René Carmona, Huyên Pham, Erik Taflin, Ivar Ekeland, Jean-Michel Lasry, Pierre-Louis Lions

Paris-Princeton Lectures on Mathematical Finance 2004 (eBook, PDF)

Redaktion: Touzi, Nizar; Scheinkman, Jose A.; Jouini, Elyès; Ekeland, Ivar; Çinlar, Erhan; Carmona, René

• Format: PDF

Produktbeschreibung

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 248
• Erscheinungstermin: 10. August 2007
• Englisch
• ISBN-13: 9783540733270
• Artikelnr.: 44228389

Autorenporträt

Rene A. Carmona, Princeton University, Prinecton, NJ, USA / Ivar Ekeland, University of British Columbia, Vancouver, BC, Canada / Arturo Kohatsu-Higa, Osaka University, Osaka, Japan / Jean-Michel Lasry, Calyon, Paris, France / Pierre-Louis Lions, Université Paris IX, Paris, France / Huyen Pham, Université Paris VII, Paris, France / Erik Taflin, EISTI, Cergy, France

Inhaltsangabe

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.