Paris-Princeton Lectures on Mathematical Finance 2004 / René A. Carmona [and others] ; editorial committee, R.A. Carmona [and others].
| Author/creator | Paris-Princeton Lectures on Mathematical Finance |
| Other author | Carmona, R. (René) |
| Format | Book |
| Publication Info | Berlin ; New York : Springer, ©2007. |
| Description | x, 244 pages : illustrations ; 24 cm. |
| Subjects |
| Series | Lecture notes in mathematics ; 1919 Lecture notes in mathematics (Springer-Verlag) 1919. ^A496146 |
| Contents | HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René A. Carmona -- Optimal bond portfolios / Ivar Ekeland, Erik Taflin -- Models for insider trading with finite utility / Arturo Kohatsu-Higa -- Large investor trading impacts on volatility / Pierre-Louis Lions, Jean-Michel Lasry -- Some applications and methods of large deviations in finance and insurance / Huyên Pham. |
| Local note | Joyner-FOR JOYNER LIBRARYS HOLDING OF THE SERIES, LECTURE NOTES IN MATHEMATICS (SPRINGER-VERLAG), SEARCH BY CALL NUMBER QA3 .L28. |
| General note | "This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref. |
| Bibliography note | Includes bibliographical references. |
| LCCN | 2007930225 |
| ISBN | 3540733264 (pbk.) |
| ISBN | 9783540733263 (pbk.) |
| ISBN | 3540733272 |
| ISBN | 9783540733270 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA3 .L28 NO. 1919 | ✔ Available | Place Hold |