Paris-Princeton Lectures on Mathematical Finance 2004 [electronic resource] / by Ren� A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huy�n Pham, Erik Taflin.
Material type:
TextSeries: Lecture Notes in Mathematics ; 1919Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007Description: X, 248 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540733270Subject(s): Mathematics | Game theory | Economics, Mathematical | Probabilities | Mathematics | Quantitative Finance | Game Theory, Economics, Social and Behav. Sciences | Probability Theory and Stochastic ProcessesAdditional physical formats: Printed edition:: No titleDDC classification: 519 LOC classification: HB135-147Online resources: Click here to access online | Item type | Current library | Call number | Status | Date due | Barcode |
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e-Books
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Bangalore University Library | Available | BUSP006953 |
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.
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 Ren� Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyu�n Pham.
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