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Paris-Princeton Lectures on Mathematical Finance 2004 / by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin.

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Math/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2366,2368-2379,2381-2382 2385,2388-2389
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Format:
Book
Author/Creator:
Carmona, René A., author.
Ekeland, I. (Ivar), 1944- author.
Kohatsu-Higa, Arturo, author.
Lasry, J. M., author.
Lions, P. L. (Pierre-Louis), author.
Pham, Huyên, author.
Taflin, Erik, author.
Contributor:
SpringerLink (Online service)
Series:
Lecture Notes in Mathematics, 0075-8434 ; 1919.
Lecture Notes in Mathematics, 0075-8434 ; 1919
Language:
English
Subjects (All):
Finance.
Mathematics.
Distribution (Probability theory).
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Probability Theory and Stochastic Processes.
Local Subjects:
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Probability Theory and Stochastic Processes.
Physical Description:
1 online resource (X, 248 pages).
Contained In:
Springer eBooks
Place of Publication:
Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
System Details:
text file PDF
Summary:
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.
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.
Other Format:
Printed edition:
ISBN:
9783540733270
Access Restriction:
Restricted for use by site license.

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