René Carmona, Huyên Pham, Erik Taflin, Ivar Ekeland, Jean-Michel Lasry, Pierre-Louis Lions

Paris-Princeton Lectures on Mathematical Finance 2004 (eBook, PDF)

Redaktion: Touzi, Nizar; Scheinkman, Jose A.; Jouini, Elyès; Ekeland, Ivar; Çinlar, Erhan; Carmona, René

• Format: PDF

Produktbeschreibung

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.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 248
• Erscheinungstermin: 10. August 2007
• Englisch
• ISBN-13: 9783540733270
• Artikelnr.: 44228389

Autorenporträt

Rene A. Carmona, Princeton University, Prinecton, NJ, USA / Ivar Ekeland, University of British Columbia, Vancouver, BC, Canada / Arturo Kohatsu-Higa, Osaka University, Osaka, Japan / Jean-Michel Lasry, Calyon, Paris, France / Pierre-Louis Lions, Université Paris IX, Paris, France / Huyen Pham, Université Paris VII, Paris, France / Erik Taflin, EISTI, Cergy, France

Inhaltsangabe

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.