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|a 9783540733270
|9 978-3-540-73327-0
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|a 10.1007/978-3-540-73327-0
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|a 519
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|a Carmona, René.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Paris-Princeton Lectures on Mathematical Finance 2004
|h [electronic resource] /
|c by René Carmona, Ivar Ekeland, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi.
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|a 1st ed. 2007.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2007.
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|a X, 248 p.
|b online resource.
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|a text
|b txt
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|a computer
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|a online resource
|b cr
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|x 1617-9692 ;
|v 1919
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|a 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.
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|a 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.
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|a Social sciences-Mathematics.
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|a Game theory.
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|a Probabilities.
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|a Mathematics in Business, Economics and Finance.
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|a Game Theory.
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|a Probability Theory.
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|a Ekeland, Ivar.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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1 |
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|a Lasry, Jean-Michel.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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1 |
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|a Lions, Pierre-Louis.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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1 |
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|a Pham, Huyên.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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1 |
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|a Taflin, Erik.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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1 |
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|a Carmona, René.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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1 |
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|a Çınlar, Erhan.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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700 |
1 |
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|a Ekeland, Ivar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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700 |
1 |
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|a Jouini, Elyès.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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700 |
1 |
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|a Scheinkman, Jose A.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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700 |
1 |
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|a Touzi, Nizar.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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710 |
2 |
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|a SpringerLink (Online service)
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773 |
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|t Springer Nature eBook
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776 |
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|i Printed edition:
|z 9783540840121
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776 |
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|i Printed edition:
|z 9783540733263
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830 |
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|a Lecture Notes in Mathematics,
|x 1617-9692 ;
|v 1919
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|u https://doi.uam.elogim.com/10.1007/978-3-540-73327-0
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|a ZDB-2-SMA
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|a ZDB-2-SXMS
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|a Mathematics and Statistics (SpringerNature-11649)
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|a Mathematics and Statistics (R0) (SpringerNature-43713)
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