TY  - BOOK
AU  - Carmona,Ren� A.
AU  - Ekeland,Ivar
AU  - Kohatsu-Higa,Arturo
AU  - Lasry,Jean-Michel
AU  - Lions,Pierre-Louis
AU  - Pham,Huy�n.
AU  - Taflin,Erik
ED  - SpringerLink (Online service)
TI  - Paris-Princeton Lectures on Mathematical Finance 2004
T2  - Lecture Notes in Mathematics,
SN  - 9783540733270
AV  - HB135-147 
U1  - 519 23
PY  - 2007///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Game theory
KW  - Economics, Mathematical
KW  - Probabilities
KW  - Quantitative Finance
KW  - Game Theory, Economics, Social and Behav. Sciences
KW  - Probability Theory and Stochastic Processes
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-540-73327-0
ER  -