3 options
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.
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
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- 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.
- 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.
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.