγγραφέας), Lions, Pierre-Louis (Συγγραφέας), Pham, Huyên (Συγγραφέας), Taflin, Erik (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Σειρά: Lecture Notes in Mathematics, 1919
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.