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 InfoBerlin ; New York : Springer, ©2007.
Descriptionx, 244 pages : illustrations ; 24 cm.
Subjects

SeriesLecture 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 noteJoyner-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 noteIncludes bibliographical references.
LCCN 2007930225
ISBN3540733264 (pbk.)
ISBN9783540733263 (pbk.)
ISBN3540733272
ISBN9783540733270

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA3 .L28 NO. 1919 ✔ Available Place Hold